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RBA Glossary definition for BKBM

BKBM – Bank bill benchmark

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Glossary

2 May 2023
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

Abbreviations

20 Sep 2018 PSB Annual Report – 2018
BETF. Black Economy Taskforce. BIS. Bank for International Settlements. BKBM. Bank bill benchmark.
https://www.rba.gov.au/publications/annual-reports/psb/2018/abbreviations.html

PSB Board Annual Report 2019 - Abbreviations

14 Oct 2019 Annual Report PDF 248KB
PSB Board Annual Report 2019
https://www.rba.gov.au/publications/annual-reports/psb/2019/pdf/abbreviations.pdf

RBA Payments System Board 2018 Annual Report - Abbreviations

20 Sep 2018 Annual Report PDF 624KB
RBA Payments System Board 2018 Annual Report
https://www.rba.gov.au/publications/annual-reports/psb/2018/pdf/abbreviations.pdf

Abbreviations

17 Oct 2019 PSB Annual Report – 2019
NPP. New Payments Platform. NPPA. NPP Australia Limited. NZ BKBM IRS.
https://www.rba.gov.au/publications/annual-reports/psb/2019/abbreviations.html

Abbreviations | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
BCL. Banque Centrale du Luxembourg. BKBM. NZ bank bill benchmark. BoE.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/abbreviations.html

Material Developments | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
The products eligible for clearing include interest rate swaps referencing the NZ bank bill benchmark (BKBM) and NZ overnight index swaps (OIS), to a maximum maturity of 15 years and two
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/material-developments.html

Abbreviations | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
BBSW. bank bill swap rate. BCL. Banque Centrale du Luxembourg. BKBM.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/abbreviations.html

Standard 4: Credit risk | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement …

9 Mar 2023
and NZD swap rates (BBSW, AONIA, BKBM and NZONIA). ... The BBSW, BKBM, AONIA and NZONIA curves are split into segments based on differences in participation and activity in the underlying market.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-central-counterparties/standard-04.html

Standard 4: Credit risk | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement …

9 Mar 2023
These scenarios capture movements in AUD and NZD swap rates (BBSW, AONIA, BKBM and NZONIA), and apply simultaneous shocks to the five AUD interest rate futures contracts in the case of ... The BBSW, BKBM, AONIA and NZONIA curves are split into segments
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/c1-financial-stability-standards-for-central-counterparties/standard-04.html