Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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Special Topic – Stress Testing | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
together with exposures on OTC IRD referencing the BBSW and Australian overnight index average (AONIA), covering around 90 per cent of open positions at the CCP. ... These scenarios allow for a breakdown in the established correlations between futures
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/special-topic-stress-testing.html
Abbreviations | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
ASX Clearing Corporation. BBSW. bank bill swap rate. BCL. Banque Centrale du Luxembourg.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/abbreviations.html
A1.2 ASX Clear (Futures) | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
2014/15 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a1-2-asx-clear-futures.html
Operations in Financial Markets
9 Aug 2023
RBA Annual Report
- 2022
PDF
764KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/operations-in-financial-markets.pdf
Domestic Financial Conditions
4 Aug 2023
SMP
– August 2023
Domestic Financial Conditions | Statement on Monetary Policy – August 2023
https://www.rba.gov.au/publications/smp/2023/aug/domestic-financial-conditions.html
Banks' Funding Costs and Lending Rates| Explainer | Education
23 Jun 2023
This series provides short, concise explanations for various economics topics.
https://www.rba.gov.au/education/resources/explainers/banks-funding-costs-and-lending-rates.html
RBAFOI-222362 - document for release
22 Jun 2023
PDF
353KB
Quantitative Tightening
https://www.rba.gov.au/information/foi/disclosure-log/pdf/222362.pdf
Banks' Funding Costs and Lending Rates
22 Jun 2023
PDF
215KB
An example of an important market reference rate for bank funding costs is the bank bill swap rate (BBSW).
https://www.rba.gov.au/education/resources/explainers/pdf/banks-funding-costs-and-lending-rates.pdf
Transcript of Question & Answer Session on 20 June 2023
20 Jun 2023
Speech
Transcript of Question & Answer Session , ISDA/AFMA Derivatives Forum, Sydney
https://www.rba.gov.au/speeches/2023/sp-ag-2023-06-20-q-and-a-transcript.html
Syndicated Lending
15 Jun 2023
Bulletin
– June 2023
Syndicated lending involves a group of lenders providing a single loan to one borrower.
https://www.rba.gov.au/publications/bulletin/2023/jun/syndicated-lending.html