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41–50 of 64 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.

Financial System Developments in Australia and Abroad

15 Sep 2009 Bulletin PDF 229KB

Address by Dr Malcolm Edey, Assistant Governor (Financial System), to Retail Financial Services Forum, Sydney, 19 August 2009.

https://www.rba.gov.au/publications/bulletin/2009/sep/pdf/bu-0909-5.pdf

The Impact of the Capital Market Turbulence on Banks’ Funding Costs

18 Jun 2009 Bulletin PDF 349KB

Reserve Bank of Australia Bulletin June 2009

https://www.rba.gov.au/publications/bulletin/2009/jun/pdf/bu-0609-1.pdf

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

The Australian Money Market in a Global Crisis

10 Jun 2009 Bulletin – June 2009

Jonathan Kearns

Dependent variable:. ΔBB–OIS day. Model:. 1. 2. 3. 4. Coeff. t-stat. ... continued). Dependent variable:. ΔBB–OIS day. Model:. 9. 10. 11. Coeff. t-stat.

https://www.rba.gov.au/publications/bulletin/2009/jun/2.html

The Impact of the Capital Market Turbulence on Banks' Funding Costs

10 Jun 2009 Bulletin – June 2009

Michael Davies, Chris Naughtin and Arlene Wong

bills and 90-day OIS remaining stable at around 10 basis points (Graph 2). ... But the increase in risk aversion since the onset of the capital market turbulence has caused bank bill rates to rise well above OIS rates.

https://www.rba.gov.au/publications/bulletin/2009/jun/1.html