Search: BBSW
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
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
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
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
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
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