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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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Introduction
13 Dec 2022
RDP
2022-07
of around 25 basis points; an increase in the amount and term of repo operations; and the TFF.
https://www.rba.gov.au/publications/rdp/2022/2022-07/introduction.html
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Research Discussion Papers – 2024
1 Jan 2024
RDP
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/2024/
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
Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008
14 Jul 2008
Conferences
These institutions are active dealers in the government securities market, and they routinely finance large inventories of government securities through repo agreements in the market each day. ... The single-tranche term repos involved a very minor
https://www.rba.gov.au/publications/confs/2008/hilton.html
Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
Capital and the repo market. Since many CDOs were held ‘off-balance’ sheet, they required little or no capital. ... These high credit ratings allowed the underlying assets to be used in the repo market as a source of funding.
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html
The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
Since bond dealers finance themselves in the repo markets, they abruptly withdrew from making markets in the broader fixed-income markets. ... as collateral, to guard against the runs we have recently seen on most other forms of repo collateral.
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html
Promoting Liquidity: Why and How? | Conference – 2008
14 Jul 2008
Conferences
This has substantially increased the stock of securities that the RBA will accept under repo in its market operations. ... the fact that in the normal course of operations, banks are not able to sell their own or related securities to the RBA under repo.
https://www.rba.gov.au/publications/confs/2008/kearns-lowe.html
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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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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Research Discussion Papers 2011–2020
31 Dec 2011
RDP
Geoff Weir. RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data.
https://www.rba.gov.au/publications/rdp/2011-2020.html