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RBA Glossary definition for BBSW

BBSW – Bank Bill Swap Rate

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3/19/2019 Bonds and Benchmarks | Speeches https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.html ...

19 Mar 2019 PDF 493KB
BBSW remains robustThe BBSW rates are important interest rate benchmarks for the Australian dollar. ... Graph 13. Around a year ago, a new methodology was put in place for BBSW.
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-03-19.pdf

Domestic Financial Conditions

10 Feb 2020 SMP - August 2018 PDF 2043KB
https://www.rba.gov.au/publications/smp/2018/aug/pdf/03-domestic-financial-conditions.pdf

Regulatory Developments

9 Oct 2020 FSR – October 2020
As well as covering LIBOR, the protocol covers the Australian credit-based benchmark, the bank bill swap rate (BBSW). ... While BBSW remains a robust benchmark, the inclusion of robust fallbacks in contracts is an important contingency.
https://www.rba.gov.au/publications/fsr/2020/oct/regulatory-developments.html

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
As the RFR for the Australian dollar, it forms the basis of the fallback to BBSW (calculated as AONIA plus a spread) under International Swaps and Derivatives Association (ISDA) definitions published
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

Box D: Bank Bill Swap Benchmark Rates

7 Nov 2013 SMP – November 2013 PDF 45KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/box-d.pdf

The Domestic Market for Short-term Debt Securities

10 Sep 2011 Bulletin – September 2011
Matthew Boge and Ian Wilson
Consequently, there is almost always a high degree of correspondence between the individual contributions to the BBSW survey. ... BBSW tending to be somewhat less than those implied by Treasury note yields.
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html

Benchmark Reforms

18 Nov 2020 Speech PDF 161KB
This includescontracts that reference other benchmarks, such as BBSW. Fallbacks provide important insurance. ... But as I've said before, not all BBSW tenors are as robust as others.
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-11-17.pdf

The Future System for Monetary Policy Implementation

2 Apr 2024 Speech PDF 657KB
Speech - 2024
https://www.rba.gov.au/speeches/2024/pdf/sp-ag-2024-04-02.pdf

Financing SME Innovation in Australia – Challenges and Opportunities

4 Apr 2024 Speech
Brad Jones
In this speech to the COSBOA National Small Business Summit Brad Jones, Assistant Governor (Financial System) talks about the contribution that SMEs make to our economy and society, and the challenge and opportunities for financing SME innovation in
https://www.rba.gov.au/speeches/2024/sp-ag-2024-04-04.html

Abbreviations

27 Sep 2023 PSB Annual Report – 2023
AUSTRAC. Australian Transaction Reports and Analysis Centre. Austraclear. Austraclear Limited. BBSW.
https://www.rba.gov.au/publications/annual-reports/psb/2023/abbreviations.html