Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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Box E: Yields on Sovereign Debt
10 May 2012
SMP
– May 2012
Within the Australian market, bank bill swap reference rates (BBSW) are generally used to determine floating rate payments. ... For example, a 5-year floating rate corporate bond may pay a coupon every six months where that coupon is set at a specific
https://www.rba.gov.au/publications/smp/2012/may/box-e.html
Statement on Monetary Policy
6 Dec 2023
SMP
- August 2023
PDF
9542KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/statement-on-monetary-policy-2023-08.pdf
Box D: Interbank Reference Rates
10 Aug 2012
SMP
– August 2012
Instead, the market convention is to reference Australian dollar derivatives and floating rate debt securities against the bank bill swap reference rates (BBSW) published by the Australian Financial Markets Association (AFMA). ... A trimmed mean is then
https://www.rba.gov.au/publications/smp/2012/aug/box-d.html
List of graphs
10 Nov 2016
SMP
– November 2016
Graph 4.2: BBSW to Overnight Index Swap.
https://www.rba.gov.au/publications/smp/2016/nov/graphs.html
Statement on Monetary Policy - May 2018
10 Feb 2020
SMP
PDF
2501KB
Domestic Financial Conditions
https://www.rba.gov.au/publications/smp/2018/may/pdf/03-domestic-financial-conditions.pdf
Domestic Financial Conditions
10 May 2018
SMP
– May 2018
Most, but not all, of these decreases occurred before the recent increase in BBSW. ... The interest rates on many large business loans are closely linked to BBSW rates.
https://www.rba.gov.au/publications/smp/2018/may/domestic-financial-conditions.html
Domestic Financial Conditions
27 Nov 2018
SMP
– November 2018
Australian banks ultimately pay rates that are linked to Bank Bill Swap (BBSW) rates on most of their wholesale debt. ... Prices for new deals – expressed as a spread to BBSW rates – have been higher than the low levels seen at the start of the year.
https://www.rba.gov.au/publications/smp/2018/nov/domestic-financial-conditions.html
Box C: Recent Trends in Hybrid Issuance
9 Nov 2012
SMP
– November 2012
PDF
123KB
https://www.rba.gov.au/publications/smp/2012/nov/pdf/box-c.pdf
Domestic Financial Conditions
6 May 2022
SMP
– May 2022
By contrast, interest rates on new term deposits edged higher again, driven by wholesale term deposit rates that tend to be linked to BBSW rates. ... Much of banks' wholesale debt funding is linked to BBSW rates (either directly or via hedging), which
https://www.rba.gov.au/publications/smp/2022/may/domestic-financial-conditions.html
Domestic Financial Conditions
5 Aug 2022
SMP
– August 2022
These tend to be priced with reference to BBSW rates, which moved higher earlier in anticipation of increases in the cash rate. ... These rates are typically linked to the three-month BBSW rate, which has risen sharply since the start of the year.
https://www.rba.gov.au/publications/smp/2022/aug/domestic-financial-conditions.html