Search: GMRA
RBA Glossary definition for GMRA
GMRA – Global Master Repurchase Agreement - a model legal agreement designed for parties transacting repos and is published by the International Capital Market Association (ICMA), which is the body representing the bond and repo markets in Europe. The GMRA is the principal master agreement for cross-border repos globally, as well as for many domestic repo markets.
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
Research Discussion Paper – RDP 2021-01 The Role of Collateral in Borrowing. Nicholas Garvin, David W Hughes and José-Luis Peydró. January 2021. 1.74. MB. 1. Introduction. Throughout history financial crises have been accompanied by credit
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
The Role of Collateral in Borrowing. Nicholas Garvin, David W Hughes and José-Luis Peydró. Research Discussion Paper. R D P 2021- 01. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Payments System Board Annual Report 2017
10 Feb 2020
PSB Annual Report
2017
PDF
3337KB
https://www.rba.gov.au/publications/annual-reports/psb/2017/pdf/2017-psb-annual-report.pdf
Oversight, Supervision and Regulation of Financial Market Infrastructures
14 Sep 2017
PSB Annual Report
– 2017
The new regulations also provided an opportunity to move to the 2011 Global Master Repurchase Agreement (GMRA), which (amongst other things) improves upon the 2000 GMRA processes for dealing with a
https://www.rba.gov.au/publications/annual-reports/psb/2017/oversight-supervision-and-regulation-of-financial-market-infrastructures.html
Payments System Board Annual Report 2017 - Oversight, Supervision and Regulation of Financial Market Infrastructures
12 Sep 2017
PSB Annual Report
2017
PDF
859KB
https://www.rba.gov.au/publications/annual-reports/psb/2017/pdf/oversight-supervision-and-regulation-of-financial-market-infrastructures.pdf
Central Clearing of Repos in Australia: Conclusions
28 Oct 2015
Consultations
PDF
306KB
In the current market, counterparty credit risk is managed under industry-standard documentation, the Global Master Repurchase Agreements (GMRAs). ... The Bank requires that all eligible counterparties be members of RITS and as part of their membership
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/pdf/central-clearing-of-repos-in-australia-conclusions-2015-10.pdf
Central Clearing of Repos in Australia: A Consultation Paper
25 May 2015
Consultations
PDF
389KB
The GMRA governs the transaction, establishing the rights and obligations of the contracting parties. ... The GMRA provides for close-out netting in the event one of the counterparties defaults.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/pdf/201503-central-clearing-of-repos-in-australia.pdf
The Australian Repo Market | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
The GMRA governs the transaction, establishing the rights and obligations of the contracting parties. ... The GMRA provides for close-out netting in the event one of the counterparties defaults.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/australian-repo-market.html
Abbreviations | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
GMRA. Global Master Repurchase Agreement. IM. initial margin. IOSCO. International Organization of Securities Commissions.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/abbreviations.html
Bulletin December Quarter 2010
15 Dec 2010
Bulletin
PDF
2029KB
Bulletin DECEMBER quaRtER 2010. Contents. articles. Trends in Farm Sector Output and Exports 1. Developments in Utilities Prices 9. China’s Steel Industry 19. The Repo Market in Australia 27. Domestic Market Operations and Liquidity Forecasting
https://www.rba.gov.au/publications/bulletin/2010/dec/pdf/bu-1210.pdf