Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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Fallbacks for BBSW Securities
16 Jun 2022
Bulletin
– June 2022
The bank bill swap rate (BBSW) is an important short-term benchmark interest rate for Australian financial markets across various maturities.
https://www.rba.gov.au/publications/bulletin/2022/jun/fallbacks-for-bbsw-securities.html
2.2 Operations in Financial Markets
19 Oct 2023
RBA Annual Report
– October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html
June | 2022
16 Jun 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2022/jun/
2022
13 Jul 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2022/
Interest Rate Benchmarks for the Australian Dollar
20 Sep 2018
Bulletin
– September 2018
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities.
https://www.rba.gov.au/publications/bulletin/2018/sep/interest-rate-benchmarks-for-the-australian-dollar.html
Fallbacks for BBSW Securities
26 Sep 2022
Bulletin
- June 2022
PDF
578KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/fallbacks-for-bbsw-securities.pdf
Topic: Finance
12 Mar 2019
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/finance/
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
September | 2018
20 Sep 2018
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2018/sep/
The Domestic Market for Short-term Debt Securities
10 Sep 2011
Bulletin
– September 2011
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