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RBA Glossary definition for BBSW

BBSW – Bank Bill Swap Rate

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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

The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
Research Discussion Paper – RDP 2022-02 The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases. Richard Finlay, Dmitry Titkov and Michelle Xiang. May 2022. 1.89. MB. 1. Introduction. This paper focuses on three
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html

Event Study of Announcement Effects

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
BBSW–OIS basis swaps, both of which are liquid out to ten or more years into the future. ... In a BBSW–OIS basis swap, a party pays the floating 3- or 6-month BBSW, and receives a floating rate that is linked to the realised cash rate.
https://www.rba.gov.au/publications/rdp/2022/2022-02/event-study-of-announcement-effects.html