Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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An Economic and Financial Update
21 Apr 2020
Speech
PDF
136KB
The increase in liquidity in the financial system has also resulted in the spread between the bank billswap rate (BBSW) and the overnight indexed swap rate (OIS) falling significantly.
https://www.rba.gov.au/speeches/2020/pdf/sp-gov-2020-04-21.pdf
22/09/2020 The Australian Economy and Monetary Policy | Speeches ...
22 Sep 2020
PDF
217KB
bill swap rates (BBSW) are at historic lows(Graph 4). ... 1.0. 1.5. 2.0. %Australian Money Market Rates. Cash rate. 3-month BBSW.
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-09-22.pdf
27/07/2020 The Reserve Bank's Operations – Liquidity, Market Function ...
27 Jul 2020
Speech
PDF
390KB
And yields are at low levels, driven by the fall in BBSW rates.
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-07-27.pdf
Australian Fixed Income Securities in a Low Rate World
21 Mar 2018
Speech
PDF
402KB
The RMBS spreads are shown relative to BBSW, which is not a risk-free benchmark.
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-03-14.pdf
Lessons and Questions from the GFC
6 Dec 2018
Speech
PDF
302KB
Theindicator of the tension in fixed income markets is the LIBOR/OIS spread (BBSW/OIS here inAustralia), which summarises the unfolding of the crisis well (Graph 1).
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-12-06.pdf
30/06/2020 The Reserve Bank's Policy Actions and Balance Sheet ...
30 Jun 2020
Speech
PDF
349KB
the moneymarket – the bank bill swap rate (BBSW) – is also at a low level (Graph 8).
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-06-30.pdf