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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Statement on Monetary Policy
6 Dec 2023
SMP
- August 2023
PDF
9542KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/statement-on-monetary-policy-2023-08.pdf
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
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
Online Appendix: Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
378KB
RDP 2019-03 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-03/rdp-2019-03-online-appendix.pdf
List of graphs
10 Nov 2007
SMP
– November 2007
Graph 18: LIBOR Spread to OIS. ... Graph 56: Short-term Spreads – 3-month Bills to OIS.
https://www.rba.gov.au/publications/smp/2007/nov/graphs.html
The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
There was also a jump in CDS spreads in July 2008 that was not echoed in LIBOR-OIS markets. ... During this phase, the LIBOR-OIS spread rose to close to 100 basis points in the US interbank market and even higher in the UK market.
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html
Domestic Financial Conditions
10 Feb 2020
SMP
- August 2018
PDF
2043KB
https://www.rba.gov.au/publications/smp/2018/aug/pdf/03-domestic-financial-conditions.pdf
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
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
The Usual Transmission – Monetary Policy and Financial Conditions
13 Aug 2019
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to Finance & Treasury Association, Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-08-13.html