Search: OIS

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31–40 of 140 search results for 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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The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018

12 Apr 2018 Conferences
Anthony Brassil, Jon Cheshire and Joseph Muscatello
for foreign currency debt we use BBSW rate plus the cross-currency basis) and maturity-matched OIS rates. ... converted into spreads to OIS); these securities are plausible substitutes for many of these institutions.
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello.html

List of graphs

10 May 2013 SMP – May 2013
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2013/may/graphs.html

Recent Developments in Banks' Funding Costs and Lending Rates

10 Mar 2010 Bulletin – March 2010
Anna Brown, Michael Davies, Daniel Fabbro and Tegan Hanrick
bills and 3-month OIS remaining stable at around 10 basis points (Graph 5). ... The onset of the global financial crisis saw bank bill rates rise well above OIS rates, with the spread peaking at about 100 basis points in October 2008.
https://www.rba.gov.au/publications/bulletin/2010/mar/6.html

Discussion on Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008

14 Jul 2008 Conferences
While liquidity problems appear to have been stemmed somewhat with the help of these new facilities, a number of participants pointed out that LIBOR/OIS spreads were still usually high, which
https://www.rba.gov.au/publications/confs/2008/hilton-disc.html

List of graphs

10 Aug 2014 SMP – August 2014
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2014/aug/graphs.html

Developments in the Australian Repo Market

15 Sep 2016 Bulletin – September 2016
Chris Becker, Ashley Fang and Jin Cong Wang
The market for repurchase agreements (repos) – where cash is borrowed and lent using securities as collateral – plays an important role in the implementation of monetary policy and as a source of finance for the bond market. The Reserve Bank has
https://www.rba.gov.au/publications/bulletin/2016/sep/5.html

List of graphs

10 Feb 2013 SMP – February 2013
Graph 4.2: Spread of 3-month Bank Bills to OIS.
https://www.rba.gov.au/publications/smp/2013/feb/graphs.html

The Effects of Funding Costs and Risk on Banks' Lending Rates

10 Mar 2011 Bulletin – March 2011
Daniel Fabbro and Mark Hack
Prior to mid 2007, bank bill rates closely tracked the market's expectation for the cash rate with the spread between 3-month bank bills and overnight indexed swaps (OIS) around ... While the onset of the global financial crisis saw bank bill rates rise
https://www.rba.gov.au/publications/bulletin/2011/mar/6.html

4 August 2009 | Minutes of the Monetary Policy Meeting of the Board

18 Aug 2009 Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 4 August 2009
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2009/04082009.html

List of graphs

10 Aug 2009 SMP – August 2009
Graph 55: Bank Bill Spread to OIS.
https://www.rba.gov.au/publications/smp/2009/aug/graphs.html