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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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

Institutional Background and Data

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/institutional-background-and-data.html

The Repo and Unsecured Markets' Reactions to Stress

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
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
Nicholas Garvin, David W Hughes and José-Luis Peydró
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
Nicholas Garvin, David W Hughes and José-Luis Peydró
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
Nicholas Garvin, David W Hughes and José-Luis Peydró
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