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.
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Domestic Financial Conditions
5 May 2023
SMP
- May 2023
PDF
2572KB
https://www.rba.gov.au/publications/smp/2023/may/pdf/03-domestic-financial-conditions.pdf
Statement on Monetary Policy
5 May 2023
SMP
- May 2023
PDF
9302KB
https://www.rba.gov.au/publications/smp/2023/may/pdf/statement-on-monetary-policy-2023-05.pdf
Reading and Interpreting Charts | Education
4 May 2023
Listing of RBA educational resource material including: About the Reserve Bank of Australia; The Australian Economy; Role of the Reserve Bank; Financial System; Payments System; Currency Notes; Reserve Bank of Australia Museum; Using and
https://www.rba.gov.au/education/teacher-materials/modules-for-years-9-and-10/reading-and-interpreting-charts/
The Why, How and What of Forecasting
3 May 2023
Speech
Speech delivered by Marion Kohler, Head of Economic Analysis Department, to CEDA, Perth
https://www.rba.gov.au/speeches/2023/sp-so-2023-05-03.html
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
of the 3-month OIS and the Premia shock in a given month.10. ... less OIS), the US commercial paper spread, the second principal component of the yield curve.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Review of the Yield Target
22 Mar 2023
In March 2020, the Reserve Bank Board introduced a target for the yield on the three-year Australian Government bond which was discontinued in November 2021. This review examines the experience with the yield target and draws lessons from this
https://www.rba.gov.au/monetary-policy/reviews/yield-target/index.html
Review of the Yield Target
22 Mar 2023
PDF
1329KB
https://www.rba.gov.au/monetary-policy/reviews/yield-target/pdf/review-of-the-yield-target.pdf
Review of the Bond Purchase Program
9 Mar 2023
Given that the spread of 10-year AGS yields to overnight indexed swap (OIS) rates fell by a similar amount, it is likely the decline in 10-year AGS yields was ... By contrast, falls in the spread of shorter dated AGS yields to OIS rates out to about five
https://www.rba.gov.au/monetary-policy/reviews/bond-purchase-program/index.html
List of tables | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
Domestic banks. Overseas banks. IR/CCS. 35. 49. OIS/FRA. 48. 56. Foreign exchange. ... Domestic banks. Overseas banks. IR/CCS. 7. 68. OIS/FRA. 0. 60. Foreign exchange.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/tables.html