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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Payments System Board Annual Report 2023
11 Oct 2023
PSB Annual Report
- 2023
PDF
2459KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/psb-annual-report-2023.pdf
5.4 Focus Topic: Interest Rate Risk
9 Oct 2023
FSR
- October 2023
PDF
276KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/08-focus-topic-interest-rate-risk.pdf
Auditor-General for Australia Australian NationalAudit Office INDEPENDENT AUDITOR’S REPORTTo ...
9 Oct 2023
Annual Report
PDF
422KB
All investments are measured at fair value except for reverse repurchase agreements and deposits which are measured at amortised cost. ... checked whether all reverse repurchase agreements were collateralised in line with the Reserve Bank of Australia's
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/independent-auditors-report.pdf
Developments in the Clearing and Settlement Industry
8 Oct 2023
PSB Annual Report
- 2023
PDF
756KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/developments-in-the-clearing-and-settlement-industry.pdf
5.4 Focus Topic: Interest Rate Risk
6 Oct 2023
FSR
– October 2023
5.4 Focus Topic: Interest Rate Risk | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/focus-topic-interest-rate-risk.html
Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
Measuring Government Bond Turnover in Australia Using Austraclear Data
21 Sep 2023
Bulletin
– September 2023
This article provides new estimates using Austraclear data for monthly turnover ratios for Australian Government Securities (AGS) and semi-government bonds (semis).
https://www.rba.gov.au/publications/bulletin/2023/sep/measuring-government-bond-turnover-in-australia-using-austraclear-data.html
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Assessment of the Reserve Bank Information and Transfer System - June 2022
12 Sep 2023
PDF
870KB
External dependencies. The Bank maintains agreements with SWIFT, Austraclear, and other feeder systems that set out operational and support arrangements.
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2022/pdf/2022-assessment-rits.pdf
2021 Assessment of the Reserve Bank Information and Transfer System
11 Sep 2023
PDF
1366KB
opinion confirming that the RITS Membership Agreement and RITS Regulations are enforceable in their. ... home jurisdiction. Following the signing of new RITS Membership Agreements in 2017, the Bank has.
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2021/pdf/2021-assessment-rits.pdf