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 Market Dealing Arrangements
15 Jul 2002
Media Releases
Announcement of new facility for intra-day repurchase agreements to help banks meet liquidity needs under Continuous Linked Settlement (CLS) arrangements
https://www.rba.gov.au/media-releases/2002/mr-02-14.html
The Repo and Unsecured Markets' Reactions to Stress
20 Jan 2021
RDP
2021-01
in contrast to the tightening observed in US repo markets against private collateral (Gorton and Metrick 2012). ... Louis; RBA. The heavy decline in AGS repo rates likely included special repos.
https://www.rba.gov.au/publications/rdp/2021/2021-01/the-repo-and-unsecured-markets-reactions-to-stress.html
See 11 more results from "RDP 2021-01"
Risk Management
21 Oct 2021
RBA Annual Report
– 2021
The required margin is maintained throughout the term of the repo through daily two-way margining. ... Repo transactions with the Bank are governed by a Global Master Repurchase Agreement.
https://www.rba.gov.au/publications/annual-reports/rba/2021/risk-management.html
Supporting the Economy and Financial System in Response to COVID-19
9 Mar 2023
A3 (see the worksheets titled: ‘ES Balances and Repo Agreements’, ‘Daily Open Market Operations’ and ‘OMO Repo Transaction Details’). ... The Reserve Bank publishes data on US Dollar repos in Statistical Table A3 (see the worksheet titled:
https://www.rba.gov.au/covid-19/
Videos | Education
19 Mar 2024
Increasing Repo operations at term helped to provide some additional certainty to funding and mitigate some of the upward pressure on bank funding costs. ... the Volcker rule, an increased balance sheet cost more generally, which have reduced banks’
https://www.rba.gov.au/education/resources/videos.html
The Future System for Monetary Policy Implementation
2 Apr 2024
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), Bloomberg Australia Briefing, Sydney
https://www.rba.gov.au/speeches/2024/sp-ag-2024-04-02.html
September | 2023
21 Sep 2023
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/sep/
TFF Operational Notes
9 Mar 2023
funding term of three years from the date of the new TFF Repo transaction(s). ... portion of the terminated TFF Repo which was attributable to the ADI's Initial Allowance.
https://www.rba.gov.au/mkt-operations/term-funding-facility/operational-notes.html
Shadow Banking – International and Domestic Developments
19 Mar 2015
Bulletin
– March 2015
One of the lessons from the global financial crisis is that systemic risk to the financial system can arise from outside the regular banking system, in so-called ‘shadow banking’. This article reviews post-crisis international and domestic
https://www.rba.gov.au/publications/bulletin/2015/mar/8.html
Eligible Collateral for Reserve Bank Market Operations
19 Jun 2001
Media Releases
Reserve Bank has added the Australian dollar securities of the European Investment Bank currently lodged in Austraclear to the list of eligible securities
https://www.rba.gov.au/media-releases/2001/mr-01-13.html