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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Aspects of Reserve Bank Operations | Continuous Linked Settlement: RITS Session Times and Operational Arrangements – July 2015

9 Mar 2023
Normal arrangements (i.e. request for an intraday RBA Repo to be extended overnight and penalty interest) will apply for intraday RBA Repos taken out by these banks that are not ... It is expected that non-Evening Agreed banks will generally reverse
https://www.rba.gov.au/payments-and-infrastructure/rits/information-papers/cls-rits-session-times-and-operational-arrangements/aspects-of-reserve-bank-operations.html

Consultations

4 Apr 2024 Consultations
Index of Consultations
https://www.rba.gov.au/publications/consultations/

Floating Rate Repos for Open Market Operations

3 Feb 2023
For all OMO repos, the RBA will cease using the auto-unwind facility in Austraclear. ... substitution. In future, substitutions under certain repos with the RBA – including OMO repos, RBA securities lending repos and AOFM securities lending repos –
https://www.rba.gov.au/mkt-operations/resources/tech-notes/floating-rate-repos-for-open-market-operations.html

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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Risk Management

21 Oct 2021 RBA Annual Report – 2021
The Reserve Bank holds a portion of its foreign currency portfolio in short-term repos. ... This exposes the Bank to the small amount of residual credit risk that is inherent in repos, as noted above.
https://www.rba.gov.au/publications/annual-reports/rba/2021/risk-management.html

Eligible Securities | Criteria for Domestic Market Operations

18 Mar 2024
Information on the criteria established by the Reserve Bank to determine whether securities are eligible for use in the Reserve Bank's domestic market operations.
https://www.rba.gov.au/mkt-operations/resources/tech-notes/eligible-securities.html

Identifying Repo Market Microstructure from Securities Transactions Data

13 Aug 2018 RDP PDF 2622KB
positive relationship. The algorithm data, capturing non-RBA repos of up to 14-days maturity from several 2-month data. ... of the Australian repo market (excluding repos with the RBA). Securities transactions data are.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf

Supporting the Economy and Financial System in Response to COVID-19

9 Mar 2023
The Term Funding Facility, RBA. Bulletin. , December 2020. AOFM's Structured Finance Support Fund. ... The US dollars were made available to financial institutions operating in Australia via repos with the Reserve Bank.
https://www.rba.gov.au/covid-19/

Operations in Financial Markets

12 Apr 2020 RBA Annual Report – 2020
and their desire to smooth their maturities in 2023 (when the three-year TFF repos expire). ... Debt instruments issued by quasi-sovereign entities can also be accepted as collateral under reverse repos.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.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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