Search: BBSW
RBA Glossary definition for BBSW
BBSW – Bank Bill Swap Rate
Search Results
The Term Funding Facility, Other Policy Measures, and Financial Conditions
10 Jun 2021
Speech
PDF
489KB
10. 20. $b. 2021. Range(2017-19). 2020. Spread to 1-month BBSW. 20192017 202150.
https://www.rba.gov.au/speeches/2021/pdf/sp-ag-2021-06-09.pdf
22/09/2020 The Australian Economy and Monetary Policy | Speeches ...
22 Sep 2020
PDF
217KB
bill swap rates (BBSW) are at historic lows(Graph 4). ... 1.0. 1.5. 2.0. %Australian Money Market Rates. Cash rate. 3-month BBSW.
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-09-22.pdf
27/07/2020 The Reserve Bank's Operations – Liquidity, Market Function ...
27 Jul 2020
Speech
PDF
390KB
And yields are at low levels, driven by the fall in BBSW rates.
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-07-27.pdf
Lessons and Questions from the GFC
6 Dec 2018
Speech
PDF
302KB
Theindicator of the tension in fixed income markets is the LIBOR/OIS spread (BBSW/OIS here inAustralia), which summarises the unfolding of the crisis well (Graph 1).
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-12-06.pdf
Australian Fixed Income Securities in a Low Rate World
21 Mar 2018
Speech
PDF
402KB
The RMBS spreads are shown relative to BBSW, which is not a risk-free benchmark.
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-03-14.pdf
30/06/2020 The Reserve Bank's Policy Actions and Balance Sheet ...
30 Jun 2020
Speech
PDF
349KB
the moneymarket – the bank bill swap rate (BBSW) – is also at a low level (Graph 8).
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-06-30.pdf