Search: 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.
Search Results
The Stance of Monetary Policy in a World of Numerous Tools
20 Oct 2020
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the IFR Australia DCM Roundtable Webinar, Online
https://www.rba.gov.au/speeches/2020/sp-ag-2020-10-20.html
Transcript of Question & Answer Session on 20 October 2020
20 Oct 2020
Speech
Transcript of Question & Answer Session, to the IFR Australia DCM Roundtable Webinar, Online
https://www.rba.gov.au/speeches/2020/sp-ag-2020-10-20-q-and-a-transcript.html
The Reserve Bank's Operations – Liquidity, Market Function and Funding
27 Jul 2020
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to KangaNews, Online
https://www.rba.gov.au/speeches/2020/sp-ag-2020-07-27.html
27/07/2020 The Reserve Bank's Operations – Liquidity, Market Function ...
27 Jul 2020
Speech
PDF
390KB
the OIS rate). [4]. [5]. 27/07/2020 The Reserve Bank's Operations – Liquidity, Market Function and Funding | Speeches | RBA.
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-07-27.pdf
The Reserve Bank's Policy Actions and Balance Sheet
30 Jun 2020
Speech
Speech delivered by Guy Debelle, Deputy Governor, The Economic Society Australia, Webinar
https://www.rba.gov.au/speeches/2020/sp-dg-2020-06-30.html
30/06/2020 The Reserve Bank's Policy Actions and Balance Sheet ...
30 Jun 2020
Speech
PDF
349KB
The cash rate remains low at around 13–14 basis points. Market expectations derivedfrom the overnight indexed swap (OIS) curve imply it should stay around this level for at least ayear. ... It is currently trading withclose to no spread relative to OIS.
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-06-30.pdf
An Economic and Financial Update
21 Apr 2020
Speech
Speech delivered by Philip Lowe, Governor, Sydney
https://www.rba.gov.au/speeches/2020/sp-gov-2020-04-21.html
An Economic and Financial Update
21 Apr 2020
Speech
PDF
136KB
The increase in liquidity in the financial system has also resulted in the spread between the bank billswap rate (BBSW) and the overnight indexed swap rate (OIS) falling significantly.
https://www.rba.gov.au/speeches/2020/pdf/sp-gov-2020-04-21.pdf
The Virus and the Australian Economy
11 Mar 2020
Speech
Speech delivered by Guy Debelle, Deputy Governor, at the Australian Financial Review Business Summit, Sydney
https://www.rba.gov.au/speeches/2020/sp-dg-2020-03-11.html
11/03/2020 The Virus and the Australian Economy | Speeches ...
10 Mar 2020
PDF
386KB
The spreadbetween the bank bill swap rate and the expected policy rate (OIS) has risen in recent days butremains low, nothing at all like what occurred in GFC.
https://www.rba.gov.au/speeches/2020/pdf/sp-dg-2020-03-11.pdf