Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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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
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
Structural Features of Australian Residential Mortgage-backed Securities
18 Jun 2015
Bulletin
– June 2015
This article provides a summary of structural features typically found in Australian residential mortgage-backed securities and their evolution over the past decade. Understanding the structural features of the securities is essential to the
https://www.rba.gov.au/publications/bulletin/2015/jun/6.html
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Australian banks' wholesale debt and deposit funding is typically either directly referenced to bank bill swap rates (BBSW) or hedged to these rates (Fitzpatrick et al 2022). ... And there has been full pass-through of policy rate changes to BBSW (Aziz
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Abbreviations
8 Oct 2023
PSB Annual Report
- 2023
PDF
65KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/abbreviations.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
fixed-for-floating interest rate swaps and BBSW–OIS basis swaps, both of which are liquid out to ten or more years. ... rate’) in exchange for paying a floating 3- or 6-month bank bill swap rate (BBSW).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Bulletin September Quarter 2023
15 Feb 2024
Bulletin
- September 2023
PDF
8611KB
https://www.rba.gov.au/publications/bulletin/2023/sep/pdf/bulletin-2023-09.pdf
Bulletin
17 Apr 2024
Bulletin
- April 2024
PDF
7253KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/bulletin-2024-04.pdf
Bulletin June Quarter 2022
26 Sep 2022
Bulletin
- June 2022
PDF
9310KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/bulletin-2022-06.pdf
Introduction
13 Dec 2022
RDP
2022-07
BBSW). (b) Face-value weighted monthly average. Sources: Bloomberg; Intercontinental Exchange, Inc.; KangaNews; RBA.
https://www.rba.gov.au/publications/rdp/2022/2022-07/introduction.html
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