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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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China’s Evolving Monetary Policy Framework in International Context

4 Dec 2019 RDP PDF 1923KB
Inflation. Operational target(s) Monetary base. 7-day interbank repo rate. Overnight cash rate target. ... Reserves/asset purchases. Primary instrument(s) PBC repo rate in corridor system. Open market operations.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf

Online Appendices: China’s Evolving Monetary Policy Framework in International Context

4 Dec 2019 RDP PDF 1223KB
RDP 2019-11 online appendices
https://www.rba.gov.au/publications/rdp/2019/2019-11/rdp-2019-11-online-appendices.pdf

Emergency Liquidity Injections

10 Oct 2019 RDP 2019-10
Nicholas Garvin
This paper compares the effectiveness of different forms of emergency liquidity injections, including secured lending (repo), unsecured lending and securities purchases. ... ex post. outcomes. The model demonstrates that lending to banks via repo can
https://www.rba.gov.au/publications/rdp/2019/2019-10.html
See 6 more results from "RDP 2019-10"

Non-technical summary for 'Emergency Liquidity Injections'

8 Oct 2019 RDP PDF 459KB
RDP 2019-10 non-technical summary
https://www.rba.gov.au/publications/rdp/2019/2019-10/rdp-2019-10-non-technical-summary.pdf

Emergency Liquidity Injections

3 Oct 2019 RDP PDF 2093KB
The. model demonstrates that lending to banks via repo can curb fire selling of relatively illiquid securities. ... repo) via. central banks’ market operations and with government guarantees on banks’ unsecured debt.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf

Sensitivity Analysis

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
Borrowing under repo to lend into the repo market is a zero-sum game. ... Alternatively, Bank A can collateralise its investment by lending to Bank B under repo.
https://www.rba.gov.au/publications/rdp/2019/2019-09/sensitivity-analysis.html
See 7 more results from "RDP 2019-09"

Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 1464KB
economic incentive to arbitrage between the two markets. Similarly, borrowing in the repo market. ... converge to the difference between the cost of equity and the repo rate.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf

Read me file for Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 388KB
RDP 2019-09 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-09/rdp-2019-09-read-me.pdf

Identifying Repo Market Microstructure from Securities Transactions Data

6 Sep 2018 RDP 2018-09
Nicholas Garvin
Research Discussion Paper – RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data.
https://www.rba.gov.au/publications/rdp/2018/2018-09/sections.html
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Read me file for Identifying Repo Market Microstructure from Securities Transactions Data

14 Aug 2018 RDP PDF 365KB
RDP 2018-09 supplementary information
https://www.rba.gov.au/publications/rdp/2018/2018-09/rdp-2018-09-read-me.pdf