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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 Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008

20 Aug 2007 Conferences
Ben Cohen and Eli Remolona
There was also a jump in CDS spreads in July 2008 that was not echoed in LIBOR-OIS markets. ... During this phase, the LIBOR-OIS spread rose to close to 100 basis points in the US interbank market and even higher in the UK market.
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html

The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018

12 Apr 2018 Conferences
Anthony Brassil, Jon Cheshire and Joseph Muscatello
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

Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013

19 Aug 2013 Conferences
Grahame Johnson and Eric Santor
LIBOR-OIS spreads in a number of jurisdictions rose to roughly 100 basis points (Figure 7) from the previously suppressed levels of less than 10 basis points. ... improved. Funding conditions deteriorated very sharply in late 2008, with the 3-month
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html

Abbreviations

21 Oct 2021 PSB Annual Report - 2021 PDF 76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.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

Abbreviations

28 Sep 2022 PSB Annual Report – 2022
NPPA. NPP Australia Limited. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2022/abbreviations.html

Abbreviations

27 Sep 2022 PSB Annual Report - 2022 PDF 76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf

PSB Board Annual Report 2019 - Abbreviations

14 Oct 2019 Annual Report PDF 248KB
PSB Board Annual Report 2019
https://www.rba.gov.au/publications/annual-reports/psb/2019/pdf/abbreviations.pdf

Central Bank Liquidity Provision and Core Funding Markets

19 Dec 2013 Conferences PDF 439KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/johnson-santor.pdf

Abbreviations

17 Oct 2019 PSB Annual Report – 2019
OG. Oversight Group. OIS. Overnight index swaps. OTC. Over-the-counter. PEXA. Property Exchange Australia Limited.
https://www.rba.gov.au/publications/annual-reports/psb/2019/abbreviations.html