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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.

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Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013

19 Aug 2013 Conferences
Grahame Johnson and Eric Santor
LIBOR-OIS spreads in a number of jurisdictions rose to roughly 100 basis points (Figure 7) from the previously suppressed levels of less than 10 basis points. ... improved. Funding conditions deteriorated very sharply in late 2008, with the 3-month
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html

A Term Structure Decomposition of the Australian Yield Curve

28 Dec 2008 RDP PDF 578KB
We start by estimating zero-coupon yield curves from observed overnight indexedswap (OIS) and government bond data (for further details see Section 4 andAppendix A). ... See RBA (2002) for details of how OIS contracts operate, and Appendix A formore
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf

Interest Rate Benchmark Reform

15 May 2018 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at ISDA Forum (Appearance via video link), Hong Kong
https://www.rba.gov.au/speeches/2018/sp-dg-2018-05-15-2.html

Australian Fixed Income Markets – Recent Developments and a Look Ahead

5 Jun 2023 Speech PDF 1477KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-so-2023-05-24.pdf

List of graphs

10 Nov 2007 SMP – November 2007
Graph 18: LIBOR Spread to OIS. ... Graph 56: Short-term Spreads – 3-month Bills to OIS.
https://www.rba.gov.au/publications/smp/2007/nov/graphs.html

Banks’ Funding Costs and Lending Rates

29 Mar 2012 Bulletin PDF 288KB
Reserve Bank of Australia Bulletin March Quarter 2012
https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312-5.pdf

Liquidity

16 Dec 2014 Speech
Guy Debelle
Speech by Guy Debelle at the 27th Australasian Finance and Banking Conference, Sydney
https://www.rba.gov.au/speeches/2014/sp-ag-161214.html

The Usual Transmission – Monetary Policy and Financial Conditions

13 Aug 2019 Speech
Christopher Kent
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

Online Appendix: Explaining Monetary Spillovers: The Matrix Reloaded

8 Apr 2019 RDP PDF 378KB
RDP 2019-03 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-03/rdp-2019-03-online-appendix.pdf

Unconventional Monetary Policy: Some Lessons From Overseas

26 Nov 2019 Speech
Philip Lowe
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