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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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China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
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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
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
agreements (repos), bank bills and foreign exchange swaps. If markets are efficient and the risk. ... F5 ‘Lending Rates’. Repurchase agreement Repo rate (1 month bucket). from open market operations.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Introduction
15 Aug 2018
RDP
2018-09
Footnotes. ‘Repo’ is short for ‘repurchase agreement’. A repo is similar to a securities sale paired with a subsequent repurchase.
https://www.rba.gov.au/publications/rdp/2018/2018-09/introduction.html
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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
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2622KB
monitoring firm-level and systemic risk in these markets. (p 132)3. 1 ‘Repo’ is short for ‘repurchase agreement’. ... A repo is similar to a securities sale paired with a subsequent repurchase.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
FINANCIAL INNOVATIONS AND MONETARY POLICY1 A PRELIMINARY SURVEY* Carolyn ...
23 Feb 2017
RDP
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542KB
reported to the Fed. These innovations, including repurchase. agreements and sweep accounts, created elbow-room for financial. ... New types of transactions media - for example, repurchase. agreements (RPs), overnight Eurodollar deposits, sweep accounts.
https://www.rba.gov.au/publications/rdp/1983/pdf/rdp8301.pdf
The Australian Payments System and IBOC Market
15 Dec 2016
RDP
2016-11
The RBA offers banks interest-free intraday liquidity via repurchase agreements. This provides an incentive for banks to conduct their IBOC activity towards the end of the trading day, when uncertainty
https://www.rba.gov.au/publications/rdp/2016/2016-11/australian-payments-system-and-iboc-market.html
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Identifying Interbank Loans from Payments Data
6 Dec 2016
RDP
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3267KB
paper; see Fraser and Gatty (2014) for more information. 4. The RBA offers banks interest-free intraday liquidity via repurchase agreements. ... settled in RITS; Section 5.3). Knowing agreement times is important for operational decisions.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-11.pdf
Financial Reform in Australia and China
4 Feb 2015
RDP
PDF
1153KB
Research Discussion Paper. Financial Reform in Australia and China. Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright. RDP 2014-10. The Discussion Paper series is intended to make the results of the current economic research
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf