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.
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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
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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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
positive relationship. The algorithm data, capturing non-RBA repos of up to 14-days maturity from several 2-month data. ... of the Australian repo market (excluding repos with the RBA). Securities transactions data are.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
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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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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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
segmentation between RBA repos and interbank repos. RBA repos tend to have maturities ranging. ... The expansion of ESA balances was driven by RBA repos against lower-quality securities, as banks.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Promoting Liquidity: Why and How?
2 Dec 2009
RDP
PDF
484KB
Authors: kearnsj or lowep at domain rba.gov.au. Economic Publications: ecpubs@rba.gov.au. i. ... Sources: Bloomberg; RBA. l l l0.2. 0.3. 0.4. 0.5. 0.2. 0.3.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf
Read me file for The Role of Collateral in Borrowing
17 Jan 2021
RDP
PDF
467KB
RDP 2021-01 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-01/rdp-2021-01-read-me.pdf
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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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
Decomposition by weighted cost of debt and equity. Sources: APRA; 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/pdf/rdp2019-09.pdf