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
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
of the 3-month OIS and the Premia shock in a given month.10. ... less OIS), the US commercial paper spread, the second principal component of the yield curve.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Review of the Yield Target
22 Mar 2023
PDF
1329KB
https://www.rba.gov.au/monetary-policy/reviews/yield-target/pdf/review-of-the-yield-target.pdf
Statement on Monetary Policy
12 Feb 2023
SMP
- February 2023
PDF
7754KB
https://www.rba.gov.au/publications/smp/2023/feb/pdf/statement-on-monetary-policy-2023-02.pdf
Domestic Financial Conditions
9 Feb 2023
SMP
- February 2023
PDF
2651KB
https://www.rba.gov.au/publications/smp/2023/feb/pdf/03-domestic-financial-conditions.pdf
RBAFOI-222327
7 Feb 2023
PDF
2702KB
documents for release
https://www.rba.gov.au/information/foi/disclosure-log/pdf/222327.pdf
Central Bank Frameworks: Evolution or Revolution?
4 Jan 2023
Conferences
PDF
7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted. Structural Vector Autoregressions. Matthew Read. Research Discussion Paper. R DP 2022- 09. Figures in this publication were generated using Mathematica. ISSN 1448-5109
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
RBAFOI-222320 - Documents for Release
22 Dec 2022
PDF
3854KB
interest rate impacts on various income/wealth quintiles
https://www.rba.gov.au/information/foi/disclosure-log/pdf/222320.pdf
Household and Business Finances in Australia
21 Nov 2022
FSR
- October 2022
PDF
1267KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/02-household-business-finances-in-australia.pdf
Financial Stability Review
21 Nov 2022
FSR
- October 2022
PDF
5119KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/financial-stability-review-2022-10.pdf