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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.

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Identifying Repo Market Microstructure from Securities Transactions Data

16 Aug 2018 RDP 2018-09
Nicholas Garvin
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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Recommendation regarding Reserve Bank repos | Report to the Inquiry into Competition in the Banking and Non-Banking Sectors – May 2009 |…

7 May 2009 Submissions
The Committee further noted:. The RBA repurchase agreements are an effective tool for adding short term liquidity to the market. ... The committee believes that while there is merit in the proposal to make repos a long term funding option, further study
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-report-2009-05/recommendation-regarding-reserve-bank-repos.html

The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
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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The Provision of Systemic Liquidity Services by the Public Sector

27 Oct 2008 RDP 2008-06
Jonathan Kearns and Philip Lowe
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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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
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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Introduction

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
Specifically, we estimate the profits major banks can earn on lending Australian dollar cash in the markets for repos, bank bills and foreign exchange swaps. ... The return enhancement offered by the persistently wide basis is regularly utilised by the
https://www.rba.gov.au/publications/rdp/2019/2019-09/introduction.html
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Data Description

21 Jun 2023 RDP 2023-05
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
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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Report to the Inquiry into Competition in the Banking and Non-Banking Sectors – May 2009 | Financial Sector | Submissions

7 May 2009 Submissions
Report to the Inquiry into Competition in the Banking and Non-Banking Sectors - 7 May 2009
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-report-2009-05/

Appendix B: Time Line of Chinese Financial Reforms

31 Dec 2014 RDP 2014-10
Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright
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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Australia's RTGS System

31 Dec 2012 RDP 2012-05
Ashwin Clarke and Jennifer Hancock
Liquidity in RITS is sourced from overnight balances held in participants' accounts at the Reserve Bank of Australia (RBA) and additional funds made available to participants by the RBA via ... In July 2009, the RBA added a ‘targeted’
https://www.rba.gov.au/publications/rdp/2012/2012-05/aus-system.html
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