Search: BBSW

Help
Contents
Metadata
Published
Display
per page
Results from
Sort by: Relevance Date
41–50 of 94 search results for BBSW

RBA Glossary definition for BBSW

BBSW – Bank Bill Swap Rate

Search Results

Progress on Benchmark Reform

12 Apr 2019 Speech PDF 191KB
But as markets transition from referencing LIBOR toRFRs, there may be some corresponding migration away from BBSW towards the cash rate. ... This means that benchmarks such as BBSW and SOR can continue to be usedin the EU after 1 January 2022.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf

Monetary Policy in 2020

24 Nov 2020 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, Australian Business Economists, Virtual
https://www.rba.gov.au/speeches/2020/sp-dg-2020-11-24.html

Hedging Instruments

31 Dec 2006 RDP 2006-09
Chris Becker and Daniel Fabbro
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

The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011

24 Jul 2000 Conferences
Kevin Davis
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

The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018

12 Apr 2018 Conferences
Anthony Brassil, Jon Cheshire and Joseph Muscatello
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

8/15/2019 Risks to the Outlook | Speeches ...

15 Aug 2019 PDF 295KB
Sometimes it makes sense to use a credit-basedbenchmark, such as BBSW, particularly when banks are issuing funding instruments. ... Once ISDA has finalised the fall-back provisions, we expect all users of BBSW to adopt themwhere possible.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-08-15.pdf

Monetary Policy During COVID

6 May 2021 Speech PDF 638KB
low levels,including the important interest rate benchmark the Bank Bill Swap Rate (BBSW) (Graph 2). ... 3-month BBSW. Sources: Bloomberg; RBA. 5/6/2021 Monetary Policy During COVID | Speeches | RBA.
https://www.rba.gov.au/speeches/2021/pdf/sp-dg-2021-05-06.pdf

Monetary Policy in 2020

24 Nov 2020 Speech PDF 404KB
single digits (Graph 3).The cash rate and BBSW are critical pricing benchmarks for many borrowing rates in the economyfor both households and businesses. ... 0.00. 0.25. 0.50. 0.75. %Money Market Rates. BBSW. Cash Rate.
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-11-24.pdf

The Reserve Bank's Operations – Liquidity, Market Function and Funding

27 Jul 2020 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to KangaNews, Online
https://www.rba.gov.au/speeches/2020/sp-ag-2020-07-27.html

An Economic and Financial Update

21 Apr 2020 Speech
Philip Lowe
Speech delivered by Philip Lowe, Governor, Sydney
https://www.rba.gov.au/speeches/2020/sp-gov-2020-04-21.html