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RBA Glossary definition for repurchase agreement
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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Identifying Interbank Loans from Payments Data
6 Dec 2016
RDP
PDF
3267KB
paper; see Fraser and Gatty (2014) for more information. 4. The RBA offers banks interest-free intraday liquidity via repurchase agreements. ... settled in RITS; Section 5.3). Knowing agreement times is important for operational decisions.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-11.pdf
Financial Reform in Australia and China
4 Feb 2015
RDP
PDF
1153KB
Research Discussion Paper. Financial Reform in Australia and China. Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright. RDP 2014-10. The Discussion Paper series is intended to make the results of the current economic research
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf
A History of Australian Corporate Bonds
29 Jan 2015
RDP
PDF
606KB
1 6 Notes: (a) Largely life insurance offices, superannuation funds, public unit trusts and cash management trusts (b) Bonds held under repurchase agreement (repo) by the RBA for open market operations,
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
The Impact of Payment System Design on Tiering Incentives
28 Jan 2015
RDP
PDF
862KB
In RITS, intraday liquidity is provided through interest-free repurchase agreements (‘repos’) with the Reserve Bank of Australia (RBA), but participants incur an opportunity cost as collateral posted to access this ... 2 A repo is an agreement
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-06.pdf
Payment System Design and Participant Operational Disruptions
28 Jan 2015
RDP
PDF
578KB
free intraday repurchase agreements (repos).
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-05.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. ... Footnote. Participating banks are banks with an agreement with the Bank of China (Hong Kong) (BOCHK) such that they have direct access to the offshore
https://www.rba.gov.au/publications/rdp/2014/2014-10/appendix-b.html
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Take the Short Route
23 Dec 2014
Research Workshop
PDF
522KB
How to repay and restructure sovereign debt with multiple maturities
https://www.rba.gov.au/publications/workshops/research/2014/pdf/maturity_draft_v8_0.pdf
OPEN MARKET OPERATIONS IN AUSTRALIA: A U.S. PERSPECTIVE Michael ...
17 Oct 2014
RDP
PDF
817KB
actively uses open market operations. These Operations consist of outright. purchases and sales and repurchases and reverse repurchase agreements and are. ... purchase securities from non-banks (or banks) either outright or under. repurchase agreements.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8702.pdf
The Economics of Shadow Banking
6 Jan 2014
Conferences
PDF
316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf
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