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.
Search Results
Start Spreading the News: News Sentiment and Economic Activity in Australia
21 Dec 2020
RDP
PDF
1524KB
The interest. rate surprise is calculated as the change in the 1-month overnight indexed swap rate (OIS) from the. ... 1-month OIS. 0 2 4 6 8 10-2.0. -1.5. -1.0. -0.5.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-08.pdf
Developments in the Australian Repo Market
15 Sep 2016
Bulletin
– September 2016
The market for repurchase agreements (repos) – where cash is borrowed and lent using securities as collateral – plays an important role in the implementation of monetary policy and as a source of finance for the bond market. The Reserve Bank has
https://www.rba.gov.au/publications/bulletin/2016/sep/5.html
The Effects of Funding Costs and Risk on Banks' Lending Rates
10 Mar 2011
Bulletin
– March 2011
Prior to mid 2007, bank bill rates closely tracked the market's expectation for the cash rate with the spread between 3-month bank bills and overnight indexed swaps (OIS) around ... While the onset of the global financial crisis saw bank bill rates rise
https://www.rba.gov.au/publications/bulletin/2011/mar/6.html
The Effects of Funding Costs and Risk on Banks’ Lending Rates
16 Mar 2011
Bulletin
PDF
225KB
Reserve Bank of Australia Bulletin March 2011
https://www.rba.gov.au/publications/bulletin/2011/mar/pdf/bu-0311-6.pdf
Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
RBA. c. s. t. M. M. Money market spread between 3-month bank-accepted bill (BAB) rate and 3-month Australian dollar overnight indexed swap (OIS) rate (3-month zero-coupon
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
See 2 more results from "RDP 2020-01"
Bulletin June Quarter 2021
18 Aug 2021
Bulletin
- June 2021
PDF
10067KB
https://www.rba.gov.au/publications/bulletin/2021/jun/pdf/bulletin-2021-06.pdf
The Australian Money Market in a Global Crisis
12 Jun 2009
Bulletin
PDF
215KB
Reserve Bank of Australia Bulletin June 2009
https://www.rba.gov.au/publications/bulletin/2009/jun/pdf/bu-0609-2.pdf
Abbreviations
17 Oct 2019
PSB Annual Report
– 2019
OG. Oversight Group. OIS. Overnight index swaps. OTC. Over-the-counter. PEXA. Property Exchange Australia Limited.
https://www.rba.gov.au/publications/annual-reports/psb/2019/abbreviations.html
Payments System Board Annual Report 2020 - Abbreviations
14 Oct 2020
PSB Annual Report
2020
PDF
623KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/abbreviations.pdf
Abbreviations
15 Oct 2020
PSB Annual Report
– 2020
NZD. New Zealand Dollar. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2020/abbreviations.html