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.
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Domestic Financial Markets
10 Aug 2017
SMP
– August 2017
Short-term interest rates in the repurchase agreement (repo) market have also declined over recent months, although they remain high relative to OIS rates. ... borrowing Australian dollars under repo to use them for such foreign exchange swap transactions
https://www.rba.gov.au/publications/smp/2017/aug/domestic-financial-markets.html
Developments in the Financial System Architecture
24 Mar 2015
FSR
March 2015
PDF
79KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/dev-fin-sys-arch.pdf
Financial Stability Review March 2015
24 Mar 2015
FSR
March 2015
PDF
1257KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/0315.pdf
Domestic Financial Conditions
5 Nov 2020
SMP
– November 2020
repo rates in the private interbank market had been reported to have moved lower to be around 13 basis points for 3-to-6-month terms. ... Following the reduction in the cash rate target and the remuneration on ES balances in November, repo rates at the
https://www.rba.gov.au/publications/smp/2020/nov/domestic-financial-conditions.html
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
The International Environment
20 Nov 2023
SMP
- November 2023
PDF
2858KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/01-the-international-environment.pdf
Domestic Financial Conditions
8 May 2020
SMP
– May 2020
an increase in the amount and maturity of daily reverse repurchase (repo) operations, to support liquidity in the financial system. ... These operations provide liquidity to financial institutions via repo operations, in which financial institutions bid
https://www.rba.gov.au/publications/smp/2020/may/domestic-financial-conditions.html
The International Environment
6 Dec 2023
SMP
- August 2023
PDF
2387KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/01-the-international-environment.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
Domestic Financial Markets
15 Feb 2017
SMP
– February 2017
borrowing Australian dollars under repo to use them for such foreign exchange swap transactions. ... Footnote. For more information, see Becker C, A Fang and JC Wang (2016), ‘Developments in the Australian Repo Market’, RBA.
https://www.rba.gov.au/publications/smp/2017/feb/domestic-financial-markets.html