Search: repurchase agreement

Sort by: Date Relevance
3140 of 229 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

Promoting Liquidity: Why and How?

2 Dec 2009 RDP PDF 484KB
6.1.2 The choice of assets eligible for a repurchase agreement 24.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf

The Implementation of Monetary Policy in Australia

1 Dec 2009 RDP PDF 190KB
They involve bothoutright trading and repurchase agreements, though the latter account for about90 per cent of transactions. ... 16 Significant changes included: the start of dealing in repurchase agreements (repos) with theauthorised dealers; allowing
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9703.pdf

The Link between the Cash Rate and Market Interest Rates

1 Dec 2009 RDP PDF 179KB
This. 4 See Rankin (1992) for a detailed description of the structure of the market for overnight funds.5 Securities are traded outright and through repurchase agreements.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9504.pdf

The Liberalisation and Integration of Domestic Financial Markets in Western Pacific Economies

1 Dec 2009 RDP PDF 253KB
The Indonesianmarket includes interbank loans, NCDs, CPs, repurchase agreements (RAs), SBIs (sertifikatbank Indonesia or Bank Indonesia certificates) and SBPUs (surat berharga pasar uang or moneymarket securities). ... The US market includes interbank
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9506.pdf

Some Structural Causes of Japan’s Banking Problems

1 Dec 2009 RDP PDF 296KB
Partial liberalisation of government bondtrading in 1977 had caused a marked increase in the size of the gensaki market forshort-term repurchase agreements in government bonds, and this produced asignificant change
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-03.pdf

Explaining Forward Discount Bias: Is it Anchoring?

30 Nov 2009 RDP PDF 119KB
EXPLAINING FORWARD DISCOUNT BIAS:IS IT ANCHORING? David W. R. Gruen and Marianne C. Gizycki. Research Discussion Paper9307. June 1993. Economic Research Department. Reserve Bank of Australia. We are grateful to seminar participants at the Reserve
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9307.pdf

The Provision of Systemic Liquidity Services by the Public Sector

27 Oct 2008 RDP 2008-06
Jonathan Kearns and Philip Lowe
RDP 2008-06: Promoting Liquidity: Why and How? 6. The Provision of Systemic Liquidity Services by the Public Sector. Jonathan Kearns and Philip Lowe. October 2008. Download the Paper 485. KB. To some extent, liquidity can be considered a public good.
https://www.rba.gov.au/publications/rdp/2008/2008-06/pro-systemic.html
See 1 more results from "RDP 2008-06"

The Cash Market in Australia

31 Jan 2006 RDP PDF 245KB
6 Banks do not lend non-ES funds to dealers directly, but can sell or buy securities with them for non-ES payment, including under repurchase agreements. ... Udt = net repurchases of CGS by the Reserve Bank as a result of past sales under repurchase
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9214.pdf

The Post-war Period

31 Dec 2001 RDP 2001-07
Bryan Fitz-Gibbon and Marianne Gizycki
In May 1989 this line of credit was changed to an end-of-day repurchase facility. ... This repurchase facility was withdrawn in August 1996 as part of broader changes to the Reserve Bank's domestic market operations.
https://www.rba.gov.au/publications/rdp/2001/2001-07/post-war-period.html
See 2 more results from "RDP 2001-07"

Historical Background

1 May 2000 RDP 2000-03
Luke Gower
Partial liberalisation of government bond trading in 1977 had caused a marked increase in the size of the gensaki market for short-term repurchase agreements in government bonds, and this produced
https://www.rba.gov.au/publications/rdp/2000/2000-03/historical-background.html