Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
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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Domestic Financial Conditions
10 Feb 2023
SMP
– February 2023
In turn, BBSW rates were driven by both actual and expected increases in the cash rate. ... This includes banks swapping foreign-currency denominated and fixed-rate liabilities into floating-rate exposures that reference BBSW.
https://www.rba.gov.au/publications/smp/2023/feb/domestic-financial-conditions.html
List of graphs
10 Mar 2015
FSR
– March 2015
Graph 2.10: BBSW to Overnight Index Swap.
https://www.rba.gov.au/publications/fsr/2015/mar/graphs.html
Abbreviations
21 Oct 2021
PSB Annual Report
– 2021
Austraclear. Austraclear Limited. BBSW. Bank bill swap rate. BCBS. Basel Committee on Banking Supervision.
https://www.rba.gov.au/publications/annual-reports/psb/2021/abbreviations.html
Syndicated Lending
15 Jun 2023
Bulletin
– June 2023
Syndicated lending involves a group of lenders providing a single loan to one borrower.
https://www.rba.gov.au/publications/bulletin/2023/jun/syndicated-lending.html
Additional Analysis of Yield Effects
24 May 2022
RDP
2022-02
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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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
List of graphs
10 Nov 2016
SMP
– November 2016
Graph 4.2: BBSW to Overnight Index Swap.
https://www.rba.gov.au/publications/smp/2016/nov/graphs.html
The Australian Financial System
20 Oct 2018
FSR
– October 2018
rate. A persistent rise in the average level of BBSW would not imply a threat to financial stability, though it imposes additional costs on banks or their customers. ... debt. Non-ADI lenders' funding costs are also more affected by the recent increase
https://www.rba.gov.au/publications/fsr/2018/oct/aus-fin-sys.html
Box E: Yields on Sovereign Debt
10 May 2012
SMP
– May 2012
Within the Australian market, bank bill swap reference rates (BBSW) are generally used to determine floating rate payments. ... For example, a 5-year floating rate corporate bond may pay a coupon every six months where that coupon is set at a specific
https://www.rba.gov.au/publications/smp/2012/may/box-e.html