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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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Domestic Financial Conditions

20 Nov 2023 SMP - November 2023 PDF 2300KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/03-domestic-financial-conditions.pdf

Banks' Funding Costs and Lending Rates

10 Mar 2012 Bulletin – March 2012
Cameron Deans and Chris Stewart
of short-term debt relative to the expected cash rate as measured by the bank bill to OIS spread over the same period (Graph 7). ... There is a very small amount of credit risk in overnight index swap (OIS) rates.
https://www.rba.gov.au/publications/bulletin/2012/mar/5.html

A Term Structure Decomposition of the Australian Yield Curve

30 Dec 2008 RDP 2008-09
Richard Finlay and Mark Chambers
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2008/2008-09.html
See 4 more results from "RDP 2008-09"

Abbreviations

27 Sep 2022 PSB Annual Report - 2022 PDF 76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf

Explaining Monetary Spillovers: The Matrix Reloaded

8 Apr 2019 RDP PDF 1861KB
interest rate on 1-month overnight indexed swaps (OIS).16 We refer to this as the ‘target’ shock as. ... 16 OIS contracts are OTC derivatives contracts allowing investors to hedge against (or speculate on) movements of the.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf

Abbreviations

21 Oct 2021 PSB Annual Report - 2021 PDF 76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf

Domestic Financial Conditions

6 Dec 2023 SMP - August 2023 PDF 2357KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/03-domestic-financial-conditions.pdf

The Unfolding Turmoil of 2007–2008: Lessons and Responses

22 Oct 2008 Conferences PDF 158KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/cohen-remolona.pdf

Domestic Financial Markets

3 Nov 2011 SMP - November 2011 PDF 562KB
https://www.rba.gov.au/publications/smp/2011/nov/pdf/dom-fin-mkts.pdf

Abbreviations

28 Sep 2022 PSB Annual Report – 2022
NPPA. NPP Australia Limited. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2022/abbreviations.html