Search: RBA Repos
RBA Glossary definition for RBA Repos
RBA Repos – An intra-day repurchase agreement between an Exchange settlement account (ESA) holder and the Reserve Bank of Australia that is undertaken unilaterally by the ESA holder through the Austraclear System.
RBA Glossary definition for RBA
RBA – Reserve Bank of Australia. Australia's central bank, the body corporate successor to the Commonwealth Bank established in 1912; created under its new name by the Reserve Bank Act 1959.
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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
conducted using repos. ... Repos are an integral part of these operations. The eligible private sector counterparties in these auctions have a variety of reasons for participating.
https://www.rba.gov.au/publications/rdp/2024/2024-03.html
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Data Description
21 Jun 2023
RDP
2023-05
Securities include reverse repos and cash collateral, trading securities, all in-the-money trading derivatives and derivatives recognised for hedging (less the value of netting arrangements), available for sale securities, held
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
The total value of RBA repos is large relative to the size of Australian interbank markets, typically representing more than half of the total repo value outstanding. ... RBA repos tend to have maturities ranging between one and several weeks, whereas
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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The PBC's Objectives and Operational Framework
9 Dec 2019
RDP
2019-11
China's interbank repo market is comprised of pledged repos and title-transferred repos, both of which settle t 0 or t 1. ... In the case of the former, collateral bonds are not transferred to the lenders while they are for title-transferred repos.
https://www.rba.gov.au/publications/rdp/2019/2019-11/the-pbcs-objectives-and-operational-framework.html
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Introduction
13 Sep 2019
RDP
2019-09
Specifically, we estimate the profits major banks can earn on lending Australian dollar cash in the markets for repos, bank bills and foreign exchange swaps. ... The return enhancement offered by the persistently wide basis is regularly utilised by the
https://www.rba.gov.au/publications/rdp/2019/2019-09/introduction.html
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Identifying Repo Market Microstructure from Securities Transactions Data
16 Aug 2018
RDP
2018-09
While separate prudential data indicate a larger repo market than the algorithm data, likely reflecting repos transacted through foreign (i.e. ... non-Austraclear) infrastructure, the two datasets have a robust positive relationship. The algorithm data,
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
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Appendix B: Time Line of Chinese Financial Reforms
31 Dec 2014
RDP
2014-10
Interbank markets for bonds and repos are formally established, with floating interest rates for government bonds and bonds issued by ‘policy’ banks (China Development Bank, Export-Import Bank of China and
https://www.rba.gov.au/publications/rdp/2014/2014-10/appendix-b.html
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Discussion on Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
It may also encompass regulatory policy and infrastructure development; in the Canadian case, for example, the promotion of a central counterparty for repos. ... That is the case for Australia, but only superficially. While most of the Reserve Bank's
https://www.rba.gov.au/publications/confs/2013/johnson-santor-disc.html
The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
short-term securities financing transactions in our financial system, including repos, reverse repos, securities borrowing, and lending transactions’ (Tarullo 2012, 2013). ... 6.4 Qualified financial contracts. Qualified financial contracts (QFCs) take
https://www.rba.gov.au/publications/confs/2013/singh.html
Discussion on The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
RBA Annual Conference – 2013 Discussion. ... reverse repos or securities lending). the extent to which exchanging good collateral for excess reserves is central to achieve the intended real economy goals of QE.
https://www.rba.gov.au/publications/confs/2013/singh-disc.html