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
Unconventional Monetary Policy: Some Lessons From Overseas
26 Nov 2019
Speech
Speech delivered by Philip Lowe, Governor, to Australian Business Economists Dinner, Sydney
https://www.rba.gov.au/speeches/2019/sp-gov-2019-11-26.html
11/27/2019 Unconventional Monetary Policy: Some Lessons From Overseas | ...
26 Nov 2019
Speech
PDF
270KB
period. Currently, the government bond yield curve sits around 20 basis points above the overnightindexed swaps (OIS) curve, which represents the market's average expectation of the futuremonetary policy rate (Graph ... 4). Purchasing government
https://www.rba.gov.au/speeches/2019/pdf/sp-gov-2019-11-26.pdf
Transcript of Question & Answer Session on 19 November 2019
19 Nov 2019
Speech
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-11-19-q-and-a-transcript.html
Transcript of Question & Answer Session on 23 October 2019
23 Oct 2019
Speech
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-10-23-q-and-a-transcript.html
The Usual Transmission – Monetary Policy and Financial Conditions
13 Aug 2019
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to Finance & Treasury Association, Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-08-13.html
The Usual Transmission – Monetary Policy and Financial Conditions
13 Aug 2019
Speech
PDF
471KB
or OIS for short. ... 3]. Graph 7. But in addition to the change in the stance of monetary policy, the spread of the 3-month bank billswap (BBSW) rate to OIS has declined this year,
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-08-13.pdf
Lessons and Questions from the GFC
6 Dec 2018
Speech
Speech delivered by Guy Debelle, Deputy Governor, to the Australian Business Economists Annual Dinner, Sydney
https://www.rba.gov.au/speeches/2018/sp-dg-2018-12-06.html
Lessons and Questions from the GFC
6 Dec 2018
Speech
PDF
302KB
Theindicator of the tension in fixed income markets is the LIBOR/OIS spread (BBSW/OIS here inAustralia), which summarises the unfolding of the crisis well (Graph 1).
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-12-06.pdf
Transcript of Question & Answer Session on 06 December 2018
6 Dec 2018
Speech
Transcript of Question & Answer Session , to the Australian Business Economists Annual Dinner, Sydney
https://www.rba.gov.au/speeches/2018/sp-dg-2018-12-06-q-and-a-transcript.html
Some Features of the Australian Fixed Income Market
7 Jun 2018
Speech
PDF
548KB
BBSW) spread to OIS in Australia (Graph 7); similarly, the two spreads have declined oflate by similar orders of magnitude (relative to their respective OIS rates). ... But they remain relatively low and pressures in short-term money markets haveeased,
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-06-06.pdf