Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
RBA Annual Conference – 2011 The Australian Financial System in the 2000s: Dodging the Bullet Kevin Davis. The global financial crisis (GFC) occupied only a quarter of the decade of the 2000s but, because of its severity and implications for
https://www.rba.gov.au/publications/confs/2011/davis.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
Box D: Interbank Reference Rates
9 Aug 2012
SMP
– August 2012
PDF
87KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-d.pdf
Domestic Financial Conditions
4 Nov 2022
SMP
– November 2022
These increases have been underpinned by rising BBSW rates, reflecting actual and prospective increases in the cash rate (Graph 3.14). ... Much of banks wholesale debt and deposit costs are linked to BBSW rates directly or through hedging.
https://www.rba.gov.au/publications/smp/2022/nov/domestic-financial-conditions.html
The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018
12 Apr 2018
Conferences
Moreover, any additional margin can be added to these spreads without affecting Equation (2); we add the BBSW–OIS spread so that the spreads we analyse are hedged spreads to ... for foreign currency debt we use BBSW rate plus the cross-currency basis)
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello.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
Developments in the Financial System Architecture
20 Oct 2017
FSR
– October 2017
Domestically, the Australian regulators are currently working with market participants to strengthen BBSW. ... The ASX (the administrator of BBSW) is developing a new methodology that would measure BBSW directly from transactions.
https://www.rba.gov.au/publications/fsr/2017/oct/dev-fin-sys-arch.html
Hedging Instruments
31 Dec 2006
RDP
2006-09
Figure 3: Hedging with a Cross-currency Interest Rate Swap. Note: Bank bill swap rate (BBSW), London interbank offer rate (LIBOR). ... However, the rate at which it is able to lend out the local currency principal is higher than BBSW and represents the
https://www.rba.gov.au/publications/rdp/2006/2006-09/hedging-instruments.html
Bulletin March Quarter 2019
20 Apr 2023
Bulletin
- March 2019
PDF
4430KB
https://www.rba.gov.au/publications/bulletin/2019/mar/pdf/bulletin-2019-03.pdf
Operations in Financial Markets
20 Sep 2018
RBA Annual Report
– 2018
A new calculation methodology for the bank bill swap rate (BBSW) was introduced during 2017/18; BBSW is a major interest rate benchmark for the Australian dollar and is widely referenced ... that it is generally concluded before the BBSW ‘rate-set
https://www.rba.gov.au/publications/annual-reports/rba/2018/operations-in-financial-markets.html