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
Market Operations in the Past Year
31 Oct 2008
Speech
Speech by Guy Debelle to the 2008 FTA Congress, Melbourne
https://www.rba.gov.au/speeches/2008/sp-ag-311008.html
Interest Rate Benchmarks
8 Sep 2017
Speech
Speech delivered by Guy Debelle, Deputy Governor, at the FINSIA Signature Event: The Regulators, Sydney
https://www.rba.gov.au/speeches/2017/sp-dg-2017-09-08.html
Exchange Rates and Inflationary Pressures
23 Oct 2022
Speech
PDF
778KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-ag-2022-10-24.pdf
11/27/2019 Unconventional Monetary Policy: Some Lessons From Overseas | ...
26 Nov 2019
Speech
PDF
270KB
period. Currently, the government bond yield curve sits around 20 basis points above the overnightindexed swaps (OIS) curve, which represents the market's average expectation of the futuremonetary policy rate (Graph ... 4). Purchasing government
https://www.rba.gov.au/speeches/2019/pdf/sp-gov-2019-11-26.pdf
Interest Rate Benchmarks
22 Feb 2016
Speech
Speech to KangaNews Debt Capital Markets Summit 2016, Sydney
https://www.rba.gov.au/speeches/2016/sp-ag-2016-02-22.html
The Virus and the Australian Economy
11 Mar 2020
Speech
Speech delivered by Guy Debelle, Deputy Governor, at the Australian Financial Review Business Summit, Sydney
https://www.rba.gov.au/speeches/2020/sp-dg-2020-03-11.html
Monetary Policy in 2020
24 Nov 2020
Speech
Speech delivered by Guy Debelle, Deputy Governor, Australian Business Economists, Virtual
https://www.rba.gov.au/speeches/2020/sp-dg-2020-11-24.html
Some Effects of the New Liquidity Regime
16 Dec 2015
Speech
Speech by Guy Debelle, Assistant Governor (Financial Markets), at The Australasian Finance and Banking Conference, Sydney
https://www.rba.gov.au/speeches/2015/sp-ag-2015-12-16.html
Lessons and Questions from the GFC
6 Dec 2018
Speech
Speech delivered by Guy Debelle, Deputy Governor, to the Australian Business Economists Annual Dinner, Sydney
https://www.rba.gov.au/speeches/2018/sp-dg-2018-12-06.html
The Committed Liquidity Facility
23 Nov 2011
Speech
Speech by Guy Debelle to the Australian Securitisation Forum, Sydney
https://www.rba.gov.au/speeches/2011/sp-ag-231111.html