Search: RBA Repos
RBA Glossary definition for RBA Repos
RBA Repos – An intra-day repurchase agreement between an Exchange settlement account (ESA) holder and the Reserve Bank of Australia that is undertaken unilaterally by the ESA holder through the Austraclear System.
RBA Glossary definition for RBA
RBA – Reserve Bank of Australia. Australia's central bank, the body corporate successor to the Commonwealth Bank established in 1912; created under its new name by the Reserve Bank Act 1959.
Search Results
The Provision of Systemic Liquidity Services by the Public Sector
27 Oct 2008
RDP
2008-06
It has become commonplace for central banks to conduct these operations primarily in repos. ... benefit that might otherwise be gained from making these assets eligible for repos.
https://www.rba.gov.au/publications/rdp/2008/2008-06/pro-systemic.html
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Identifying Repo Market Microstructure from Securities Transactions Data
16 Aug 2018
RDP
2018-09
While separate prudential data indicate a larger repo market than the algorithm data, likely reflecting repos transacted through foreign (i.e. ... non-Austraclear) infrastructure, the two datasets have a robust positive relationship. The algorithm data,
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
The total value of RBA repos is large relative to the size of Australian interbank markets, typically representing more than half of the total repo value outstanding. ... RBA repos tend to have maturities ranging between one and several weeks, whereas
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
conducted using repos. ... Repos are an integral part of these operations. The eligible private sector counterparties in these auctions have a variety of reasons for participating.
https://www.rba.gov.au/publications/rdp/2024/2024-03.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Spread to overnight indexed swaps, one-year rolling averages. Sources: Authors' calculations; Bloomberg; RBA. ... RBA. Japanese yen swap. Implied return rate from. hedged 3-month swap of.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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Data Description
21 Jun 2023
RDP
2023-05
Securities include reverse repos and cash collateral, trading securities, all in-the-money trading derivatives and derivatives recognised for hedging (less the value of netting arrangements), available for sale securities, held
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
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The Impact on Financial Markets
1 Jul 1997
RDP
9703
Significant changes included: the start of dealing in repurchase agreements (repos) with the authorised dealers; allowing authorised dealers to deal in repos with others in the market; increasing the flexibility of ... the terms on which the Bank deals
https://www.rba.gov.au/publications/rdp/1997/9703/impact-financial-markets.html
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Methodology
31 Dec 2012
RDP
2012-05
For simplicity, we allow unlimited liquidity for the RBA, CLS Bank and the settlement accounts of the equity and futures clearing and settlement systems. ... Excluding the RBA, CLS Bank and the settlement accounts for the equity and futures markets.
https://www.rba.gov.au/publications/rdp/2012/2012-05/methodology.html
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Appendix B: Time Line of Chinese Financial Reforms
31 Dec 2014
RDP
2014-10
Interbank markets for bonds and repos are formally established, with floating interest rates for government bonds and bonds issued by ‘policy’ banks (China Development Bank, Export-Import Bank of China and
https://www.rba.gov.au/publications/rdp/2014/2014-10/appendix-b.html
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Weighing the Benefits and Costs of Tiering
31 Dec 2012
RDP
2012-06
The range of collateral accepted by the RBA for intraday repos is significantly broader than that used in secured market trades. ... Moreover, Commonwealth Government securities (CGS) are the most commonly used collateral in intraday repos, and many
https://www.rba.gov.au/publications/rdp/2012/2012-06/weighing-benefits-cost-tiering.html
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