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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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The Cash Market in Australia
31 Jan 2006
RDP
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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
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
OPEN MARKET OPERATIONS IN AUSTRALIA: A U.S. PERSPECTIVE Michael ...
17 Oct 2014
RDP
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817KB
actively uses open market operations. These Operations consist of outright. purchases and sales and repurchases and reverse repurchase agreements and are. ... purchase securities from non-banks (or banks) either outright or under. repurchase agreements.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8702.pdf
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
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
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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
13 Sep 2023
RDP
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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
Read me file for Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
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388KB
RDP 2019-09 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-09/rdp-2019-09-read-me.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
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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
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
The Impact of Payment System Design on Tiering Incentives
28 Jan 2015
RDP
PDF
862KB
In RITS, intraday liquidity is provided through interest-free repurchase agreements (‘repos’) with the Reserve Bank of Australia (RBA), but participants incur an opportunity cost as collateral posted to access this ... 2 A repo is an agreement
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-06.pdf