Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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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
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
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
Operations in Financial Markets
27 Oct 2022
RBA Annual Report
– October 2022
As the RFR for the Australian dollar, it forms the basis of the fallback to BBSW (calculated as AONIA plus a spread) under International Swaps and Derivatives Association (ISDA) definitions published
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.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
Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
Operations in Financial Markets
20 Sep 2018
RBA Annual Report
– 2018
A new calculation methodology for the bank bill swap rate (BBSW) was introduced during 2017/18; BBSW is a major interest rate benchmark for the Australian dollar and is widely referenced ... that it is generally concluded before the BBSW ‘rate-set
https://www.rba.gov.au/publications/annual-reports/rba/2018/operations-in-financial-markets.html
4. Financial Market Infrastructures
21 Oct 2021
PSB Annual Report
– 2021
As Australia's bank bill swap rate (BBSW) credit-based benchmark remains unaffected, Australian dollar denominated swaps linked to BBSW will not require conversion.
https://www.rba.gov.au/publications/annual-reports/psb/2021/financial-market-infrastructures.html