Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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ASIC and RBA Welcome the Publication of ASX BBSW Trade and Trade Reporting Guidelines
10 Oct 2017
Media Releases
ASIC and the Reserve Bank of Australia (RBA) today welcome the publication of the ASX BBSW Trade and Trade Reporting Guidelines (ASX BBSW Guidelines).
https://www.rba.gov.au/media-releases/2017/mr-17-22.html
Robust Fallbacks Required for BBSW Securities
13 Sep 2021
Media Releases
From 1 December 2022, robust fallbacks will be required for securities that reference BBSW to be eligible as collateral in the Reserve Bank's market operations.
https://www.rba.gov.au/media-releases/2021/mr-21-20.html
ASIC and RBA Welcome the New BBSW Calculation Methodology
18 May 2018
Media Releases
ASIC and RBA Welcome the New BBSW Calculation Methodology
https://www.rba.gov.au/media-releases/2018/mr-18-13.html
Media Releases – 2021
2 Feb 2021
Media releases
issued in 2021
https://www.rba.gov.au/media-releases/2021/
Media Releases – 2018
31 Dec 2018
Media releases
issued in 2018
https://www.rba.gov.au/media-releases/2018/
Media Releases – 2017
31 Dec 2017
Media releases
issued in 2017
https://www.rba.gov.au/media-releases/2017/
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Australian banks' wholesale debt and deposit funding is typically either directly referenced to bank bill swap rates (BBSW) or hedged to these rates (Fitzpatrick et al 2022). ... And there has been full pass-through of policy rate changes to BBSW (Aziz
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
fixed-for-floating interest rate swaps and BBSW–OIS basis swaps, both of which are liquid out to ten or more years. ... rate’) in exchange for paying a floating 3- or 6-month bank bill swap rate (BBSW).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Changes to Eligible Securities and Margining for Domestic Market Operations
16 Nov 2011
Media Releases
rate referenced to 3-month BBSW, while private securities, such as self-securitised RMBS, will be valued at a price equal to 90 per cent of par, prior to the application
https://www.rba.gov.au/media-releases/2011/mr-11-26.html
Introduction
13 Dec 2022
RDP
2022-07
BBSW). (b) Face-value weighted monthly average. Sources: Bloomberg; Intercontinental Exchange, Inc.; KangaNews; RBA.
https://www.rba.gov.au/publications/rdp/2022/2022-07/introduction.html
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