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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

The Securitisation Market

11 Nov 2014 Speech
Chris Aylmer
Speech by Chris Aylmer to the Australian Securitisation Conference, Sydney
https://www.rba.gov.au/speeches/2014/sp-so-111114.html

Global And Domestic Influences on the Australian Bond Market

16 Mar 2015 Speech
Guy Debelle
Address to FX Week Asia Conference, Sydney
https://www.rba.gov.au/speeches/2015/sp-ag-2015-03-16.html

On Europe’s Effects on Australian Financial Markets

14 Feb 2012 Speech PDF 216KB
Issue date Spread to BBSW. (bps). Major banks Senior unsecured Jun 2011 127 Jan 2012.
https://www.rba.gov.au/speeches/2012/pdf/sp-ag-140212.pdf

Transcript of Question & Answer Session on 13 May 2019

13 May 2019 Speech
Guy Debelle
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-dg-2019-05-13-q-and-a-transcript.html

Transcript of Question & Answer Session on 15 August 2019

15 Aug 2019 Speech
Guy Debelle
Transcript of Question & Answer Session , at the 14th Annual Risk Australia Conference, Sydney
https://www.rba.gov.au/speeches/2019/sp-dg-2019-08-15-q-and-a-transcript.html

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

Transcript of Question & Answer Session on 18 March 2021

18 Mar 2021 Speech
Christopher Kent
Transcript of Question & Answer Session, to ISDA Benchmark Strategies Forum Asia Pacific, Online
https://www.rba.gov.au/speeches/2021/sp-ag-2021-03-18-q-and-a-transcript.html

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