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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Recent Developments in Banks' Funding Costs and Lending Rates
10 Mar 2010
Bulletin
– March 2010
bills and 3-month OIS remaining stable at around 10 basis points (Graph 5). ... The onset of the global financial crisis saw bank bill rates rise well above OIS rates, with the spread peaking at about 100 basis points in October 2008.
https://www.rba.gov.au/publications/bulletin/2010/mar/6.html
Recent Developments in Banks’ Funding Costs and Lending Rates
10 Mar 2010
Bulletin
PDF
240KB
Reserve Bank of Australia Bulletin March 2010
https://www.rba.gov.au/publications/bulletin/2010/mar/pdf/bu-0310-6.pdf
6 November 2018 | Minutes of the Monetary Policy Meeting of the Board
20 Nov 2018
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 6 November 2018
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2018/2018-11-06.html
4 August 2009 | Minutes of the Monetary Policy Meeting of the Board
18 Aug 2009
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 4 August 2009
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2009/04082009.html
The Effects of Funding Costs and Risk on Banks' Lending Rates
10 Mar 2011
Bulletin
– March 2011
Prior to mid 2007, bank bill rates closely tracked the market's expectation for the cash rate with the spread between 3-month bank bills and overnight indexed swaps (OIS) around ... While the onset of the global financial crisis saw bank bill rates rise
https://www.rba.gov.au/publications/bulletin/2011/mar/6.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
Market Operations in the Past Year
17 Nov 2008
Bulletin
PDF
66KB
Address by Dr Guy Debelle, Assistant Governor (Financial Markets), to 2008 FTA Congress, Melbourne, 31 October 2008
https://www.rba.gov.au/publications/bulletin/2008/nov/pdf/bu-1108-4.pdf
Overnight Indexed Swap Rates
19 Jun 2002
Bulletin
PDF
62KB
J. % %. 2001 2002. 1-month bank bill. Cash rate. 1-month OIS. ... R. Table 1: OIS Forecasting ErrorsBasis points. Mean Standarddeviation. One month –1.3 6.6Two months –0.6 15.8Three months 1.1 21.7Four months 4.0 29.0Five months
https://www.rba.gov.au/publications/bulletin/2002/jun/pdf/bu-0602-3.pdf
6 July 2010 | Minutes of the Monetary Policy Meeting of the Board
20 Jul 2010
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 6 July 2010
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2010/06072010.html
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