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31–40 of 366 search results for 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.

Domestic Financial Conditions

20 Nov 2023 SMP - November 2023 PDF 2300KB

https://www.rba.gov.au/publications/smp/2023/nov/pdf/03-domestic-financial-conditions.pdf

Banks' Funding Costs and Lending Rates

10 Mar 2012 Bulletin – March 2012

Cameron Deans and Chris Stewart

of short-term debt relative to the expected cash rate as measured by the bank bill to OIS spread over the same period (Graph 7). ... There is a very small amount of credit risk in overnight index swap (OIS) rates.

https://www.rba.gov.au/publications/bulletin/2012/mar/5.html

A Term Structure Decomposition of the Australian Yield Curve

30 Dec 2008 RDP 2008-09

Richard Finlay and Mark Chambers

Research Discussion Papers contain the results of economic research within the Reserve Bank

https://www.rba.gov.au/publications/rdp/2008/2008-09.html

See 4 more results from "RDP 2008-09"

Explaining Monetary Spillovers: The Matrix Reloaded

8 Apr 2019 RDP PDF 1861KB

interest rate on 1-month overnight indexed swaps (OIS).16 We refer to this as the ‘target’ shock as. ... 16 OIS contracts are OTC derivatives contracts allowing investors to hedge against (or speculate on) movements of the.

https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf