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RBA Glossary definition for BBSW

BBSW – Bank Bill Swap Rate

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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 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

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 – 2017

31 Dec 2017 Media releases issued in 2017
https://www.rba.gov.au/media-releases/2017/

Media Releases – 2018

31 Dec 2018 Media releases issued in 2018
https://www.rba.gov.au/media-releases/2018/

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
Sharon Lai, Kevin Lane and Laura Nunn
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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The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
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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Additional Analysis of Yield Effects

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
yield; changes in US Federal Reserve bond holdings as a share of US GDP; and changes in the spread between the 3-month BBSW and the 3-month Australian OIS rate. ... 0.04. (0.02). 0.03. (0.01). 0.04. (0.01). 0.04. (0.01). 3-month BBSW–OIS spread.
https://www.rba.gov.au/publications/rdp/2022/2022-02/additional-analysis-of-yield-effects.html
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