Search: OIS
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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The Transmission of Monetary Policy through Banks' Balance Sheets
10 Feb 2020
Conferences
PDF
1946KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-brassil-cheshire-muscatello.pdf
The Australian Financial System in the 2000s: Dodging the Bullet
13 Dec 2011
Conferences
PDF
1104KB
RBA Conference Volume 2011
https://www.rba.gov.au/publications/confs/2011/pdf/davis.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
Liquidity and Funding Markets
6 Jan 2014
Conferences
PDF
4842KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/conf-vol-2013.pdf
Central Bank Frameworks: Evolution or Revolution?
4 Jan 2023
Conferences
PDF
7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf
Emergency Liquidity Injections
3 Oct 2019
RDP
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2093KB
Emergency Liquidity Injections. Nicholas Garvin. Research Discussion Paper. R D P 2019 -10. The contents of this publication shall not be reproduced, sold or distributed without the prior consent of the Reserve Bank of Australia and, where applicable
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Discussion of The Unfolding Turmoil of 2007–2008: Lessons and Responses
22 Oct 2008
Conferences
PDF
92KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/cohen-remolona-disc.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
rate and the 3-month Australian dollar overnight indexed swap (OIS) rate ( MMtcs ) captures credit. ... risk on the interbank market. However, the OIS rate is also only available from July 2001.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
spread to 3-month OIS(RHS). TED spread lagged one day(LHS). 1A. ug.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Discussion on The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
peak of credit default swap (CDS) spreads in February–March is not much higher than the 2002 peak); TED and LIBOR-OIS spreads are stubbornly high despite exceptional liquidity interventions; and
https://www.rba.gov.au/publications/confs/2008/cohen-remolona-disc.html