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
Interest Rate Benchmark Reform
15 May 2018
Speech
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
Domestic Financial Conditions
4 Aug 2023
SMP
– August 2023
Domestic Financial Conditions | Statement on Monetary Policy – August 2023
https://www.rba.gov.au/publications/smp/2023/aug/domestic-financial-conditions.html
Liquidity
16 Dec 2014
Speech
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 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
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
Unconventional Monetary Policy: Some Lessons From Overseas
26 Nov 2019
Speech
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
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
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
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