Search: repurchase agreement
RBA Glossary definition for repurchase agreement
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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Operations in Financial Markets
21 Oct 2021
RBA Annual Report
– 2021
These include undertaking repurchase agreements (repos) collateralised with eligible securities, buying or selling government securities on an outright basis, or using foreign exchange (FX) swaps involving Australian dollars. ... Other forward
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html
Note 1 – Accounting Policies
21 Oct 2021
RBA Annual Report
– 2021
Reverse repurchase agreements are measured at amortised cost. Interest earned is accrued over the term of the agreement and recognised as revenue. ... Repurchase agreements. A repurchase agreement involves the sale of securities with an undertaking to
https://www.rba.gov.au/publications/annual-reports/rba/2021/financial-statements/note-1.html
Risk Management
21 Oct 2021
RBA Annual Report
– 2021
Domestic securities held outright increased by $180 billion to $253 billion, while those held on a temporary basis under repurchase agreements (repos) increased by $83 billion to $221 billion. ... Repo transactions with the Bank are governed by a
https://www.rba.gov.au/publications/annual-reports/rba/2021/risk-management.html
Note 4 – Interest Income and Interest Expense
21 Oct 2021
RBA Annual Report
– 2021
Note 4 – Interest Income and Interest Expense | Reserve Bank of Australia Annual Report – 2021
https://www.rba.gov.au/publications/annual-reports/rba/2021/financial-statements/note-4.html
Note 15 – Financial Instruments and Risk
21 Oct 2021
RBA Annual Report
– 2021
Note 15 – Financial Instruments and Risk | Reserve Bank of Australia Annual Report – 2021
https://www.rba.gov.au/publications/annual-reports/rba/2021/financial-statements/note-15.html
Note 11 – Contingent Assets and Liabilities
21 Oct 2021
RBA Annual Report
– 2021
The CLF provides ADIs with a contractual commitment to funding under repurchase agreements with the RBA, subject to certain conditions. ... Accordingly, the potential funding under the CLF is disclosed as a contingent liability; repurchase agreements
https://www.rba.gov.au/publications/annual-reports/rba/2021/financial-statements/note-11.html
List of Tables
21 Oct 2021
RBA Annual Report
– 2021
Reserve Bank of Australia Annual Report – 2021List of Tables. The materials on this webpage are subject to copyright and their use is subject to the terms and conditions set out in the Copyright and Disclaimer Notice. Reserve Bank of Australia,
https://www.rba.gov.au/publications/annual-reports/rba/2021/list-of-tables.html
Abbreviations
21 Oct 2021
RBA Annual Report
– 2021
RDP. Research Discussion Paper. repo. repurchase agreement. RITS. Reserve Bank Information and Transfer System.
https://www.rba.gov.au/publications/annual-reports/rba/2021/abbreviations.html
4. Financial Market Infrastructures
21 Oct 2021
PSB Annual Report
– 2021
Australia. (RBA/ASIC). Euroclear Bank. Debt securities, including government bonds, and repurchase agreements. ... Belgium. (National Bank of Belgium). Clearstream Banking S.A. Debt securities, including government bonds, and repurchase agreements.
https://www.rba.gov.au/publications/annual-reports/psb/2021/financial-market-infrastructures.html
Reserve Bank of Australia Annual Report 2021 - Risk Management
21 Oct 2021
RBA Annual Report
2021
PDF
385KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/risk-management.pdf