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31–40 of 130 search results for 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.

List of graphs

10 Nov 2011 SMP – November 2011

Graph 4.2: Spread of 3-month Bank Bills to OIS.

https://www.rba.gov.au/publications/smp/2011/nov/graphs.html

Discussion on Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008

14 Jul 2008 Conferences

While liquidity problems appear to have been stemmed somewhat with the help of these new facilities, a number of participants pointed out that LIBOR/OIS spreads were still usually high, which

https://www.rba.gov.au/publications/confs/2008/hilton-disc.html

List of graphs

10 Feb 2012 SMP – February 2012

Graph 4.2: Spread of 3-month Bank Bills to OIS.

https://www.rba.gov.au/publications/smp/2012/feb/graphs.html

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

12 Apr 2018 Conferences

Anthony Brassil, Jon Cheshire and Joseph Muscatello

for foreign currency debt we use BBSW rate plus the cross-currency basis) and maturity-matched OIS rates. ... converted into spreads to OIS); these securities are plausible substitutes for many of these institutions.

https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello.html