Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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2.2 Operations in Financial Markets
19 Oct 2023
RBA Annual Report
– October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html
Abbreviations
8 Oct 2023
PSB Annual Report
- 2023
PDF
65KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/abbreviations.pdf
Abbreviations
27 Sep 2022
PSB Annual Report
- 2022
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf
Abbreviations
27 Sep 2023
PSB Annual Report
– 2023
AUSTRAC. Australian Transaction Reports and Analysis Centre. Austraclear. Austraclear Limited. BBSW.
https://www.rba.gov.au/publications/annual-reports/psb/2023/abbreviations.html
Abbreviations
21 Oct 2021
PSB Annual Report
- 2021
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf
Operations in Financial Markets
27 Oct 2022
RBA Annual Report
– October 2022
As the RFR for the Australian dollar, it forms the basis of the fallback to BBSW (calculated as AONIA plus a spread) under International Swaps and Derivatives Association (ISDA) definitions published
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.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
The Consequences of Low Interest Rates for the Australian Banking Sector
29 Dec 2022
Conferences
PDF
1221KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil.pdf
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