Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
RBA Annual Conference – 2011 The Australian Financial System in the 2000s: Dodging the Bullet Kevin Davis. The global financial crisis (GFC) occupied only a quarter of the decade of the 2000s but, because of its severity and implications for
https://www.rba.gov.au/publications/confs/2011/davis.html
Abbreviations
21 Oct 2021
PSB Annual Report
– 2021
Austraclear. Austraclear Limited. BBSW. Bank bill swap rate. BCBS. Basel Committee on Banking Supervision.
https://www.rba.gov.au/publications/annual-reports/psb/2021/abbreviations.html
The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018
12 Apr 2018
Conferences
Moreover, any additional margin can be added to these spreads without affecting Equation (2); we add the BBSW–OIS spread so that the spreads we analyse are hedged spreads to ... for foreign currency debt we use BBSW rate plus the cross-currency basis)
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello.html
Australian Banks' Global Bond Funding
10 Aug 2006
Bulletin
– August 2006
Benchmark interest rate. 3-month A$ BBSW. 3-month US$ LIBOR or. 3-month A$ BBSW. ... The basis swap spread represents the premium paid by the counterparty paying BBSW.
https://www.rba.gov.au/publications/bulletin/2006/aug/1.html
Developments in the Financial System Architecture
20 Oct 2017
FSR
– October 2017
Domestically, the Australian regulators are currently working with market participants to strengthen BBSW. ... The ASX (the administrator of BBSW) is developing a new methodology that would measure BBSW directly from transactions.
https://www.rba.gov.au/publications/fsr/2017/oct/dev-fin-sys-arch.html
Bulletin March Quarter 2019
20 Apr 2023
Bulletin
- March 2019
PDF
4430KB
https://www.rba.gov.au/publications/bulletin/2019/mar/pdf/bulletin-2019-03.pdf
Operations in Financial Markets
20 Sep 2018
RBA Annual Report
– 2018
A new calculation methodology for the bank bill swap rate (BBSW) was introduced during 2017/18; BBSW is a major interest rate benchmark for the Australian dollar and is widely referenced ... that it is generally concluded before the BBSW ‘rate-set
https://www.rba.gov.au/publications/annual-reports/rba/2018/operations-in-financial-markets.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
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