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.
Search Results
Box A: The Bond–Overnight Index Swap Spread and Asset Scarcity in Government Bond Markets
4 Aug 2023
SMP
– August 2023
Box A: The Bond–Overnight Index Swap Spread and Asset Scarcity in Government Bond Markets | Statement on Monetary Policy – August 2023
https://www.rba.gov.au/publications/smp/2023/aug/box-a-the-bond-overnight-index-swap-spread-and-asset-scarcity-in-government-bond-markets.html
Financial Conditions
6 Feb 2024
SMP
– February 2024
Financial Conditions | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/financial-conditions.html
Domestic Financial Conditions
10 Nov 2023
SMP
– November 2023
Domestic Financial Conditions | Statement on Monetary Policy – November 2023
https://www.rba.gov.au/publications/smp/2023/nov/domestic-financial-conditions.html
Domestic Financial Conditions
4 Aug 2023
SMP
– August 2023
Domestic Financial Conditions | Statement on Monetary Policy – August 2023
https://www.rba.gov.au/publications/smp/2023/aug/domestic-financial-conditions.html
The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
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
List of graphs
10 Nov 2007
SMP
– November 2007
Graph 18: LIBOR Spread to OIS. ... Graph 56: Short-term Spreads – 3-month Bills to OIS.
https://www.rba.gov.au/publications/smp/2007/nov/graphs.html
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
Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
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
Financial Conditions
6 Feb 2024
SMP
- February 2024
PDF
1605KB
https://www.rba.gov.au/publications/smp/2024/feb/pdf/01-financial-conditions.pdf
Statement on Monetary Policy
6 Dec 2023
SMP
- August 2023
PDF
9542KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/statement-on-monetary-policy-2023-08.pdf