Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
Search Results
Regulatory Developments
10 Feb 2020
FSR
October 2018
PDF
723KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/04-regulatory-developments.pdf
Bulletin
29 Jan 2024
Bulletin
- January 2024
PDF
5775KB
https://www.rba.gov.au/publications/bulletin/2024/jan/pdf/bulletin-2024-01.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
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 et al 2022).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
List of graphs
10 Mar 2015
FSR
– March 2015
Graph 2.10: BBSW to Overnight Index Swap.
https://www.rba.gov.au/publications/fsr/2015/mar/graphs.html
Additional Analysis of Yield Effects
24 May 2022
RDP
2022-02
yield; changes in US Federal Reserve bond holdings as a share of US GDP; and changes in the spread between the 3-month BBSW and the 3-month Australian OIS rate. ... 0.04. (0.02). 0.03. (0.01). 0.04. (0.01). 0.04. (0.01). 3-month BBSW–OIS spread.
https://www.rba.gov.au/publications/rdp/2022/2022-02/additional-analysis-of-yield-effects.html
See 2 more results from "RDP 2022-02"
Reserve Bank of Australia Annual Report 2023
1 May 2024
RBA Annual Report
- 2023
PDF
9575KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/rba-annual-report-2023.pdf
Abbreviations
21 Oct 2021
PSB Annual Report
– 2021
Austraclear. Austraclear Limited. BBSW. Bank bill swap rate. BCBS. Basel Committee on Banking Supervision.
https://www.rba.gov.au/publications/annual-reports/psb/2021/abbreviations.html
The Consequences of Low Interest Rates for the Australian Banking Sector
29 Dec 2022
Conferences
PDF
1221KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil.pdf
The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
RBA Annual Conference – 2011 The Australian Financial System in the 2000s: Dodging the Bullet Kevin Davis. The global financial crisis (GFC) occupied only a quarter of the decade of the 2000s but, because of its severity and implications for
https://www.rba.gov.au/publications/confs/2011/davis.html
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
twelve months, and three-month changes in the (log) TWI, money market spread (3-month BBSW.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf