Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
Search Results
Limiting Foreign Exchange Exposure through Hedging: The Australian Experience
22 Aug 2006
RDP
PDF
206KB
offer rate (LIBOR), and makes local currency interest payments to the swap counterparty at the bank bill swap rate (BBSW). ... A$ interest payments (at BBSW). A$ principal. A$ interest payments(at lending rate > BBSW).
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-09.pdf
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
801KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/operations-in-financial-markets.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
Hedging Instruments
31 Dec 2006
RDP
2006-09
Figure 3: Hedging with a Cross-currency Interest Rate Swap. Note: Bank bill swap rate (BBSW), London interbank offer rate (LIBOR). ... However, the rate at which it is able to lend out the local currency principal is higher than BBSW and represents the
https://www.rba.gov.au/publications/rdp/2006/2006-09/hedging-instruments.html
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
Developments in the Financial System Architecture
20 Oct 2017
FSR
– October 2017
Domestically, the Australian regulators are currently working with market participants to strengthen BBSW. ... The ASX (the administrator of BBSW) is developing a new methodology that would measure BBSW directly from transactions.
https://www.rba.gov.au/publications/fsr/2017/oct/dev-fin-sys-arch.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
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
The Australian Financial System
20 Oct 2018
FSR
– October 2018
rate. A persistent rise in the average level of BBSW would not imply a threat to financial stability, though it imposes additional costs on banks or their customers. ... debt. Non-ADI lenders' funding costs are also more affected by the recent increase
https://www.rba.gov.au/publications/fsr/2018/oct/aus-fin-sys.html
Domestic Financial Conditions
4 Nov 2022
SMP
– November 2022
These increases have been underpinned by rising BBSW rates, reflecting actual and prospective increases in the cash rate (Graph 3.14). ... Much of banks wholesale debt and deposit costs are linked to BBSW rates directly or through hedging.
https://www.rba.gov.au/publications/smp/2022/nov/domestic-financial-conditions.html