Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
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1465KB
twelve months, and three-month changes in the (log) TWI, money market spread (3-month BBSW.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Monetary Policy During COVID
6 May 2021
Speech
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638KB
low levels,including the important interest rate benchmark the Bank Bill Swap Rate (BBSW) (Graph 2). ... 3-month BBSW. Sources: Bloomberg; RBA. 5/6/2021 Monetary Policy During COVID | Speeches | RBA.
https://www.rba.gov.au/speeches/2021/pdf/sp-dg-2021-05-06.pdf
The Australian Financial System in the 2000s: Dodging the Bullet
13 Dec 2011
Conferences
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1104KB
RBA Conference Volume 2011
https://www.rba.gov.au/publications/confs/2011/pdf/davis.pdf
The Usual Transmission – Monetary Policy and Financial Conditions
13 Aug 2019
Speech
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471KB
3]. Graph 7. But in addition to the change in the stance of monetary policy, the spread of the 3-month bank billswap (BBSW) rate to OIS has declined this year, ... Interest rates on loans to largebusinesses – the bulk of which are closely tied to BBSW
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-08-13.pdf
The Term Funding Facility, Other Policy Measures, and Financial Conditions
10 Jun 2021
Speech
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489KB
10. 20. $b. 2021. Range(2017-19). 2020. Spread to 1-month BBSW. 20192017 202150.
https://www.rba.gov.au/speeches/2021/pdf/sp-ag-2021-06-09.pdf
The Outlook for the Australian Economy
16 May 2018
Speech
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452KB
similar risein the cost of short-term funding for the banks here; that is, a rise in BBSW. ... It isnot clear how much of the rise in LIBOR (and hence BBSW) is due to structural changes in moneymarkets and how much is temporary.
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-1.pdf
On Europe’s Effects on Australian Financial Markets
14 Feb 2012
Speech
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216KB
Issue date Spread to BBSW. (bps). Major banks Senior unsecured Jun 2011 127 Jan 2012.
https://www.rba.gov.au/speeches/2012/pdf/sp-ag-140212.pdf
An Economic and Financial Update
21 Apr 2020
Speech
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136KB
The increase in liquidity in the financial system has also resulted in the spread between the bank billswap rate (BBSW) and the overnight indexed swap rate (OIS) falling significantly.
https://www.rba.gov.au/speeches/2020/pdf/sp-gov-2020-04-21.pdf
22/09/2020 The Australian Economy and Monetary Policy | Speeches ...
22 Sep 2020
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217KB
bill swap rates (BBSW) are at historic lows(Graph 4). ... 1.0. 1.5. 2.0. %Australian Money Market Rates. Cash rate. 3-month BBSW.
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-09-22.pdf
27/07/2020 The Reserve Bank's Operations – Liquidity, Market Function ...
27 Jul 2020
Speech
PDF
390KB
And yields are at low levels, driven by the fall in BBSW rates.
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-07-27.pdf