Search: repo
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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The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
400. 500. 600. $b. Open repo and other assets. OMO repo.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
The Impact of Payment System Design on Tiering Incentives
28 Jan 2015
RDP
PDF
862KB
2 A repo is an agreement between two parties under which one party sells a security to the. ... In the case of an interest-free intraday repo, the two transactions occur on the same day at the same price, providing the original seller with liquidity to
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-06.pdf
A Snapshot of Inflation Targeting in its Adolescence
27 Nov 2006
Conferences
PDF
283KB
RBA Conference Volume 2004
https://www.rba.gov.au/publications/confs/2004/pdf/kuttner.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
Promoting Liquidity: Why and How?
2 Dec 2009
RDP
PDF
484KB
Reserve Bank of Australia. Reserve Bank of AustraliaEconomic Research Department. 2008. -06. RESEARCHDISCUSSIONPAPER. Promoting Liquidity: Why and How? Jonathan Kearns andPhilip Lowe. RDP 2008-06. Promoting Liquidity: why and how? Jonathan Kearns
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf
Central Bank Liquidity Provision and Core Funding Markets
19 Dec 2013
Conferences
PDF
439KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/johnson-santor.pdf
Read me file for The Role of Collateral in Borrowing
17 Jan 2021
RDP
PDF
467KB
RDP 2021-01 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-01/rdp-2021-01-read-me.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
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1938KB
The Yield and Market Function Effects of the Reserve Bank of Australia’s. Bond Purchases. Richard Finlay, Dmitry Titkov and Michelle Xiang. Research Discussion Paper. R DP 2022- 02. Figures in this publication were generated using Mathematica.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013
19 Aug 2013
Conferences
This estimate comprises the weighted average repo funding cost of major money market dealers, including special purchase and resale agreements (SPRAs). ... It provides a somewhat broader measure than the Canadian Overnight Repo Rate Average (CORRA).
https://www.rba.gov.au/publications/confs/2013/bech-monnet.html
Appendix A: Data
31 Dec 2003
RDP
2003-05
LIBOR: LDNIB3M. LIBOR: L1–L8. Germany/ECB. Repo rate: ECB. (h). FIBOR:. (g). ... Euroyen: ECJAP3M. –. Sweden. Repo rate: Sveriges Riksbank. StIBOR: SIBOR1M. StIBOR: SIBOR3M and STIB3M <index>.
https://www.rba.gov.au/publications/rdp/2003/2003-05/appendix-a.html