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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Abbreviations
17 Oct 2019
PSB Annual Report
– 2019
OG. Oversight Group. OIS. Overnight index swaps. OTC. Over-the-counter. PEXA. Property Exchange Australia Limited.
https://www.rba.gov.au/publications/annual-reports/psb/2019/abbreviations.html
Payments System Board Annual Report 2020 - Abbreviations
14 Oct 2020
PSB Annual Report
2020
PDF
623KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/abbreviations.pdf
Abbreviations
15 Oct 2020
PSB Annual Report
– 2020
NZD. New Zealand Dollar. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2020/abbreviations.html
Discussion of Recent Developments in Federal Reserve System Liquidity and Reserve Operations
22 Oct 2008
Conferences
PDF
76KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/hilton-disc.pdf
Abbreviations
24 Oct 2016
PSB Annual Report
– 2016
SWIFT Oversight Group. OIS. Overnight Index Swaps. OTC. Over-the-counter. PAN. Primary Account Number.
https://www.rba.gov.au/publications/annual-reports/psb/2016/abbreviations.html
Discussion on Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008
14 Jul 2008
Conferences
While liquidity problems appear to have been stemmed somewhat with the help of these new facilities, a number of participants pointed out that LIBOR/OIS spreads were still usually high, which
https://www.rba.gov.au/publications/confs/2008/hilton-disc.html
Payments System Board Annual Report 2016 - Abbreviations
12 Oct 2016
PSB Annual Report
2016
PDF
91KB
https://www.rba.gov.au/publications/annual-reports/psb/2016/pdf/abbreviations.pdf
Discussion of The Impact of Unconventional Monetary Policy on the Overnight Interbank Market
19 Dec 2013
Conferences
PDF
91KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-monnet-disc.pdf
The Transmission of Monetary Policy through Banks' Balance Sheets
10 Feb 2020
Conferences
PDF
1946KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-brassil-cheshire-muscatello.pdf
Discussion on The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013
19 Aug 2013
Conferences
It is questionable whether the sharp rise in the LIBOR-OIS spread was an optimal outcome for banks.
https://www.rba.gov.au/publications/confs/2013/bech-monnet-disc.html