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.
Search Results
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
Household and Business Finances in Australia
21 Nov 2022
FSR
- October 2022
PDF
1267KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/02-household-business-finances-in-australia.pdf
Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
Emergency Liquidity Injections. Nicholas Garvin. Research Discussion Paper. R D P 2019 -10. The contents of this publication shall not be reproduced, sold or distributed without the prior consent of the Reserve Bank of Australia and, where applicable
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
rate and the 3-month Australian dollar overnight indexed swap (OIS) rate ( MMtcs ) captures credit. ... risk on the interbank market. However, the OIS rate is also only available from July 2001.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Trends in the Funding and Lending Behaviour of Australian Banks
2 Feb 2015
RDP
PDF
1090KB
100. 200. -100. 0. 100. 200. Bps 6-month spreads to OIS Bps.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-15.pdf
The Australian Financial System
10 Mar 2011
FSR
– March 2011
Spreads on three-month bank bills to the three-month overnight indexed swap (OIS) rate have traded within a range of 10 to 30 basis points (Graph 2.17).
https://www.rba.gov.au/publications/fsr/2011/mar/aus-fin-sys.html
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
spread to 3-month OIS(RHS). TED spread lagged one day(LHS). 1A. ug.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Financial Stability Review
21 Nov 2022
FSR
- October 2022
PDF
5119KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/financial-stability-review-2022-10.pdf
The Australian Financial System
10 Sep 2010
FSR
– September 2010
Spreads on three-month bank bills to the three-month overnight swap rate (OIS) have remained volatile over the past year or so, trading within a range of 5 to 45
https://www.rba.gov.au/publications/fsr/2010/sep/aus-fin-sys.html
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
14 Feb 2020
RDP
PDF
1878KB
The Distributional Effects of Monetary Policy: Evidence from Local. Housing Markets. Calvin He and Gianni La Cava. Research Discussion Paper. R DP 2020 - 02. Figures in this publication were generated using Mathematica. The contents of this
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-02.pdf