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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List of tables
10 Sep 2008
FSR
– September 2008
14 Sept 08. – Primary Dealer Credit Facility collateral broadened to closely match the types pledged in the tri-party repo systems of the two major clearing banks. –
https://www.rba.gov.au/publications/fsr/2008/sep/tables.html
The Global and Macro-financial Environment
6 Oct 2023
FSR
– October 2023
The Global and Macro-financial Environment | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/global-financial-environment.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
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
Developments in the Financial System Architecture
20 Oct 2015
FSR
– October 2015
Meeting one of the FSB's SFT recommendations, the Bank recently consulted on the case for central clearing in the domestic repo market.
https://www.rba.gov.au/publications/fsr/2015/oct/dev-fin-sys-arch.html
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
Box D: A Closer Look at the Shadow Banking System in Australia
10 Mar 2012
FSR
– March 2012
D2). The RFCs with higher leverage include some of the larger institutions, with their repo books contributing to their leverage.
https://www.rba.gov.au/publications/fsr/2012/mar/box-d.html
The Australian Financial System
10 Sep 2012
FSR
– September 2012
Liquid assets – cash and securities eligible for normal repo operations with the RBA – currently account for about 10 per cent of banks' domestic Australian dollar assets, up from around 6 per
https://www.rba.gov.au/publications/fsr/2012/sep/aus-fin-sys.html
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
The Australian Financial System
10 Sep 2007
FSR
– September 2007
These repo-eligible assets have included Commonwealth Government securities, securities issued by State and Territory borrowing authorities, securities issued by certain supra-national and foreign government agencies and bills and certificates
https://www.rba.gov.au/publications/fsr/2007/sep/aus-fin-sys.html