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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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
The Provision of Systemic Liquidity Services by the Public Sector
27 Oct 2008
RDP
2008-06
At the same time, the RBA increased its holdings of bank-issued paper held under repo. ... exposure to a troubled institution, even by way of a well-secured repo.
https://www.rba.gov.au/publications/rdp/2008/2008-06/pro-systemic.html
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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 Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
RBA Annual Conference – 2011 The Australian Financial System in the 2000s: Dodging the Bullet Kevin Davis. The global financial crisis (GFC) occupied only a quarter of the decade of the 2000s but, because of its severity and implications for
https://www.rba.gov.au/publications/confs/2011/davis.html
Discussion of Central Bank Liquidity Provision and Core Funding Markets
19 Dec 2013
Conferences
PDF
85KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/johnson-santor-disc.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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Liquidity and Funding Markets
6 Jan 2014
Conferences
PDF
4842KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/conf-vol-2013.pdf
Appendix B: Time Line of Chinese Financial Reforms
31 Dec 2014
RDP
2014-10
Bond repurchase (repo) facilities are introduced on a number of securities trading platforms. ... Interbank repo rates are deregulated. 1998. The ceiling for lending rates is set at 1.1 times benchmark rates.
https://www.rba.gov.au/publications/rdp/2014/2014-10/appendix-b.html
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References
14 Feb 2018
RDP
2018-01
Garvin N, D Hughes and J-L Peydró (forthcoming), ‘Interbank Repo and Unsecured Markets during the Crisis’, RBA Research Discussion Paper.
https://www.rba.gov.au/publications/rdp/2018/2018-01/references.html
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Fiscal, Monetary and Macroprudential Regimes: Incentives-Values Compatibility in Constitutional Democracies
28 Dec 2022
Conferences
PDF
375KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-tucker.pdf