Search: 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.
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Foreign Exchange Reserves and the Reserve Bank's Balance Sheet
10 Dec 2012
Bulletin
– December 2012
The Bank lends most of its domestic assets to the market under short-term repurchase operations, and so the 1-month OIS rate serves as a proxy for the average repo
https://www.rba.gov.au/publications/bulletin/2012/dec/7.html
The Asset-backed Commercial Paper Market
10 Jan 2008
Bulletin
– January 2008
dollar overnight indexed swap (OIS) rate increased to 150 basis points in late August, after averaging only a few basis points over the first half of the year (Graph 4). ... In Australia, spreads to the Australian dollar OIS rate rose to 80 basis points,
https://www.rba.gov.au/publications/bulletin/2008/jan/1.html
Australian Money Markets through the COVID-19 Pandemic
17 Mar 2022
Bulletin
– March 2022
Money markets are used by banks and other entities to borrow and lend funds for short terms, and are central to the implementation and transmission of monetary policy in Australia.
https://www.rba.gov.au/publications/bulletin/2022/mar/australian-money-markets-through-the-covid-19-pandemic.html
Australian Financial Markets
10 Jun 2002
Bulletin
– June 2002
Graph 10. The past few years have seen the introduction of two new swap products to Australia – credit default swaps and overnight indexed swaps (OIS). ... An overnight indexed swap (OIS) is a fixed-to-floating interest rate swap typically of one week
https://www.rba.gov.au/publications/bulletin/2002/jun/2.html
An Initial Assessment of the Reserve Bank's Bond Purchase Program
17 Jun 2021
Bulletin
– June 2021
This article provides an initial assessment of the effect of the Reserve Bank's bond purchase program on government bond yields.
https://www.rba.gov.au/publications/bulletin/2021/jun/an-initial-assessment-of-the-reserve-banks-bond-purchase-program.html
Handout and Supplementary Information Prepared for Standing Committee on Economics – September 2016 | Bank Fees and Margins | Submissions
22 Sep 2016
Submissions
Handout and Supplementary Information Prepared for Standing Committee on Economics – September 2016
https://www.rba.gov.au/publications/submissions/financial-sector/handout-standing-committee-on-economics-2016-09-22/
The Committed Liquidity Facility
19 Sep 2019
Bulletin
– September 2019
The Reserve Bank provides the Committed Liquidity Facility (CLF) as part of the global framework to improve the resilience of the banking system to periods of liquidity stress.
https://www.rba.gov.au/publications/bulletin/2019/sep/the-committed-liquidity-facility.html
Funding Mix and Cost | Submission to the Inquiry into Competition within the Australian Banking Sector – November 2010 | Financial Sector | …
30 Nov 2010
Submissions
bills and 3 month OIS remaining stable at around 10 basis points (Graph 14). ... While the onset of the global financial crisis saw bank bill rates rise well above OIS rates, the sizeable risk premium has now largely dissipated.
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-competition-within-australian-banking-sector-2010/funding.html
List of graphs | Submission to the Inquiry into Competition within the Australian Banking Sector – November 2010 | Financial Sector |…
30 Nov 2010
Submissions
Graph 14: Bank Bill Spread to OIS.
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-competition-within-australian-banking-sector-2010/graphs.html
Interest Rate Benchmarks for the Australian Dollar
20 Sep 2018
Bulletin
– September 2018
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities.
https://www.rba.gov.au/publications/bulletin/2018/sep/interest-rate-benchmarks-for-the-australian-dollar.html