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 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
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. 1.97. MB. 1. Introduction. The failure of systemically important banks can have
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
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The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
Research Discussion Paper – RDP 2022-02 The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases. Richard Finlay, Dmitry Titkov and Michelle Xiang. May 2022. 1.89. MB. 1. Introduction. This paper focuses on three
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
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
Research Discussion Papers 2021–2024
23 Dec 2021
RDP
Research Discussion Papers 2021–2024. 2024. RDP 2024-03 Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020.
https://www.rba.gov.au/publications/rdp/2021-2030.html
The Repo and Unsecured Markets' Reactions to Stress
20 Jan 2021
RDP
2021-01
in contrast to the tightening observed in US repo markets against private collateral (Gorton and Metrick 2012). ... Louis; RBA. The heavy decline in AGS repo rates likely included special repos.
https://www.rba.gov.au/publications/rdp/2021/2021-01/the-repo-and-unsecured-markets-reactions-to-stress.html
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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
Non-technical summary for 'The Role of Collateral in Borrowing'
15 Jan 2021
RDP
PDF
417KB
RDP 2021-01 non-technical summary
https://www.rba.gov.au/publications/rdp/2021/2021-01/rdp-2021-01-non-technical-summary.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
high-quality collateral substitute from unsecured to repo borrowing. In the unsecured market,. ... over-the-counter (OTC) unsecured markets alongside centrally cleared repo markets, and without.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Monetary Policy Transmission
9 Dec 2019
RDP
2019-11
Quarterly changes, 2009:Q2–2018:Q4. Baseline. With benchmark rates. 7-day interbank repo rates. ... Figure 13: Impact of Repo Rate Shock. One standard deviation shock, cumulative impulse responses.
https://www.rba.gov.au/publications/rdp/2019/2019-11/monetary-policy-transmission.html
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