Search: RBA Repos
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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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
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
Institutional Background and Data
20 Jan 2021
RDP
2021-01
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/institutional-background-and-data.html
The Repo and Unsecured Markets' Reactions to Stress
20 Jan 2021
RDP
2021-01
RBA repos are informative about interbank lending because banks sometimes fund their interbank lending by borrowing from the RBA. ... The dependent variable is, at the lender-day level, each lender's daily outstanding borrowing of RBA repos, in log AUD
https://www.rba.gov.au/publications/rdp/2021/2021-01/the-repo-and-unsecured-markets-reactions-to-stress.html
Read me
20 Jan 2021
RDP
2021-01
any loans involving accounts associated with RBA, ASX or International Central Securities Depositories. ... loan. Leave as a missing value if no repos were issued that day.
https://www.rba.gov.au/publications/rdp/2021/2021-01/read-me.html
Appendix B: Additional Regressions and Robustness Tests
20 Jan 2021
RDP
2021-01
On days with multiple repos in the same lbd unit, the dependent variable is a loan-size weighted average of the rates. ... Observations for which there are no loans outstanding are excluded. Columns (a) and (c) examine repos collateralised by AGS and
https://www.rba.gov.au/publications/rdp/2021/2021-01/appendix-b.html
Introduction
20 Jan 2021
RDP
2021-01
There exist supervisory data on the positions that each borrower had with each lender each day in both the repo and unsecured markets, including the collateral type for repos, and how
https://www.rba.gov.au/publications/rdp/2021/2021-01/introduction.html