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
Extracting Information from Financial Market Instruments
10 Mar 2012
Bulletin
– March 2012
Graph 1. OIS contracts trade for relatively short terms, generally of less than one year. ... The use of the OIS market to gauge cash rate expectations does, however, present some challenges.
https://www.rba.gov.au/publications/bulletin/2012/mar/6.html
The Domestic Market for Short-term Debt Securities
10 Sep 2011
Bulletin
– September 2011
Others may use OIS to speculate on the near-term direction of the cash rate. ... Subsequently, OIS rates have declined, suggesting that market participants expect a near-term easing in monetary policy.
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html
Abbreviations
28 Sep 2022
PSB Annual Report
– 2022
NPPA. NPP Australia Limited. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2022/abbreviations.html
Abbreviations
21 Oct 2021
PSB Annual Report
– 2021
NPPA. NPP Australia Limited. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2021/abbreviations.html
The Australian Money Market in a Global Crisis
10 Jun 2009
Bulletin
– June 2009
Dependent variable:. ΔBB–OIS day. Model:. 1. 2. 3. 4. Coeff. t-stat. ... continued). Dependent variable:. ΔBB–OIS day. Model:. 9. 10. 11. Coeff. t-stat.
https://www.rba.gov.au/publications/bulletin/2009/jun/2.html
The Impact of the Capital Market Turbulence on Banks' Funding Costs
10 Jun 2009
Bulletin
– June 2009
bills and 90-day OIS remaining stable at around 10 basis points (Graph 2). ... But the increase in risk aversion since the onset of the capital market turbulence has caused bank bill rates to rise well above OIS rates.
https://www.rba.gov.au/publications/bulletin/2009/jun/1.html
Abbreviations
15 Oct 2020
PSB Annual Report
– 2020
NZD. New Zealand Dollar. OG. Oversight Group. OIS. Overnight index swaps.
https://www.rba.gov.au/publications/annual-reports/psb/2020/abbreviations.html
Abbreviations
17 Oct 2019
PSB Annual Report
– 2019
OG. Oversight Group. OIS. Overnight index swaps. OTC. Over-the-counter. PEXA. Property Exchange Australia Limited.
https://www.rba.gov.au/publications/annual-reports/psb/2019/abbreviations.html
Banks' Funding Costs and Lending Rates
10 Mar 2012
Bulletin
– March 2012
of short-term debt relative to the expected cash rate as measured by the bank bill to OIS spread over the same period (Graph 7). ... There is a very small amount of credit risk in overnight index swap (OIS) rates.
https://www.rba.gov.au/publications/bulletin/2012/mar/5.html
Overnight Indexed Swap Rates
10 Jun 2002
Bulletin
– June 2002
Table 1: OIS Forecasting Errors. Basis points. Mean. Standard. deviation. One month.
https://www.rba.gov.au/publications/bulletin/2002/jun/3.html