Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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Statement on Monetary Policy
6 Feb 2024
SMP
- February 2024
PDF
4547KB
https://www.rba.gov.au/publications/smp/2024/feb/pdf/statement-on-monetary-policy-2024-02.pdf
Domestic Financial Conditions
10 Aug 2018
SMP
– August 2018
In doing this, the banks typically end up paying BBSW rates on their hedged liabilities. ... This reflects the fact that many large business loans are closely linked to BBSW rates.
https://www.rba.gov.au/publications/smp/2018/aug/domestic-financial-conditions.html
Box E: Yields on Sovereign Debt
10 May 2012
SMP
– May 2012
Within the Australian market, bank bill swap reference rates (BBSW) are generally used to determine floating rate payments. ... For example, a 5-year floating rate corporate bond may pay a coupon every six months where that coupon is set at a specific
https://www.rba.gov.au/publications/smp/2012/may/box-e.html
2 July 2019 | Minutes of the Monetary Policy Meeting of the Board
16 Jul 2019
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 2 July 2019
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2019/2019-07-02.html
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
801KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/operations-in-financial-markets.pdf
List of graphs
10 Nov 2016
SMP
– November 2016
Graph 4.2: BBSW to Overnight Index Swap.
https://www.rba.gov.au/publications/smp/2016/nov/graphs.html
Box D: Interbank Reference Rates
10 Aug 2012
SMP
– August 2012
Instead, the market convention is to reference Australian dollar derivatives and floating rate debt securities against the bank bill swap reference rates (BBSW) published by the Australian Financial Markets Association (AFMA). ... A trimmed mean is then
https://www.rba.gov.au/publications/smp/2012/aug/box-d.html
Statement on Monetary Policy
20 Nov 2023
SMP
- November 2023
PDF
9530KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/statement-on-monetary-policy-2023-11.pdf
Foreign Exchange Exposures of Australian Banks
10 Aug 2000
Bulletin
– August 2000
This involves the following steps:. the borrower agrees to pay interest on an $A principal at BBSW. ... Footnote Box B. BBSW is the bank bill swap rate. LIBOR is the London interbank offer rate.
https://www.rba.gov.au/publications/bulletin/2000/aug/2.html
Australian Banks' Global Bond Funding
14 Aug 2006
Bulletin
PDF
68KB
Reserve Bank of Australia Bulletin August 2006
https://www.rba.gov.au/publications/bulletin/2006/aug/pdf/bu-0806-1.pdf