Search: repo
RBA Glossary definition for repo
repo – Repurchase agreement. The vehicle whereby most Reserve Bank of Australia (RBA) domestic market operations are conducted. Repurchase agreements (usually called 'repos') involve the sale or purchase of securities with an undertaking to reverse the transaction at an agreed date in the future and at an agreed price. Repos provide flexibility in that they allow the RBA to inject liquidity on one day and withdraw it on another with a single transaction.
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Identifying Repo Market Microstructure from Securities Transactions Data
16 Aug 2018
RDP
2018-09
Research Discussion Paper – RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data. ... banking, financial markets, interest rates, modelling, money. Interbank repo markets are arguably just as important as unsecured
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
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The Repo Market in Australia
10 Dec 2010
Bulletin
– December 2010
Bulletin – December 2010 The Repo Market in Australia. David Wakeling and Ian Wilson. ... Most repo transactions in the domestic market are collateralised with government-related securities.
https://www.rba.gov.au/publications/bulletin/2010/dec/4.html
The Chinese Interbank Repo Market
15 Jun 2017
Bulletin
– June 2017
The market for repurchase agreements (repos) is an important source of short-term funding for financial institutions operating in China. This article outlines the key features of Chinese repo markets, focusing on the interbank market, before
https://www.rba.gov.au/publications/bulletin/2017/jun/9.html
Abstract for The Repo Market in Australia
10 Dec 2010
Bulletin
– December 2010
Bulletin – December 2010 The Repo Market in Australia Abstract. David Wakeling and Ian Wilson. ... Although akin to secured financing, repo rates have recently tended to trade above those on unsecured borrowings.
https://www.rba.gov.au/publications/bulletin/2010/dec/bu-1210-4a.html
Developments in the Australian Repo Market
15 Sep 2016
Bulletin
– September 2016
The market for repurchase agreements (repos) – where cash is borrowed and lent using securities as collateral – plays an important role in the implementation of monetary policy and as a source of finance for the bond market. The Reserve Bank has
https://www.rba.gov.au/publications/bulletin/2016/sep/5.html
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
Identifying Repo Market Microstructure from Securities Transactions Data. Nicholas Garvin. Research Discussion Paper. ... detail as unsecured markets, because loan-level repo data have not been available.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Bulletin
18 Apr 2024
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/
The Repo and Unsecured Markets' Reactions to Stress
20 Jan 2021
RDP
2021-01
in contrast to the tightening observed in US repo markets against private collateral (Gorton and Metrick 2012). ... Louis; RBA. The heavy decline in AGS repo rates likely included special repos.
https://www.rba.gov.au/publications/rdp/2021/2021-01/the-repo-and-unsecured-markets-reactions-to-stress.html
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September | 2023
21 Sep 2023
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/sep/
Read me file for Identifying Repo Market Microstructure from Securities Transactions Data
14 Aug 2018
RDP
PDF
365KB
RDP 2018-09 supplementary information
https://www.rba.gov.au/publications/rdp/2018/2018-09/rdp-2018-09-read-me.pdf