Search: OIS

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RBA Glossary definition for OIS

OIS – Overnight indexed swap, a bilaterally traded, or over-the-counter (OTC), derivative in which one party agrees to pay the other party a fixed interest rate in exchange for receiving the average cash rate recorded over the term of the swap.

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The Australian Money Market in a Global Crisis

12 Jun 2009 Bulletin PDF 215KB
Reserve Bank of Australia Bulletin June 2009
https://www.rba.gov.au/publications/bulletin/2009/jun/pdf/bu-0609-2.pdf

Recent Developments in Banks' Funding Costs and Lending Rates

10 Mar 2010 Bulletin – March 2010
Anna Brown, Michael Davies, Daniel Fabbro and Tegan Hanrick
bills and 3-month OIS remaining stable at around 10 basis points (Graph 5). ... The onset of the global financial crisis saw bank bill rates rise well above OIS rates, with the spread peaking at about 100 basis points in October 2008.
https://www.rba.gov.au/publications/bulletin/2010/mar/6.html

Bulletin June Quarter 2021

18 Aug 2021 Bulletin - June 2021 PDF 10067KB
https://www.rba.gov.au/publications/bulletin/2021/jun/pdf/bulletin-2021-06.pdf

Developments in the Australian Repo Market

15 Sep 2016 Bulletin – September 2016
Chris Becker, Ashley Fang and Jin Cong Wang
The market for repurchase agreements (repos) – where cash is borrowed and lent using securities as collateral – plays an important role in the implementation of monetary policy and as a source of finance for the bond market. The Reserve Bank has
https://www.rba.gov.au/publications/bulletin/2016/sep/5.html

The Effects of Funding Costs and Risk on Banks’ Lending Rates

16 Mar 2011 Bulletin PDF 225KB
Reserve Bank of Australia Bulletin March 2011
https://www.rba.gov.au/publications/bulletin/2011/mar/pdf/bu-0311-6.pdf

The Effects of Funding Costs and Risk on Banks' Lending Rates

10 Mar 2011 Bulletin – March 2011
Daniel Fabbro and Mark Hack
Prior to mid 2007, bank bill rates closely tracked the market's expectation for the cash rate with the spread between 3-month bank bills and overnight indexed swaps (OIS) around ... While the onset of the global financial crisis saw bank bill rates rise
https://www.rba.gov.au/publications/bulletin/2011/mar/6.html

Recent Developments in Banks’ Funding Costs and Lending Rates

10 Mar 2010 Bulletin PDF 240KB
Reserve Bank of Australia Bulletin March 2010
https://www.rba.gov.au/publications/bulletin/2010/mar/pdf/bu-0310-6.pdf

Overnight Indexed Swap Rates

19 Jun 2002 Bulletin PDF 62KB
J. % %. 2001 2002. 1-month bank bill. Cash rate. 1-month OIS. ... R. Table 1: OIS Forecasting ErrorsBasis points. Mean Standarddeviation. One month –1.3 6.6Two months –0.6 15.8Three months 1.1 21.7Four months 4.0 29.0Five months
https://www.rba.gov.au/publications/bulletin/2002/jun/pdf/bu-0602-3.pdf

Market Operations in the Past Year

17 Nov 2008 Bulletin PDF 66KB
Address by Dr Guy Debelle, Assistant Governor (Financial Markets), to 2008 FTA Congress, Melbourne, 31 October 2008
https://www.rba.gov.au/publications/bulletin/2008/nov/pdf/bu-1108-4.pdf

An Initial Assessment of the Reserve Bank's Bond Purchase Program

17 Jun 2021 Bulletin – June 2021
Richard Finlay, Dmitry Titkov and Michelle Xiang
This article provides an initial assessment of the effect of the Reserve Bank's bond purchase program on government bond yields.
https://www.rba.gov.au/publications/bulletin/2021/jun/an-initial-assessment-of-the-reserve-banks-bond-purchase-program.html