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
Extracting Information from Financial Market Instruments
20 Apr 2012
Bulletin
PDF
499KB
Reserve Bank of Australia Bulletin March Quarter 2012
https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312-6.pdf
The Domestic Market for Short-term Debt Securities
14 Sep 2011
Bulletin
PDF
294KB
Reserve Bank of Australia Bulletin September 2011
https://www.rba.gov.au/publications/bulletin/2011/sep/pdf/bu-0911-5.pdf
Banks’ Funding Costs and Lending Rates
29 Mar 2012
Bulletin
PDF
288KB
Reserve Bank of Australia Bulletin March Quarter 2012
https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312-5.pdf
Discussion of Recent Developments in Federal Reserve System Liquidity and Reserve Operations
22 Oct 2008
Conferences
PDF
76KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/hilton-disc.pdf
The Impact of the Capital Market Turbulence on Banks’ Funding Costs
18 Jun 2009
Bulletin
PDF
349KB
Reserve Bank of Australia Bulletin June 2009
https://www.rba.gov.au/publications/bulletin/2009/jun/pdf/bu-0609-1.pdf
The Unfolding Turmoil of 2007–2008: Lessons and Responses
22 Oct 2008
Conferences
PDF
158KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/cohen-remolona.pdf
Overnight Indexed Swap Rates
19 Jun 2002
Bulletin
PDF
62KB
J. % %. 2001 2002. 1-month bank bill. Cash rate. 1-month OIS. ... R. Table 1: OIS Forecasting ErrorsBasis points. Mean Standarddeviation. One month –1.3 6.6Two months –0.6 15.8Three months 1.1 21.7Four months 4.0 29.0Five months
https://www.rba.gov.au/publications/bulletin/2002/jun/pdf/bu-0602-3.pdf
Discussion of The Impact of Unconventional Monetary Policy on the Overnight Interbank Market
19 Dec 2013
Conferences
PDF
91KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-monnet-disc.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
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