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
Domestic Financial Conditions
5 May 2023
SMP
– May 2023
Domestic Financial Conditions | Statement on Monetary Policy – May 2023
https://www.rba.gov.au/publications/smp/2023/may/domestic-financial-conditions.html
Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
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
2019 BIS Triennial Survey Results ' Australia
17 Sep 2019
Media Releases
The 2019 survey distinguished for the first time between overnight index swaps (OIS) and other interest rate swaps. ... d) 2019 survey distinguished for the first time between overnight index swaps (OIS) and other interest rate swaps.
https://www.rba.gov.au/media-releases/2019/mr-19-25-tables.html
Monetary Policy in 2020
24 Nov 2020
Speech
Speech delivered by Guy Debelle, Deputy Governor, Australian Business Economists, Virtual
https://www.rba.gov.au/speeches/2020/sp-dg-2020-11-24.html
The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018
12 Apr 2018
Conferences
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
Recent Developments in Banks' Funding Costs and Lending Rates
10 Mar 2010
Bulletin
– March 2010
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
List of graphs
10 Aug 2013
SMP
– August 2013
Graph 4.2: Yields of 3-month Bank Bills and OIS.
https://www.rba.gov.au/publications/smp/2013/aug/graphs.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
Abbreviations
24 Oct 2016
PSB Annual Report
– 2016
SWIFT Oversight Group. OIS. Overnight Index Swaps. OTC. Over-the-counter. PAN. Primary Account Number.
https://www.rba.gov.au/publications/annual-reports/psb/2016/abbreviations.html
Committed Liquidity Facility
16 Sep 2022
Spread over cash’ in this context means the spread over an overnight indexed swap (OIS) rate for that term to maturity. ... As OIS are referenced to the cash rate, these spreads abstract from any expectation of a change in the cash rate that has been
https://www.rba.gov.au/mkt-operations/committed-liquidity-facility.html