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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
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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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
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. 1.97. MB. 1. Introduction. The failure of systemically important banks can have
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
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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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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
The Role of Collateral in Borrowing. Nicholas Garvin, David W Hughes and José-Luis Peydró. Research Discussion Paper. R D P 2021- 01. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
The PBC's Objectives and Operational Framework
9 Dec 2019
RDP
2019-11
PBC repo and reverse repo agreements have emerged as the primary instrument in the PBC's OMO activity, replacing outright purchases and sales of government securities (which were dominant in the ... In the interbank repo market, central government and
https://www.rba.gov.au/publications/rdp/2019/2019-11/the-pbcs-objectives-and-operational-framework.html
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China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
Note: (a) Secondary legislation reflects a formal agreement between the Minister of Finance and the RBNZ Governor.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf
Appendix A: Data Summary
13 Sep 2019
RDP
2019-09
RBA statistical table F5 ‘Lending Rates’. Repurchase agreement. Repo rate (1 month bucket) from open market operations.
https://www.rba.gov.au/publications/rdp/2019/2019-09/appendix-a.html
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Read me file for Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
388KB
RDP 2019-09 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-09/rdp-2019-09-read-me.pdf