Search: OIS

Help

Contents

Any

All

Phrase

Not

Metadata

Title

Author

Subject

Format

Published

Before

After

Display

Sort

Results

per page

Sort by: Relevance Date

21–30 of 65 search results for OIS

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.

Australian Money Markets through the COVID-19 Pandemic

17 Mar 2022 Bulletin – March 2022

Ahmet Aziz, Calebe de Roure, Paul Hutchinson and Samual Nightingale

Money markets are used by banks and other entities to borrow and lend funds for short terms, and are central to the implementation and transmission of monetary policy in Australia.

https://www.rba.gov.au/publications/bulletin/2022/mar/australian-money-markets-through-the-covid-19-pandemic.html

The Reserve Bank's Open Market Operations

10 Jun 2003 Bulletin – June 2003

The attractiveness of all bids and offers is assessed relative to market interest rates for each maturity – for example, as indicated by the overnight indexed swap (OIS) curve and pricing in

https://www.rba.gov.au/publications/bulletin/2003/jun/1.html

Bulletin March Quarter 2012

20 Apr 2012 Bulletin PDF 3093KB

Bulletin march quarter 2012. contents. articles. The Recent Economic Performance of the States 1. Trends in National Saving and Investment 9. The Distribution of Household Wealth in Australia: Evidence from the 2010 HILDA Survey 19. India’s Steel

https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312.pdf

Australian Financial Markets

10 Jun 2002 Bulletin – June 2002

Graph 10. The past few years have seen the introduction of two new swap products to Australia – credit default swaps and overnight indexed swaps (OIS). ... An overnight indexed swap (OIS) is a fixed-to-floating interest rate swap typically of one week

https://www.rba.gov.au/publications/bulletin/2002/jun/2.html

Developments in Banks’ Funding Costs and Lending Rates

19 Mar 2014 Bulletin PDF 1167KB

Reserve Bank of Australia Bulletin March 2014

https://www.rba.gov.au/publications/bulletin/2014/mar/pdf/bu-0314-8.pdf

The Asset-backed Commercial Paper Market

10 Jan 2008 Bulletin – January 2008

Susan Black

dollar overnight indexed swap (OIS) rate increased to 150 basis points in late August, after averaging only a few basis points over the first half of the year (Graph 4). ... In Australia, spreads to the Australian dollar OIS rate rose to 80 basis points,

https://www.rba.gov.au/publications/bulletin/2008/jan/1.html