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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Central Bank Frameworks: Evolution or Revolution?
4 Jan 2023
Conferences
PDF
7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
spread to 3-month OIS(RHS). TED spread lagged one day(LHS). 1A. ug.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Recent Developments in Federal Reserve System Liquidity and Reserve Operations
22 Oct 2008
Conferences
PDF
168KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/hilton.pdf
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
14 Feb 2020
RDP
PDF
1878KB
The Distributional Effects of Monetary Policy: Evidence from Local. Housing Markets. Calvin He and Gianni La Cava. Research Discussion Paper. R DP 2020 - 02. Figures in this publication were generated using Mathematica. The contents of this
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-02.pdf
Discussion on The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
peak of credit default swap (CDS) spreads in February–March is not much higher than the 2002 peak); TED and LIBOR-OIS spreads are stubbornly high despite exceptional liquidity interventions; and
https://www.rba.gov.au/publications/confs/2008/cohen-remolona-disc.html
Lessons from the Financial Turmoil of 2007 and 2008: Proceedings of a Conference
24 Oct 2008
Conferences
PDF
1049KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/conf-vol-2008.pdf
The Response of the Current Account to Terms of Trade Shocks: A Panel-data Study
1 Dec 2009
RDP
PDF
163KB
Uu ct. tt. ==. ( ). ( )10 δ, (1). where ct is consumption at time t, δ is the agent’s rate of time preference and u( )ois a time-separable utility function with
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9705.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
Figure 9: OMO Demand Elasticity and Rates. Quarterly. Note: Absolute value of estimated demand elasticity; mean OMO cut-off rate as a spread to OIS. ... Mean cut-off rate as a spread to OIS. (bps). Mean quantity supplied Q.
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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Exchange Rate Policies at the Zero Lower Bound
4 Jan 2018
Research Workshop
PDF
1012KB
https://www.rba.gov.au/publications/workshops/research/2017/pdf/rba-workshop-2017-javier-bianchi.pdf