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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Appendix B: Detailed Assessment of the Reserve Bank Information and Transfer System | 2015 Assessment of the Reserve Bank Information and…
9 Mar 2023
This risk is managed by purchasing high-quality securities under a repurchase agreement (repo), applying a conservative haircut to the securities, and collecting mark-to-market margin (see Principle 5). ... exposure represents more than 1 per cent of the
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2015/appendix-b.html
Historical Data
13 Jun 2023
Statistics
This page provides links to historical data
https://www.rba.gov.au/statistics/historical-data.html
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
Operations in Financial Markets
27 Oct 2022
RBA Annual Report
– October 2022
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/2022/operations-in-financial-markets.html
Appendix A: Detailed Self-assessment | 2013 Self-assessment of the Reserve Bank Information and Transfer System
9 Mar 2023
Repos with the Bank are governed by an international standard agreement – The Bond Market Association (TBMA)/International Securities Market Association (ISMA) Global Master Repurchase Agreement (2000 version) – as amended by exhibits
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2013/appendix-a.html
5.2 List of Tables
13 Oct 2023
RBA Annual Report
– 2023
List of Tables | Reserve Bank of Australia Annual Report – 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/list-of-tables.html
Operations in Financial Markets
17 Oct 2019
RBA Annual Report
– 2019
On the asset side of the balance sheet, the decrease in liabilities was matched by a decrease in foreign exchange swaps and repurchase agreements (repos). ... 32. 35.7. 35. 34.2. 33. 34.5. 35. (a) Market value of securities before the application of
https://www.rba.gov.au/publications/annual-reports/rba/2019/operations-in-financial-markets.html
Technical Notes
9 Mar 2023
Technical Notes. Technical information for financial service providers about participation in the Reserve Bank's domestic market operations and liquidity facilities. The materials on this webpage are subject to copyright and their use is subject to
https://www.rba.gov.au/mkt-operations/resources/tech-notes/index.html
Corporate Bonds in the Reserve Bank's Collateral Framework
17 Jun 2021
Bulletin
– June 2021
In May 2020, the Reserve Bank broadened the range of corporate bonds accepted as collateral under repurchase agreements (repo) from AAA-rated to investment grade (BBB- or above).
https://www.rba.gov.au/publications/bulletin/2021/jun/corporate-bonds-in-the-reserve-banks-collateral-framework.html
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