Search: repurchase agreement
RBA Glossary definition for repurchase agreement
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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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
List of Tables
9 Aug 2023
RBA Annual Report
– 2022
List of Tables | Reserve Bank of Australia Annual Report – 2022
https://www.rba.gov.au/publications/annual-reports/rba/2022/list-of-tables.html
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
held at the RBA were mostly funded by short-term repurchase agreements and foreign exchange.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Reserve Bank of Australia Annual Report 2018
10 Feb 2020
RBA Annual Report
2018
PDF
8962KB
https://www.rba.gov.au/publications/annual-reports/rba/2018/pdf/2018-report.pdf
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
Research Discussion Paper – RDP 2021-01 The Role of Collateral in Borrowing. Nicholas Garvin, David W Hughes and José-Luis Peydró. January 2021. 1.74. MB. 1. Introduction. Throughout history financial crises have been accompanied by credit
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Reserve Bank of Australia Annual Report 2018 - Financial Statements
19 Sep 2018
RBA Annual Report
2018
PDF
769KB
https://www.rba.gov.au/publications/annual-reports/rba/2018/pdf/financial-statements.pdf
5.5 Abbreviations
19 Oct 2023
RBA Annual Report
– 2023
RDP. Research Discussion Paper. repo. repurchase agreement. RITS. Reserve Bank Information and Transfer System.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.html
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
This was the case during the pre-COVID-19 period in Australia, when deposits held at the RBA were mostly funded by short-term repurchase agreements and foreign exchange swaps (Dowling
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Operations in Financial Markets
25 Sep 2017
RBA Annual Report
– 2017
To offset the withdrawal of liquidity from the financial system arising from these transactions, the Reserve Bank increased its holdings of domestic securities held under reverse repurchase agreement (repo) and foreign ... 25.6. 32. 29.3. 32. 35.7. 35. (a
https://www.rba.gov.au/publications/annual-reports/rba/2017/operations-in-financial-markets.html
Risk Management
27 Oct 2022
RBA Annual Report
– October 2022
Domestic securities held outright increased by $84 billion to $337 billion, while those held on a temporary basis under repurchase agreements (repos) decreased by $24 billion to $197 billion. ... Repo transactions with the Bank are governed by a
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html