Search: RBA Repos

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RBA Glossary definition for RBA Repos

RBA Repos – An intra-day repurchase agreement between an Exchange settlement account (ESA) holder and the Reserve Bank of Australia that is undertaken unilaterally by the ESA holder through the Austraclear System.

RBA Glossary definition for RBA

RBA – Reserve Bank of Australia. Australia's central bank, the body corporate successor to the Commonwealth Bank established in 1912; created under its new name by the Reserve Bank Act 1959.

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Glossary

2 May 2023
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

Risk Management

27 Oct 2022 RBA Annual Report – October 2022
Nonetheless, repos remain high by historical standards due to outstanding repos under the Term Funding Facility (TFF). ... The Reserve Bank holds a portion of its foreign currency portfolio in short-term repos.
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html

Submissions on Central Clearing of Repos in Australia

9 Mar 2023
Submissions on Central Clearing of Repos in Australia. In response to a Financial Stability Board recommendation, the Reserve Bank issued a Consultation Paper to support its evaluation of the costs and ... benefits of central clearing of repos in
https://www.rba.gov.au/payments-and-infrastructure/submissions/central-clearing-of-repos-in-australia/

Central Clearing of Repos in Australia: A Consultation Paper – March 2015 | Consultations

6 Mar 2015 Consultations
Consultations Central Clearing of Repos in Australia: A Consultation Paper March 2015.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
See RBA (2022),See RBA, Statistical Table A5: Daily Foreign Exchange Market Intervention Transactions. ... See RBA (2021), Statement of Commitment to the FX Global Code, 8 December.
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
Central Clearing of Repos in Australia: A Consultation Paper
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia.html

The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
The total value of RBA repos is large relative to the size of Australian interbank markets, typically representing more than half of the total repo value outstanding. ... RBA repos tend to have maturities ranging between one and several weeks, whereas
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Identifying Repo Market Microstructure from Securities Transactions Data

16 Aug 2018 RDP 2018-09
Nicholas Garvin
While separate prudential data indicate a larger repo market than the algorithm data, likely reflecting repos transacted through foreign (i.e. ... non-Austraclear) infrastructure, the two datasets have a robust positive relationship. The algorithm data,
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
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Central Clearing of Repos in Australia: Conclusions – October 2015 | Consultations

6 Mar 2015 Consultations
Central Clearing of Repos in Australia: Conclusions October 2015. Download the complete Document 306.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/

The Reserve Bank's Collateral Framework

7 Dec 2017 Bulletin – December 2017
Yasaman Naghiloo and David Olivan
The Reserve Bank, like other central banks, holds collateral to reduce the risk of financial loss in its domestic market operations. The Reserve Bank's collateral framework sets out how the diverse portfolio of collateral assets is managed and
https://www.rba.gov.au/publications/bulletin/2017/dec/2.html