Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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Operations in Financial Markets
20 Sep 2018
RBA Annual Report
– 2018
A new calculation methodology for the bank bill swap rate (BBSW) was introduced during 2017/18; BBSW is a major interest rate benchmark for the Australian dollar and is widely referenced ... that it is generally concluded before the BBSW ‘rate-set
https://www.rba.gov.au/publications/annual-reports/rba/2018/operations-in-financial-markets.html
2 July 2019 | Minutes of the Monetary Policy Meeting of the Board
16 Jul 2019
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 2 July 2019
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2019/2019-07-02.html
Box E: Yields on Sovereign Debt
10 May 2012
SMP
– May 2012
Within the Australian market, bank bill swap reference rates (BBSW) are generally used to determine floating rate payments. ... For example, a 5-year floating rate corporate bond may pay a coupon every six months where that coupon is set at a specific
https://www.rba.gov.au/publications/smp/2012/may/box-e.html
Bulletin March Quarter 2019
20 Apr 2023
Bulletin
- March 2019
PDF
4430KB
https://www.rba.gov.au/publications/bulletin/2019/mar/pdf/bulletin-2019-03.pdf
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
801KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/operations-in-financial-markets.pdf
Statement on Monetary Policy
6 Feb 2024
SMP
- February 2024
PDF
4547KB
https://www.rba.gov.au/publications/smp/2024/feb/pdf/statement-on-monetary-policy-2024-02.pdf
Statement on Monetary Policy
20 Nov 2023
SMP
- November 2023
PDF
9530KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/statement-on-monetary-policy-2023-11.pdf
List of graphs
10 Nov 2016
SMP
– November 2016
Graph 4.2: BBSW to Overnight Index Swap.
https://www.rba.gov.au/publications/smp/2016/nov/graphs.html
Australian Banks' Global Bond Funding
14 Aug 2006
Bulletin
PDF
68KB
Reserve Bank of Australia Bulletin August 2006
https://www.rba.gov.au/publications/bulletin/2006/aug/pdf/bu-0806-1.pdf
Box D: Interbank Reference Rates
10 Aug 2012
SMP
– August 2012
Instead, the market convention is to reference Australian dollar derivatives and floating rate debt securities against the bank bill swap reference rates (BBSW) published by the Australian Financial Markets Association (AFMA). ... A trimmed mean is then
https://www.rba.gov.au/publications/smp/2012/aug/box-d.html