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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The Australian Financial System
24 Mar 2015
FSR
March 2015
PDF
496KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/aus-fin-sys.pdf
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 Australian Financial System
10 Mar 2015
FSR
– March 2015
The Reserve Bank will introduce mandatory reporting requirements for repo-eligible asset-backed securities, including RMBS, from 30 June 2015.
https://www.rba.gov.au/publications/fsr/2015/mar/aus-fin-sys.html
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
Financial Stability Review March 2014
26 Mar 2014
FSR
March 2014
PDF
1956KB
https://www.rba.gov.au/publications/fsr/2014/mar/pdf/0314.pdf
The Australian Financial System
10 Mar 2014
FSR
– March 2014
To the extent that ESA holders retain matching funds in their ESA against their open repo position, those ESA balances are compensated at the Reserve Bank's cash rate target.
https://www.rba.gov.au/publications/fsr/2014/mar/aus-fin-sys.html
Developments in the Financial System Architecture
24 Sep 2013
FSR
September 2013
PDF
700KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/dev-fin-sys-arch.pdf
Financial Stability Review September 2013
24 Sep 2013
FSR
September 2013
PDF
1605KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/0913.pdf
Developments in the Financial System Architecture
10 Sep 2013
FSR
– September 2013
In preparation for its use, the Bank has introduced new information reporting requirements for repo-eligible residential mortgage-backed securities, which will likely comprise a significant share of the securities ADIs
https://www.rba.gov.au/publications/fsr/2013/sep/dev-fin-sys-arch.html
Financial Stability Review - March 2013
26 Mar 2013
FSR
- March 2013
PDF
2327KB
https://www.rba.gov.au/publications/fsr/2013/mar/pdf/0313.pdf