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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The Australian Financial System
18 Aug 2011
FSR
– March 2011
PDF
537KB
https://www.rba.gov.au/publications/fsr/2011/mar/pdf/aus-fin-sys.pdf
Bulletin March Quarter 2012
20 Apr 2012
Bulletin
PDF
3093KB
Bulletin march quarter 2012. contents. articles. The Recent Economic Performance of the States 1. Trends in National Saving and Investment 9. The Distribution of Household Wealth in Australia: Evidence from the 2010 HILDA Survey 19. India’s Steel
https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312.pdf
The Global Financial Environment
10 Mar 2008
FSR
– March 2008
Spreads between 30-day ABCP and overnight indexed swap (OIS) rates in the United States, which had typically been very close to zero, reached 200 basis points at one point in ... Since mid March, the 3-month LIBOR to OIS spreads in the United States and
https://www.rba.gov.au/publications/fsr/2008/mar/global-fin-env.html
The Global Financial Environment
4 Nov 2020
FSR
- October 2020
PDF
678KB
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/01-global-financial-environment.pdf
An Initial Assessment of the Reserve Bank's Bond Purchase Program
17 Jun 2021
Bulletin
– June 2021
This article provides an initial assessment of the effect of the Reserve Bank's bond purchase program on government bond yields.
https://www.rba.gov.au/publications/bulletin/2021/jun/an-initial-assessment-of-the-reserve-banks-bond-purchase-program.html
Financial Stability Review – March 2008
9 Apr 2008
FSR
– March 2008
PDF
542KB
https://www.rba.gov.au/publications/fsr/2008/mar/pdf/0308.pdf
Glossary
4 Sep 2008
RBA Annual Report
– 2008
OIS. Overnight indexed swap (rate or market). OPA. Official Public Accounts.
https://www.rba.gov.au/publications/annual-reports/rba/2008/glossary.html
The Australian Financial System
24 Mar 2010
FSR
- March 2010
PDF
407KB
https://www.rba.gov.au/publications/fsr/2010/mar/pdf/aus-fin-sys.pdf
Developments in Banks’ Funding Costs and Lending Rates
19 Mar 2014
Bulletin
PDF
1167KB
Reserve Bank of Australia Bulletin March 2014
https://www.rba.gov.au/publications/bulletin/2014/mar/pdf/bu-0314-8.pdf
The Australian Financial System
29 Sep 2010
FSR
- September 2010
PDF
399KB
https://www.rba.gov.au/publications/fsr/2010/sep/pdf/aus-fin-sys.pdf