Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
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11/29/2018 Securitisation and the Housing Market | Speeches | ...
28 Nov 2018
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441KB
The premium over the BBSW benchmark rate has risen to the level oftwo years ago. ... In contrast, the liquidity of the1-month BBSW market is lower than it once was.
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-11-26.pdf
Some Features of the Australian Fixed Income Market
7 Jun 2018
Speech
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548KB
banks' fixed-rate debt, withthe banks typically paying BBSW rates on their hedged liabilities. ... Third, interest rates onwholesale deposits tend to be closely linked to BBSW rates.
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-06-06.pdf
Progress on Benchmark Reform
12 Apr 2019
Speech
PDF
191KB
But as markets transition from referencing LIBOR toRFRs, there may be some corresponding migration away from BBSW towards the cash rate. ... This means that benchmarks such as BBSW and SOR can continue to be usedin the EU after 1 January 2022.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf
8/15/2019 Risks to the Outlook | Speeches ...
15 Aug 2019
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295KB
Sometimes it makes sense to use a credit-basedbenchmark, such as BBSW, particularly when banks are issuing funding instruments. ... Once ISDA has finalised the fall-back provisions, we expect all users of BBSW to adopt themwhere possible.
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-08-15.pdf
Monetary Policy in 2020
24 Nov 2020
Speech
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404KB
single digits (Graph 3).The cash rate and BBSW are critical pricing benchmarks for many borrowing rates in the economyfor both households and businesses. ... 0.00. 0.25. 0.50. 0.75. %Money Market Rates. BBSW. Cash Rate.
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-11-24.pdf
Monetary Policy During COVID
6 May 2021
Speech
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638KB
low levels,including the important interest rate benchmark the Bank Bill Swap Rate (BBSW) (Graph 2). ... 3-month BBSW. Sources: Bloomberg; RBA. 5/6/2021 Monetary Policy During COVID | Speeches | RBA.
https://www.rba.gov.au/speeches/2021/pdf/sp-dg-2021-05-06.pdf
The Usual Transmission – Monetary Policy and Financial Conditions
13 Aug 2019
Speech
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471KB
3]. Graph 7. But in addition to the change in the stance of monetary policy, the spread of the 3-month bank billswap (BBSW) rate to OIS has declined this year, ... Interest rates on loans to largebusinesses – the bulk of which are closely tied to BBSW
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-08-13.pdf
On Europe’s Effects on Australian Financial Markets
14 Feb 2012
Speech
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216KB
Issue date Spread to BBSW. (bps). Major banks Senior unsecured Jun 2011 127 Jan 2012.
https://www.rba.gov.au/speeches/2012/pdf/sp-ag-140212.pdf
The Outlook for the Australian Economy
16 May 2018
Speech
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452KB
similar risein the cost of short-term funding for the banks here; that is, a rise in BBSW. ... It isnot clear how much of the rise in LIBOR (and hence BBSW) is due to structural changes in moneymarkets and how much is temporary.
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-1.pdf
An Economic and Financial Update
21 Apr 2020
Speech
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136KB
The increase in liquidity in the financial system has also resulted in the spread between the bank billswap rate (BBSW) and the overnight indexed swap rate (OIS) falling significantly.
https://www.rba.gov.au/speeches/2020/pdf/sp-gov-2020-04-21.pdf