Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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Domestic Financial Conditions
10 Feb 2023
SMP
– February 2023
In turn, BBSW rates were driven by both actual and expected increases in the cash rate. ... This includes banks swapping foreign-currency denominated and fixed-rate liabilities into floating-rate exposures that reference BBSW.
https://www.rba.gov.au/publications/smp/2023/feb/domestic-financial-conditions.html
The Usual Transmission – Monetary Policy and Financial Conditions
13 Aug 2019
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to Finance & Treasury Association, Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-08-13.html
Abbreviations
21 Oct 2021
PSB Annual Report
– 2021
Austraclear. Austraclear Limited. BBSW. Bank bill swap rate. BCBS. Basel Committee on Banking Supervision.
https://www.rba.gov.au/publications/annual-reports/psb/2021/abbreviations.html
Monetary Policy in 2020
24 Nov 2020
Speech
Speech delivered by Guy Debelle, Deputy Governor, Australian Business Economists, Virtual
https://www.rba.gov.au/speeches/2020/sp-dg-2020-11-24.html
Box A: The Transition Away from LIBOR
8 Apr 2021
FSR
– April 2021
The bank bill swap rate (BBSW) is the main domestic credit-based benchmark, and remains robust. ... Notwithstanding the robustness of BBSW, LIBOR transition is nonetheless a key priority in Australia.
https://www.rba.gov.au/publications/fsr/2021/apr/box-a-the-transition-away-from-libor.html
Syndicated Lending
15 Jun 2023
Bulletin
– June 2023
Syndicated lending involves a group of lenders providing a single loan to one borrower.
https://www.rba.gov.au/publications/bulletin/2023/jun/syndicated-lending.html
Additional Analysis of Yield Effects
24 May 2022
RDP
2022-02
yield; changes in US Federal Reserve bond holdings as a share of US GDP; and changes in the spread between the 3-month BBSW and the 3-month Australian OIS rate. ... 0.04. (0.02). 0.03. (0.01). 0.04. (0.01). 0.04. (0.01). 3-month BBSW–OIS spread.
https://www.rba.gov.au/publications/rdp/2022/2022-02/additional-analysis-of-yield-effects.html
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The Australian Financial System
20 Oct 2018
FSR
– October 2018
rate. A persistent rise in the average level of BBSW would not imply a threat to financial stability, though it imposes additional costs on banks or their customers. ... debt. Non-ADI lenders' funding costs are also more affected by the recent increase
https://www.rba.gov.au/publications/fsr/2018/oct/aus-fin-sys.html
Box E: Yields on Sovereign Debt
10 May 2012
SMP
– May 2012
Within the Australian market, bank bill swap reference rates (BBSW) are generally used to determine floating rate payments. ... For example, a 5-year floating rate corporate bond may pay a coupon every six months where that coupon is set at a specific
https://www.rba.gov.au/publications/smp/2012/may/box-e.html
Australian Banks' Global Bond Funding
10 Aug 2006
Bulletin
– August 2006
Benchmark interest rate. 3-month A$ BBSW. 3-month US$ LIBOR or. 3-month A$ BBSW. ... The basis swap spread represents the premium paid by the counterparty paying BBSW.
https://www.rba.gov.au/publications/bulletin/2006/aug/1.html