Search: repo
RBA Glossary definition for repo
repo – Repurchase agreement. The vehicle whereby most Reserve Bank of Australia (RBA) domestic market operations are conducted. Repurchase agreements (usually called 'repos') involve the sale or purchase of securities with an undertaking to reverse the transaction at an agreed date in the future and at an agreed price. Repos provide flexibility in that they allow the RBA to inject liquidity on one day and withdraw it on another with a single transaction.
Search Results
Developments in the Financial System Architecture
10 Mar 2015
FSR
– March 2015
might affect the functioning of the Australian repo market and the management of risk. ... Footnote. A haircut is a percentage discount deducted from the market value of the security that is being offered as collateral in a repo or similar SFT.
https://www.rba.gov.au/publications/fsr/2015/mar/dev-fin-sys-arch.html
Financial Stability Review
15 Nov 2023
FSR
- October 2023
PDF
4631KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/financial-stability-review-2023-10.pdf
The Australian Financial System
26 Mar 2014
FSR
March 2014
PDF
724KB
https://www.rba.gov.au/publications/fsr/2014/mar/pdf/aus-fin-sys.pdf
The Australian Financial System
10 Sep 2008
FSR
– September 2008
In such circumstances, the RBA would be prepared to conduct repurchase agreements in RMBS backed by mortgages originated by the institution undertaking the repo (so-called ‘self securitisations’). ... A little over $80 billion of this increase
https://www.rba.gov.au/publications/fsr/2008/sep/aus-fin-sys.html
The Future System for Monetary Policy Implementation - Consultation Paper - April 2024
15 Apr 2024
Consultations
PDF
720KB
For. definitions of key terminology including repurchase agreement (repo), please refer to the RBA Glossary. ... Also consider the potential interactions between settings for the various aspects of OMO repo.
https://www.rba.gov.au/publications/consultations/202404-future-system-for-monetary-policy-implementation-in-australia/pdf/202404-the-future-system-for-monetary-policy-implementation-in-australia.pdf
1. The Global and Macro-financial Environment
9 Oct 2023
FSR
- October 2023
PDF
917KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/01-global-financial-environment.pdf
Developments in the Financial System Architecture
20 Apr 2016
FSR
– April 2016
items such as outstanding loan and collateral values by maturity, currency, counterparty type and jurisdiction, repo rate and haircut. ... The Bank concluded that it does not believe there is a financial stability case to actively promote the
https://www.rba.gov.au/publications/fsr/2016/apr/dev-fin-sys-arch.html
The Australian Financial System
10 Feb 2020
FSR
October 2017
PDF
926KB
https://www.rba.gov.au/publications/fsr/2017/oct/pdf/aus-fin-sys.pdf
Box D: A Closer Look at the Shadow Banking System in Australia
27 Mar 2012
FSR
– March 2012
PDF
147KB
https://www.rba.gov.au/publications/fsr/2012/mar/pdf/box-d.pdf
The Australian Financial System
10 Feb 2020
FSR
- April 2017
PDF
1611KB
https://www.rba.gov.au/publications/fsr/2017/apr/pdf/aus-fin-sys.pdf