Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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08/09/2017 Interest Rate Benchmarks | Speeches http://www.rba.gov.au/speeches/2017/sp-dg-2017-09-08.html ...
8 Sep 2017
PDF
174KB
Our aim is to ensure that BBSW remains a robust benchmark for the long term. ... BBSW is currently calculated from executable bids and offers for bills issued by themajor banks.
https://www.rba.gov.au/speeches/2017/pdf/sp-dg-2017-09-08.pdf
3/19/2019 Bonds and Benchmarks | Speeches https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.html ...
19 Mar 2019
PDF
493KB
BBSW remains robustThe BBSW rates are important interest rate benchmarks for the Australian dollar. ... Graph 13. Around a year ago, a new methodology was put in place for BBSW.
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-03-19.pdf
Australian Securitisation Markets: Responding to Change
1 Dec 2023
Speech
PDF
817KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-so-2023-11-21.pdf
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
Securitisation: Past, Present and Future
30 Nov 2022
Speech
PDF
884KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-so-2022-11-30.pdf
3/26/2021 The End of Libor and the Australian Market ...
26 Mar 2021
Speech
PDF
188KB
In particular, the1-month BBSW is largely a buy-back market. Accordingly, it is less liquid than othertenors. ... Our local credit-based benchmark, BBSW, is included in the ISDA fallbacks andprotocol.
https://www.rba.gov.au/speeches/2021/pdf/sp-ag-2021-03-18.pdf
Interest Rate Benchmark Reform
15 May 2018
Speech
PDF
191KB
To address these challenges, two key steps are being taken to support BBSW. ... that buy them– to adhere to the guidelines and support the new BBSW methodology.
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-2.pdf
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
Channels of Transmission
17 Oct 2023
Speech
PDF
755KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-ag-2023-10-11.pdf
Financing SME Innovation in Australia – Challenges and Opportunities
4 Apr 2024
Speech
PDF
956KB
Speech - 2024
https://www.rba.gov.au/speeches/2024/pdf/sp-ag-2024-04-04.pdf