Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
Search Results
Regulatory Developments
20 Oct 2018
FSR
– October 2018
Nonetheless, the RBA and ASIC have been working with industry over recent years to enhance the robustness and longevity of BBSW. ... This new regulatory framework has reduced the uncertainty that institutions faced when participating in the BBSW
https://www.rba.gov.au/publications/fsr/2018/oct/regulatory-developments.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
Box D: Interbank Reference Rates
10 Aug 2012
SMP
– August 2012
Instead, the market convention is to reference Australian dollar derivatives and floating rate debt securities against the bank bill swap reference rates (BBSW) published by the Australian Financial Markets Association (AFMA). ... A trimmed mean is then
https://www.rba.gov.au/publications/smp/2012/aug/box-d.html
Hedging Instruments
31 Dec 2006
RDP
2006-09
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
Domestic Financial Conditions
4 Nov 2022
SMP
– November 2022
These increases have been underpinned by rising BBSW rates, reflecting actual and prospective increases in the cash rate (Graph 3.14). ... Much of banks wholesale debt and deposit costs are linked to BBSW rates directly or through hedging.
https://www.rba.gov.au/publications/smp/2022/nov/domestic-financial-conditions.html
List of graphs
10 Aug 2016
SMP
– August 2016
Graph 4.2: BBSW to Overnight Index Swap.
https://www.rba.gov.au/publications/smp/2016/aug/graphs.html
Abbreviations
28 Sep 2022
PSB Annual Report
– 2022
Austraclear. Austraclear Limited. BBSW. Bank bill swap rate. BCBS. Basel Committee on Banking Supervision.
https://www.rba.gov.au/publications/annual-reports/psb/2022/abbreviations.html
Foreign Exchange Exposures of Australian Banks
10 Aug 2000
Bulletin
– August 2000
This involves the following steps:. the borrower agrees to pay interest on an $A principal at BBSW. ... Footnote Box B. BBSW is the bank bill swap rate. LIBOR is the London interbank offer rate.
https://www.rba.gov.au/publications/bulletin/2000/aug/2.html
Developments in the Financial System Architecture
20 Oct 2017
FSR
– October 2017
Domestically, the Australian regulators are currently working with market participants to strengthen BBSW. ... The ASX (the administrator of BBSW) is developing a new methodology that would measure BBSW directly from transactions.
https://www.rba.gov.au/publications/fsr/2017/oct/dev-fin-sys-arch.html
Domestic Financial Conditions
10 Aug 2018
SMP
– August 2018
In doing this, the banks typically end up paying BBSW rates on their hedged liabilities. ... This reflects the fact that many large business loans are closely linked to BBSW rates.
https://www.rba.gov.au/publications/smp/2018/aug/domestic-financial-conditions.html