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RBA Glossary definition for repo

repo – 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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Research Discussion Papers – 2018

13 Feb 2018 RDP
Geoff Weir. RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data.
https://www.rba.gov.au/publications/rdp/2018/

Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013

19 Aug 2013 Conferences
Grahame Johnson and Eric Santor
Capital and the repo market. Since many CDOs were held ‘off-balance’ sheet, they required little or no capital. ... These high credit ratings allowed the underlying assets to be used in the repo market as a source of funding.
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html

Discussion of The Economics of Shadow Banking

19 Dec 2013 Conferences PDF 91KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh-disc.pdf

Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008

14 Jul 2008 Conferences
Spence Hilton
These institutions are active dealers in the government securities market, and they routinely finance large inventories of government securities through repo agreements in the market each day. ... The single-tranche term repos involved a very minor
https://www.rba.gov.au/publications/confs/2008/hilton.html

Discussion on The Economics of Shadow Banking | Conference – 2013

19 Aug 2013 Conferences
The paper draws out the significant role played by central banks in the collateral market by focusing on the example of the United States, where collateralised lending through repo markets is ... For instance, is tri-party repo less desirable than
https://www.rba.gov.au/publications/confs/2013/singh-disc.html

Promoting Liquidity: Why and How? | Conference – 2008

14 Jul 2008 Conferences
Jonathan Kearns and Philip Lowe
This has substantially increased the stock of securities that the RBA will accept under repo in its market operations. ... the fact that in the normal course of operations, banks are not able to sell their own or related securities to the RBA under repo.
https://www.rba.gov.au/publications/confs/2008/kearns-lowe.html

The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008

20 Aug 2007 Conferences
Ben Cohen and Eli Remolona
Since bond dealers finance themselves in the repo markets, they abruptly withdrew from making markets in the broader fixed-income markets. ... as collateral, to guard against the runs we have recently seen on most other forms of repo collateral.
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html

Policy Panel

19 Dec 2013 Conferences PDF 209KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/policy-panel-2013.pdf

The Term Funding Facility: Has It Encouraged Business Lending?

8 Dec 2022 RDP PDF 2133KB
3 In contrast to repo funding available through the RBA in open market operations, banks could post self-securitisation. ... collateral policy for repo funding through open market operations. Some central banks expanded.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf

Introduction

13 Dec 2022 RDP 2022-07
Sharon Lai, Kevin Lane and Laura Nunn
of around 25 basis points; an increase in the amount and term of repo operations; and the TFF.
https://www.rba.gov.au/publications/rdp/2022/2022-07/introduction.html
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