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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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Financial Stability Review – September 2008

13 Oct 2008 FSR – September 2008 PDF 692KB
https://www.rba.gov.au/publications/fsr/2008/sep/pdf/0908.pdf

Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions

29 Dec 2022 RDP PDF 1886KB
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted. Structural Vector Autoregressions. Matthew Read. Research Discussion Paper. R DP 2022- 09. Figures in this publication were generated using Mathematica. ISSN 1448-5109
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf

Robustness Tests

14 Feb 2020 RDP 2020-02
Calvin He and Gianni La Cava
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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Start Spreading the News: News Sentiment and Economic Activity in Australia

23 Dec 2020 RDP 2020-08
Kim Nguyen and Gianni La Cava
Kearns and Manners 2006). The interest rate surprise is calculated as the change in the 1-month overnight indexed swap rate (OIS) from the close of the day prior to the ... In contrast, in the case of the 1-month OIS series, the effect of the shock on
https://www.rba.gov.au/publications/rdp/2020/2020-08/full.html
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The Australian Financial System

18 Aug 2011 FSR – March 2011 PDF 537KB
https://www.rba.gov.au/publications/fsr/2011/mar/pdf/aus-fin-sys.pdf

The Global Financial Environment

4 Nov 2020 FSR - October 2020 PDF 678KB
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/01-global-financial-environment.pdf

The Global Financial Environment

10 Mar 2008 FSR – March 2008
Spreads between 30-day ABCP and overnight indexed swap (OIS) rates in the United States, which had typically been very close to zero, reached 200 basis points at one point in ... Since mid March, the 3-month LIBOR to OIS spreads in the United States and
https://www.rba.gov.au/publications/fsr/2008/mar/global-fin-env.html

Financial Stability Review – March 2008

9 Apr 2008 FSR – March 2008 PDF 542KB
https://www.rba.gov.au/publications/fsr/2008/mar/pdf/0308.pdf

The Australian Financial System

24 Mar 2010 FSR - March 2010 PDF 407KB
https://www.rba.gov.au/publications/fsr/2010/mar/pdf/aus-fin-sys.pdf

Household and Business Finances in Australia

21 Nov 2022 FSR - October 2022 PDF 1267KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/02-household-business-finances-in-australia.pdf