Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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Financial Conditions
7 May 2024
SMP
– May 2024
Financial Conditions | Statement on Monetary Policy – May 2024
https://www.rba.gov.au/publications/smp/2024/may/financial-conditions.html
Box D: Bank Bill Swap Benchmark Rates
10 Nov 2013
SMP
– November 2013
During the first quarter of 2013, four banks withdrew from AFMA's BBSW survey. ... Effective 27 September 2013, AFMA no longer derives BBSW benchmark rates from a survey of market participants.
https://www.rba.gov.au/publications/smp/2013/nov/box-d.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
Topic: Finance
12 Mar 2019
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/finance/
September | 2018
20 Sep 2018
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2018/sep/
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
Regulatory Developments
9 Oct 2020
FSR
– October 2020
As well as covering LIBOR, the protocol covers the Australian credit-based benchmark, the bank bill swap rate (BBSW). ... While BBSW remains a robust benchmark, the inclusion of robust fallbacks in contracts is an important contingency.
https://www.rba.gov.au/publications/fsr/2020/oct/regulatory-developments.html
Box D: Bank Bill Swap Benchmark Rates
7 Nov 2013
SMP
– November 2013
PDF
45KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/box-d.pdf
Operations in Financial Markets
27 Oct 2022
RBA Annual Report
– October 2022
As the RFR for the Australian dollar, it forms the basis of the fallback to BBSW (calculated as AONIA plus a spread) under International Swaps and Derivatives Association (ISDA) definitions published
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html
The Domestic Market for Short-term Debt Securities
10 Sep 2011
Bulletin
– September 2011
Consequently, there is almost always a high degree of correspondence between the individual contributions to the BBSW survey. ... BBSW tending to be somewhat less than those implied by Treasury note yields.
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html