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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Domestic Financial Conditions
10 Feb 2020
SMP
- August 2018
PDF
2043KB
https://www.rba.gov.au/publications/smp/2018/aug/pdf/03-domestic-financial-conditions.pdf
The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018
12 Apr 2018
Conferences
for foreign currency debt we use BBSW rate plus the cross-currency basis) and maturity-matched OIS rates. ... converted into spreads to OIS); these securities are plausible substitutes for many of these institutions.
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello.html
Domestic Financial Conditions
5 May 2023
SMP
– May 2023
Domestic Financial Conditions | Statement on Monetary Policy – May 2023
https://www.rba.gov.au/publications/smp/2023/may/domestic-financial-conditions.html
A Term Structure Decomposition of the Australian Yield Curve
30 Dec 2008
RDP
2008-09
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2008/2008-09.html
See 4 more results from "RDP 2008-09"
Domestic Financial Conditions
20 Nov 2023
SMP
- November 2023
PDF
2300KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/03-domestic-financial-conditions.pdf
Abbreviations
27 Sep 2022
PSB Annual Report
- 2022
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf
Abbreviations
21 Oct 2021
PSB Annual Report
- 2021
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf
Domestic Financial Conditions
6 Dec 2023
SMP
- August 2023
PDF
2357KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/03-domestic-financial-conditions.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
1861KB
interest rate on 1-month overnight indexed swaps (OIS).16 We refer to this as the ‘target’ shock as. ... 16 OIS contracts are OTC derivatives contracts allowing investors to hedge against (or speculate on) movements of the.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
Abbreviations
21 Oct 2021
PSB Annual Report
– 2021
NPPA. NPP Australia Limited. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2021/abbreviations.html