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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Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
1861KB
interest rate on 1-month overnight indexed swaps (OIS).16 We refer to this as the ‘target’ shock as. ... 16 OIS contracts are OTC derivatives contracts allowing investors to hedge against (or speculate on) movements of the.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
Abbreviations
15 Oct 2020
PSB Annual Report
– 2020
NZD. New Zealand Dollar. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2020/abbreviations.html
Payments System Board Annual Report 2020 - Abbreviations
14 Oct 2020
PSB Annual Report
2020
PDF
623KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/abbreviations.pdf
Read me file for The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
20 May 2022
RDP
PDF
563KB
RDP 2022-02 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-02/rdp-2022-02-read-me.pdf
Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
RBA. c. s. t. M. M. Money market spread between 3-month bank-accepted bill (BAB) rate and 3-month Australian dollar overnight indexed swap (OIS) rate (3-month zero-coupon
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
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Abbreviations
24 Oct 2016
PSB Annual Report
– 2016
SWIFT Oversight Group. OIS. Overnight Index Swaps. OTC. Over-the-counter. PAN. Primary Account Number.
https://www.rba.gov.au/publications/annual-reports/psb/2016/abbreviations.html
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
auction) and OIS. We consider the demand response to percentage changes in the spread, rather. ... Mean cut-off rate as a. spread to OIS. (bps). Mean quantity supplied.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
Start Spreading the News: News Sentiment and Economic Activity in Australia
21 Dec 2020
RDP
PDF
1524KB
The interest. rate surprise is calculated as the change in the 1-month overnight indexed swap rate (OIS) from the. ... 1-month OIS. 0 2 4 6 8 10-2.0. -1.5. -1.0. -0.5.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-08.pdf
Payments System Board Annual Report 2016 - Abbreviations
12 Oct 2016
PSB Annual Report
2016
PDF
91KB
https://www.rba.gov.au/publications/annual-reports/psb/2016/pdf/abbreviations.pdf
Robustness Tests
14 Feb 2020
RDP
2020-02
indexed swap (OIS), the spread between the average large business variable lending rate and the 3-month BAB rate, and the US BAA 10-year spread;.
https://www.rba.gov.au/publications/rdp/2020/2020-02/robustness-tests.html
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