Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
Search Results
Financing SME Innovation in Australia – Challenges and Opportunities
4 Apr 2024
Speech
PDF
956KB
Speech - 2024
https://www.rba.gov.au/speeches/2024/pdf/sp-ag-2024-04-04.pdf
Developments in the Financial System Architecture
10 Feb 2020
FSR
October 2017
PDF
714KB
https://www.rba.gov.au/publications/fsr/2017/oct/pdf/dev-fin-sys-arch.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
fixed-for-floating interest rate swaps and BBSW–OIS basis swaps, both of which are liquid out to ten or more years. ... rate’) in exchange for paying a floating 3- or 6-month bank bill swap rate (BBSW).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.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
Box E: Yields on Sovereign Debt
3 May 2012
SMP
- May 2012
PDF
332KB
https://www.rba.gov.au/publications/smp/2012/may/pdf/box-e.pdf
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
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
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
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 Transition Away from LIBOR
8 Apr 2021
FSR
PDF
317KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/box-a-the-transition-away-from-libor.pdf