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RBA Glossary definition for BBSW

BBSW – Bank Bill Swap Rate

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Channels of Transmission

17 Oct 2023 Speech PDF 755KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-ag-2023-10-11.pdf

Progress on Benchmark Reform

12 Apr 2019 Speech PDF 191KB
But as markets transition from referencing LIBOR toRFRs, there may be some corresponding migration away from BBSW towards the cash rate. ... This means that benchmarks such as BBSW and SOR can continue to be usedin the EU after 1 January 2022.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf

11/29/2018 Securitisation and the Housing Market | Speeches | ...

28 Nov 2018 PDF 441KB
The premium over the BBSW benchmark rate has risen to the level oftwo years ago. ... In contrast, the liquidity of the1-month BBSW market is lower than it once was.
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-11-26.pdf

Some Features of the Australian Fixed Income Market

7 Jun 2018 Speech PDF 548KB
banks' fixed-rate debt, withthe banks typically paying BBSW rates on their hedged liabilities. ... Third, interest rates onwholesale deposits tend to be closely linked to BBSW rates.
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-06-06.pdf

Limiting Foreign Exchange Exposure through Hedging: The Australian Experience

22 Aug 2006 RDP PDF 206KB
offer rate (LIBOR), and makes local currency interest payments to the swap counterparty at the bank bill swap rate (BBSW). ... A$ interest payments (at BBSW). A$ principal. A$ interest payments(at lending rate > BBSW).
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-09.pdf

8/15/2019 Risks to the Outlook | Speeches ...

15 Aug 2019 PDF 295KB
Sometimes it makes sense to use a credit-basedbenchmark, such as BBSW, particularly when banks are issuing funding instruments. ... Once ISDA has finalised the fall-back provisions, we expect all users of BBSW to adopt themwhere possible.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-08-15.pdf

The Consequences of Low Interest Rates for the Australian Banking Sector

29 Dec 2022 Conferences PDF 1221KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil.pdf

The Term Funding Facility: Has It Encouraged Business Lending?

8 Dec 2022 RDP PDF 2133KB
rates (BBSW). (b) Face-value weighted monthly average. Sources: Bloomberg; Intercontinental Exchange, Inc.; KangaNews; RBA. ... $b. 2021. 2022. Range. (2017–22). Spread to 1-month BBSW(a). 2019 202260.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf

The Consequences of Low Interest Rates for the Australian Banking Sector

19 Dec 2022 RDP PDF 1588KB
referenced to bank bill swap rates (BBSW) or hedged to these rates (Fitzpatrick et al 2022). ... And. there has been full pass-through of policy rate changes to BBSW (Aziz et al 2022).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf

Monetary Policy in 2020

24 Nov 2020 Speech PDF 404KB
single digits (Graph 3).The cash rate and BBSW are critical pricing benchmarks for many borrowing rates in the economyfor both households and businesses. ... 0.00. 0.25. 0.50. 0.75. %Money Market Rates. BBSW. Cash Rate.
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-11-24.pdf