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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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Monetary Policy in 2020

24 Nov 2020 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, Australian Business Economists, Virtual
https://www.rba.gov.au/speeches/2020/sp-dg-2020-11-24.html

The Why, How and What of Forecasting

5 May 2023 Speech PDF 745KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-so-2023-05-03.pdf

Start Spreading the News: News Sentiment and Economic Activity in Australia

21 Dec 2020 RDP PDF 1524KB
The interest. rate surprise is calculated as the change in the 1-month overnight indexed swap rate (OIS) from the. ... 1-month OIS. 0 2 4 6 8 10-2.0. -1.5. -1.0. -0.5.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-08.pdf

2019 BIS Triennial Survey Results ' Australia

17 Sep 2019 Media Releases
The 2019 survey distinguished for the first time between overnight index swaps (OIS) and other interest rate swaps. ... d) 2019 survey distinguished for the first time between overnight index swaps (OIS) and other interest rate swaps.
https://www.rba.gov.au/media-releases/2019/mr-19-25-tables.html

Some Features of the Australian Fixed Income Market

7 Jun 2018 Speech PDF 548KB
BBSW) spread to OIS in Australia (Graph 7); similarly, the two spreads have declined oflate by similar orders of magnitude (relative to their respective OIS rates). ... But they remain relatively low and pressures in short-term money markets haveeased,
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-06-06.pdf

Interest Rate Benchmarks

8 Sep 2017 Speech
Guy Debelle
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

Developments in the Australian Repo Market

15 Sep 2016 Bulletin – September 2016
Chris Becker, Ashley Fang and Jin Cong Wang
The market for repurchase agreements (repos) – where cash is borrowed and lent using securities as collateral – plays an important role in the implementation of monetary policy and as a source of finance for the bond market. The Reserve Bank has
https://www.rba.gov.au/publications/bulletin/2016/sep/5.html

Appendix C: Variable Definitions

28 Jan 2020 RDP 2020-01
Benjamin Beckers
RBA. c. s. t. M. M. Money market spread between 3-month bank-accepted bill (BAB) rate and 3-month Australian dollar overnight indexed swap (OIS) rate (3-month zero-coupon
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
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Market Operations in the Past Year

31 Oct 2008 Speech
Guy Debelle
Speech by Guy Debelle to the 2008 FTA Congress, Melbourne
https://www.rba.gov.au/speeches/2008/sp-ag-311008.html

The Effects of Funding Costs and Risk on Banks' Lending Rates

10 Mar 2011 Bulletin – March 2011
Daniel Fabbro and Mark Hack
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