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RBA Glossary definition for BBSW

BBSW – Bank Bill Swap Rate

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Financial Conditions

6 Feb 2024 SMP – February 2024
Financial Conditions | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/financial-conditions.html

List of tables

10 Nov 2012 SMP – November 2012
Issuance amount. (A$ billion). Issuance spread. (bps over BBSW). Reason for.
https://www.rba.gov.au/publications/smp/2012/nov/tables.html

Box D: Bank Bill Swap Benchmark Rates

10 Nov 2013 SMP – November 2013
During the first quarter of 2013, four banks withdrew from AFMA's BBSW survey. ... Effective 27 September 2013, AFMA no longer derives BBSW benchmark rates from a survey of market participants.
https://www.rba.gov.au/publications/smp/2013/nov/box-d.html

Domestic Financial Conditions

10 Nov 2023 SMP – November 2023
Domestic Financial Conditions | Statement on Monetary Policy – November 2023
https://www.rba.gov.au/publications/smp/2023/nov/domestic-financial-conditions.html

2.2 Operations in Financial Markets

19 Oct 2023 RBA Annual Report – October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html

Domestic Financial Conditions

4 Aug 2023 SMP – August 2023
Domestic Financial Conditions | Statement on Monetary Policy – August 2023
https://www.rba.gov.au/publications/smp/2023/aug/domestic-financial-conditions.html

Abbreviations

27 Sep 2023 PSB Annual Report – 2023
AUSTRAC. Australian Transaction Reports and Analysis Centre. Austraclear. Austraclear Limited. BBSW.
https://www.rba.gov.au/publications/annual-reports/psb/2023/abbreviations.html

Domestic Financial Conditions

5 May 2023 SMP – May 2023
Domestic Financial Conditions | Statement on Monetary Policy – May 2023
https://www.rba.gov.au/publications/smp/2023/may/domestic-financial-conditions.html

Introduction

13 Dec 2022 RDP 2022-07
Sharon Lai, Kevin Lane and Laura Nunn
BBSW). (b) Face-value weighted monthly average. Sources: Bloomberg; Intercontinental Exchange, Inc.; KangaNews; RBA.
https://www.rba.gov.au/publications/rdp/2022/2022-07/introduction.html
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Additional Analysis of Yield Effects

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
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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