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 Australian Money Market in a Global Crisis
12 Jun 2009
Bulletin
PDF
215KB
Reserve Bank of Australia Bulletin June 2009
https://www.rba.gov.au/publications/bulletin/2009/jun/pdf/bu-0609-2.pdf
Read me file for The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
20 May 2022
RDP
PDF
563KB
RDP 2022-02 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-02/rdp-2022-02-read-me.pdf
Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
RBA. c. s. t. M. M. Money market spread between 3-month bank-accepted bill (BAB) rate and 3-month Australian dollar overnight indexed swap (OIS) rate (3-month zero-coupon
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
See 2 more results from "RDP 2020-01"
Abbreviations
24 Oct 2016
PSB Annual Report
– 2016
SWIFT Oversight Group. OIS. Overnight Index Swaps. OTC. Over-the-counter. PAN. Primary Account Number.
https://www.rba.gov.au/publications/annual-reports/psb/2016/abbreviations.html
Developments in the Australian Repo Market
15 Sep 2016
Bulletin
– September 2016
The market for repurchase agreements (repos) – where cash is borrowed and lent using securities as collateral – plays an important role in the implementation of monetary policy and as a source of finance for the bond market. The Reserve Bank has
https://www.rba.gov.au/publications/bulletin/2016/sep/5.html
Discussion on Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008
14 Jul 2008
Conferences
While liquidity problems appear to have been stemmed somewhat with the help of these new facilities, a number of participants pointed out that LIBOR/OIS spreads were still usually high, which
https://www.rba.gov.au/publications/confs/2008/hilton-disc.html
6 November 2018 | Minutes of the Monetary Policy Meeting of the Board
20 Nov 2018
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 6 November 2018
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2018/2018-11-06.html
4 August 2009 | Minutes of the Monetary Policy Meeting of the Board
18 Aug 2009
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 4 August 2009
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2009/04082009.html
The Effects of Funding Costs and Risk on Banks’ Lending Rates
16 Mar 2011
Bulletin
PDF
225KB
Reserve Bank of Australia Bulletin March 2011
https://www.rba.gov.au/publications/bulletin/2011/mar/pdf/bu-0311-6.pdf
Recent Developments in Banks' Funding Costs and Lending Rates
10 Mar 2010
Bulletin
– March 2010
bills and 3-month OIS remaining stable at around 10 basis points (Graph 5). ... The onset of the global financial crisis saw bank bill rates rise well above OIS rates, with the spread peaking at about 100 basis points in October 2008.
https://www.rba.gov.au/publications/bulletin/2010/mar/6.html