Search: repurchase agreement

Sort by: Date Relevance
12 of 2 collapsed search results for 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.

Search Results

Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
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

Contagion Modelling and Feedback Loops

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Most notably, they are able to borrow under repurchase agreements with the RBA or with private investors (to the extent that private repo markets remain open). ... Another is that history shows private repurchase markets may lack the depth required to
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html