Search: repurchase agreement

Sort by: Date Relevance
110 of 679 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

Read me file for Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

14 May 2024 RDP PDF 117KB
RDP 2024-03 supplementary information
https://www.rba.gov.au/publications/rdp/2024/2024-03/rdp-2024-03-read-me.pdf

Statistical Tables

10 May 2024 Statistics
Statistical Tables. This page lists statistical tables for a range of economic and financial data produced by the Reserve Bank of Australia and other organisations. These tables are subject to revisions and may be withdrawn or discontinued at any
https://www.rba.gov.au/statistics/tables/

Changes to Statistical Tables

10 May 2024 Statistics
A3. 7 February 2024. Table B3 - Repurchase Agreements and Stock Lending by Banks and Registered Financial Corporations. ... This change widens data coverage to include the total value of repurchase agreements outstanding by residual maturity and includes
https://www.rba.gov.au/statistics/tables/changes-to-tables.html

Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

9 May 2024 RDP PDF 4625KB
JEL Classification Numbers: E41, E42, E43, E52, E58. Keywords: monetary policy, repurchase agreement, liquidity management, open market operations, money market. ... Repurchase agreement (repos) – Involve the sale (repo) or purchase (reverse repo) of
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf

Non-technical summary for 'Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020'

9 May 2024 RDP PDF 132KB
RDP 2024-03 non-technical summary
https://www.rba.gov.au/publications/rdp/2024/2024-03/rdp-2024-03-non-technical-summary.pdf

Official Reserve Assets – April 2024

7 May 2024 Statistics
investments in the Bank's balance sheet, along with cash received under repurchase agreements, in accordance with standard accounting treatment. ... Foreign currency securities received under repurchase agreements are excluded from both the RBA's balance
https://www.rba.gov.au/statistics/frequency/reserve-assets.html

Macrofinancial Stress Testing on Australian Banks

13 Sep 2023 RDP PDF 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

Historical Data

13 Jun 2023 Statistics
This page provides links to historical data
https://www.rba.gov.au/statistics/historical-data.html

The Consequences of Low Interest Rates for the Australian Banking Sector

29 Dec 2022 Conferences PDF 1221KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil.pdf

The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
This was the case during the pre-COVID-19 period in Australia, when deposits held at the RBA were mostly funded by short-term repurchase agreements and foreign exchange swaps (Dowling
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
See 1 more results from "RDP 2022-08"