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RBA Glossary definition for BBSW

BBSW – Bank Bill Swap Rate

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Regulatory Developments

10 Feb 2020 FSR October 2018 PDF 723KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/04-regulatory-developments.pdf

Regulatory Developments

9 Oct 2020 FSR – October 2020
As well as covering LIBOR, the protocol covers the Australian credit-based benchmark, the bank bill swap rate (BBSW). ... While BBSW remains a robust benchmark, the inclusion of robust fallbacks in contracts is an important contingency.
https://www.rba.gov.au/publications/fsr/2020/oct/regulatory-developments.html

The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases

19 May 2022 RDP PDF 1938KB
fixed-for-floating interest rate swaps and BBSW–OIS basis swaps, both of which are liquid out to ten or more years. ... rate’) in exchange for paying a floating 3- or 6-month bank bill swap rate (BBSW).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf

Developments in the Financial System Architecture

10 Feb 2020 FSR October 2017 PDF 714KB
https://www.rba.gov.au/publications/fsr/2017/oct/pdf/dev-fin-sys-arch.pdf

Regulatory Developments

20 Oct 2018 FSR – October 2018
Nonetheless, the RBA and ASIC have been working with industry over recent years to enhance the robustness and longevity of BBSW. ... This new regulatory framework has reduced the uncertainty that institutions faced when participating in the BBSW
https://www.rba.gov.au/publications/fsr/2018/oct/regulatory-developments.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

Additional Analysis of Yield Effects

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
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 Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
Australian banks' wholesale debt and deposit funding is typically either directly referenced to bank bill swap rates (BBSW) or hedged to these rates (Fitzpatrick et al 2022). ... And there has been full pass-through of policy rate changes to BBSW (Aziz
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Introduction

13 Dec 2022 RDP 2022-07
Sharon Lai, Kevin Lane and Laura Nunn
BBSW). (b) Face-value weighted monthly average. Sources: Bloomberg; Intercontinental Exchange, Inc.; KangaNews; RBA.
https://www.rba.gov.au/publications/rdp/2022/2022-07/introduction.html
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The Transition Away from LIBOR

8 Apr 2021 FSR PDF 317KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/box-a-the-transition-away-from-libor.pdf