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.
Search Results
Abstract for The Repo Market in Australia
10 Dec 2010
Bulletin
– December 2010
Repurchase agreements (repos) are a financing instrument widely used by holders of debt securities and play an important role in assisting the smooth functioning of debt markets. ... This article outlines the structure of the Australian repo market and
https://www.rba.gov.au/publications/bulletin/2010/dec/bu-1210-4a.html
The Stance of Monetary Policy in a World of Numerous Tools
20 Oct 2020
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the IFR Australia DCM Roundtable Webinar, Online
https://www.rba.gov.au/speeches/2020/sp-ag-2020-10-20.html
Developments in the Australian Repo Market
15 Sep 2016
Bulletin
– September 2016
The market for repurchase agreements (repos) – where cash is borrowed and lent using securities as collateral – plays an important role in the implementation of monetary policy and as a source of finance for the bond market. The Reserve Bank has
https://www.rba.gov.au/publications/bulletin/2016/sep/5.html
The Chinese Interbank Repo Market
15 Jun 2017
Bulletin
– June 2017
The market for repurchase agreements (repos) is an important source of short-term funding for financial institutions operating in China. This article outlines the key features of Chinese repo markets, focusing on the interbank market, before
https://www.rba.gov.au/publications/bulletin/2017/jun/9.html
Domestic Market Operations and Liquidity Forecasting
10 Dec 2010
Bulletin
– December 2010
Together, exogenous liquidity flows and unwinding repos comprise the system cash position (Graph 3). ... Graph 4. In turn, the second leg of repos tends to withdraw liquidity.
https://www.rba.gov.au/publications/bulletin/2010/dec/5.html
Domestic Market Operations and Liquidity Facilities
21 Sep 2020
Intraday, overnight and open repos (repos without a maturity date) are used for this purpose, and are available on pre specified terms to Eligible Counterparties that settle payments across their own ... Overnight repos have an interest charge set 25
https://www.rba.gov.au/mkt-operations/domestic-market-ops-and-standing-facilities.html
Risk Management
17 Oct 2019
RBA Annual Report
– 2019
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/2019/risk-management.html
Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008
14 Jul 2008
Conferences
The single-tranche term repos involved a very minor tweaking of conventional repo operations. ... 85. Single-tranche 28-day term repos. 80. TAF loans. 150. Currency swaps.
https://www.rba.gov.au/publications/confs/2008/hilton.html
Operations in Financial Markets
24 Oct 2016
RBA Annual Report
– 2016
94. 2013/14. 6. 226. 2014/15. 3. 142. 2015/16. 1. 115. (a) Includes overnight repos and ESA balance shortfalls relative to open RBA repo positions. ... Around 90 per cent of the outstanding amount of open repos is backed by these self-securitised assets
https://www.rba.gov.au/publications/annual-reports/rba/2016/operations-in-financial-markets.html
Margin Ratios
18 Mar 2024
Any change in margin ratios will be applied to outstanding repos on the following business day (see Margin Maintenance and Substitutions on Repurchase Agreements). ... For repos contracted under the Reserve Bank's open market operations, the Reserve Bank
https://www.rba.gov.au/mkt-operations/resources/tech-notes/margin-ratios.html