Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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Box D: Bank Bill Swap Benchmark Rates
7 Nov 2013
SMP
– November 2013
PDF
45KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/box-d.pdf
Monetary Policy During COVID
6 May 2021
Speech
Speech delivered by Guy Debelle, Deputy Governor, Shann Memorial Lecture, Perth
https://www.rba.gov.au/speeches/2021/sp-dg-2021-05-06.html
Domestic Financial Conditions
10 Feb 2020
SMP
- August 2018
PDF
2043KB
https://www.rba.gov.au/publications/smp/2018/aug/pdf/03-domestic-financial-conditions.pdf
Operations in Financial Markets
27 Oct 2022
RBA Annual Report
– October 2022
As the RFR for the Australian dollar, it forms the basis of the fallback to BBSW (calculated as AONIA plus a spread) under International Swaps and Derivatives Association (ISDA) definitions published
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html
The Future System for Monetary Policy Implementation
2 Apr 2024
Speech
PDF
657KB
Speech - 2024
https://www.rba.gov.au/speeches/2024/pdf/sp-ag-2024-04-02.pdf
Regulatory Developments
9 Oct 2020
FSR
– October 2020
As well as covering LIBOR, the protocol covers the Australian credit-based benchmark, the bank bill swap rate (BBSW). ... While BBSW remains a robust benchmark, the inclusion of robust fallbacks in contracts is an important contingency.
https://www.rba.gov.au/publications/fsr/2020/oct/regulatory-developments.html
Some Features of the Australian Fixed Income Market
6 Jun 2018
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the Australian Government Fixed Income Forum 2018, Tokyo
https://www.rba.gov.au/speeches/2018/sp-ag-2018-06-06.html
The Domestic Market for Short-term Debt Securities
10 Sep 2011
Bulletin
– September 2011
Consequently, there is almost always a high degree of correspondence between the individual contributions to the BBSW survey. ... BBSW tending to be somewhat less than those implied by Treasury note yields.
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html
Financing SME Innovation in Australia – Challenges and Opportunities
4 Apr 2024
Speech
In this speech to the COSBOA National Small Business Summit Brad Jones, Assistant Governor (Financial System) talks about the contribution that SMEs make to our economy and society, and the challenge and opportunities for financing SME innovation in
https://www.rba.gov.au/speeches/2024/sp-ag-2024-04-04.html
Benchmark Reforms
18 Nov 2020
Speech
PDF
161KB
This includescontracts that reference other benchmarks, such as BBSW. Fallbacks provide important insurance. ... But as I've said before, not all BBSW tenors are as robust as others.
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-11-17.pdf