Search: OIS
RBA Glossary definition for OIS
OIS – Overnight indexed swap, a bilaterally traded, or over-the-counter (OTC), derivative in which one party agrees to pay the other party a fixed interest rate in exchange for receiving the average cash rate recorded over the term of the swap.
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Transcript of Question & Answer Session on 23 May 2022
23 May 2022
Speech
Keynote Address delivered by Christopher Kent, Assistant Governor (Financial Markets), KangaNews DCM Summit, Sydney
https://www.rba.gov.au/speeches/2022/sp-ag-2022-05-23-q-and-a-transcript.html
The Stance of Monetary Policy in a World of Numerous Tools
20 Oct 2020
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the IFR Australia DCM Roundtable Webinar, Online
https://www.rba.gov.au/speeches/2020/sp-ag-2020-10-20.html
An Economic and Financial Update
21 Apr 2020
Speech
Speech delivered by Philip Lowe, Governor, Sydney
https://www.rba.gov.au/speeches/2020/sp-gov-2020-04-21.html
Asia, Australia and Financial Markets
18 Sep 2007
Speech
Speech by Glenn Stevens to the Asia Society AustralAsia Centre CEO Asia Update luncheon, Sydney
https://www.rba.gov.au/speeches/2007/sp-gov-180907.html
30/06/2020 The Reserve Bank's Policy Actions and Balance Sheet ...
30 Jun 2020
Speech
PDF
349KB
The cash rate remains low at around 13–14 basis points. Market expectations derivedfrom the overnight indexed swap (OIS) curve imply it should stay around this level for at least ayear. ... It is currently trading withclose to no spread relative to OIS.
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-06-30.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
Transcript of Question & Answer Session on 24 October 2022
24 Oct 2022
Speech
Transcript of Question & Answer Session , Commonwealth Bank Global Markets Conference, Sydney
https://www.rba.gov.au/speeches/2022/sp-ag-2022-10-24-q-and-a-transcript.html
Transcript of Question & Answer Session on 30 November 2022
30 Nov 2022
Speech
Transcript of Question & Answer Session , to the Australian Securitisation Conference, Sydney
https://www.rba.gov.au/speeches/2022/sp-so-2022-11-30-q-and-a-transcript.html
08/09/2017 Interest Rate Benchmarks | Speeches http://www.rba.gov.au/speeches/2017/sp-dg-2017-09-08.html ...
8 Sep 2017
PDF
174KB
Reserve Bank of Australia, 2001–2017. All rights reserved. As the RBA's operational target for monetary policy and the reference rate for OIS (overnight indexswap) and other financial contracts, the
https://www.rba.gov.au/speeches/2017/pdf/sp-dg-2017-09-08.pdf
11/03/2020 The Virus and the Australian Economy | Speeches ...
10 Mar 2020
PDF
386KB
The spreadbetween the bank bill swap rate and the expected policy rate (OIS) has risen in recent days butremains low, nothing at all like what occurred in GFC.
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-03-11.pdf