Search: repurchase agreement
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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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International Economic Developments
10 Nov 2014
SMP
– November 2014
requiring assets purchased under repurchase agreements to be kept on balance sheet and incur a capital charge; and restricting banks' ability to reduce the risk-weighting of assets underlying trust company
https://www.rba.gov.au/publications/smp/2014/nov/intl-eco-dev.html
Domestic Financial Conditions
6 May 2022
SMP
– May 2022
Repurchase agreement (repo) rates at the Bank's regular open market liquidity operations (OMO) increased from 10 basis points, where they had been since late 2020, to be 36 basis points
https://www.rba.gov.au/publications/smp/2022/may/domestic-financial-conditions.html
Domestic Financial Conditions
7 Aug 2020
SMP
– August 2020
To assist with the smooth functioning of Australian capital markets, in May, the Reserve Bank broadened the range of corporate bonds eligible to be used as collateral in repurchase agreements (repos)
https://www.rba.gov.au/publications/smp/2020/aug/domestic-financial-conditions.html
Domestic Financial Conditions
5 Aug 2022
SMP
– August 2022
Repurchase agreement (repo) rates at the Bank's regular open market liquidity operations (OMO) have increased further, with the OMO hurdle rate set at term-matched OIS plus a modest spread.
https://www.rba.gov.au/publications/smp/2022/aug/domestic-financial-conditions.html
Domestic Financial Conditions
8 Nov 2019
SMP
– November 2019
Spreads of interest rates to OIS in the markets for repurchase agreements (repo) and 3-month foreign exchange (FX) swaps also declined since early 2019 and were broadly unchanged over recent
https://www.rba.gov.au/publications/smp/2019/nov/domestic-financial-conditions.html
Domestic Financial Conditions
10 Aug 2018
SMP
– August 2018
Graph 3.2. In recent quarters, interest rates in bank bill, repurchase agreement (repo) and foreign exchange (FX) swap markets have risen noticeably towards the end of the quarter, before easing
https://www.rba.gov.au/publications/smp/2018/aug/domestic-financial-conditions.html
Domestic Financial Markets
15 Feb 2017
SMP
– February 2017
Short-term interest rates in the repurchase agreement (repo) market have risen relative to OIS rates, though these spreads have retreated from their highs recently.
https://www.rba.gov.au/publications/smp/2017/feb/domestic-financial-markets.html
International Financial Conditions
8 May 2020
SMP
– May 2020
Central banks and governments have responded forcefully to these developments, which has helped to reverse much of the tightening in financial conditions and dysfunction in key markets, notably sovereign bond, repurchase ... introduced a repurchase
https://www.rba.gov.au/publications/smp/2020/may/international-financial-conditions.html
International Financial Conditions
7 Aug 2020
SMP
– August 2020
The Fed modified the timing of its overnight repurchase (repo) operations to occur after the peak period of daily repo market transactions and increased the minimum interest rate, signalling that it ... Graph 2.6. Graph 2.7. The narrowing of spreads in
https://www.rba.gov.au/publications/smp/2020/aug/international-financial-conditions.html
Domestic Financial Markets and Conditions
10 Feb 2008
SMP
– February 2008
bulk of repurchase agreements extended over year-end.
https://www.rba.gov.au/publications/smp/2008/feb/dom-fin-mkts.html