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
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
Interest Rate Benchmarks
8 Sep 2017
Speech
Speech delivered by Guy Debelle, Deputy Governor, at the FINSIA Signature Event: The Regulators, Sydney
https://www.rba.gov.au/speeches/2017/sp-dg-2017-09-08.html
Interest Rate Benchmark Reform
15 May 2018
Speech
PDF
191KB
The OIS market is linked to the cash rate and has beenoperating for almost 20 years. ... It already has good liquidity at the short end, and the infrastructure isthere for longer term OIS.
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-2.pdf
The Why, How and What of Forecasting
5 May 2023
Speech
PDF
745KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-so-2023-05-03.pdf
Bank Funding
22 Mar 2012
Speech
Address by Guy Debelle to the Australian DCM Summit 2012, Sydney
https://www.rba.gov.au/speeches/2012/sp-ag-220312.html
Transcript of Question & Answer Session on 30 November 2022
30 Nov 2022
Speech
Transcript of Question & Answer Session , to the Australian Securitisation Conference, Sydney
https://www.rba.gov.au/speeches/2022/sp-so-2022-11-30-q-and-a-transcript.html
Asia, Australia and Financial Markets
18 Sep 2007
Speech
Speech by Glenn Stevens to the Asia Society AustralAsia Centre CEO Asia Update luncheon, Sydney
https://www.rba.gov.au/speeches/2007/sp-gov-180907.html
The Committed Liquidity Facility
23 Nov 2011
Speech
Speech by Guy Debelle to the Australian Securitisation Forum, Sydney
https://www.rba.gov.au/speeches/2011/sp-ag-231111.html
Monetary Policy in 2020
24 Nov 2020
Speech
Speech delivered by Guy Debelle, Deputy Governor, Australian Business Economists, Virtual
https://www.rba.gov.au/speeches/2020/sp-dg-2020-11-24.html
Some Effects of the New Liquidity Regime
16 Dec 2015
Speech
Speech by Guy Debelle, Assistant Governor (Financial Markets), at The Australasian Finance and Banking Conference, Sydney
https://www.rba.gov.au/speeches/2015/sp-ag-2015-12-16.html