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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List of graphs | Submission to the Inquiry into Competition within the Australian Banking Sector – November 2010 | Financial Sector |…
30 Nov 2010
Submissions
Graph 14: Bank Bill Spread to OIS.
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-competition-within-australian-banking-sector-2010/graphs.html
HANDOUT PREPARED FOR STANDING COMMITTEE ON ECONOMICS 22 SEPTEMBER 2016
21 Sep 2016
Submissions
PDF
386KB
The spread between the cost of short-term debt and the market’s expected cash rate (OIS – overnight index swap rate) has also been relatively stable over a long period ... Spread to cash rate. Spread to OIS. Sources: AFMA; RBA; Tullet Prebon
https://www.rba.gov.au/publications/submissions/financial-sector/handout-standing-committee-on-economics-2016-09-22/pdf/handout-standing-committee-on-economics-2016-09-22.pdf
Senate Economics References Committee Inquiry into Competition within the Australian Banking Sector
6 Dec 2010
Submissions
PDF
261KB
Inquiry into Competition within the Australian Banking Sector
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-competition-within-australian-banking-sector-2010/pdf/inquiry-competition-within-australian-banking-sector-2010.pdf