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RBA Glossary definition for interbank overnight rate

interbank overnight rate – The interbank overnight rate (also known as the cash rate) is the interest rate which banks pay or charge to borrow funds from or lend funds to other banks on an overnight unsecured basis. The Reserve Bank of Australia uses this rate as an operational target for the implementation of monetary policy. The Reserve Bank of Australia calculates and publishes this rate each day on the basis of data collected directly from banks. The interbank overnight rate has been published by the Reserve Bank of Australia since June 1998.

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Appendix B: Detailed Assessment of the Reserve Bank Information and Transfer System | 2019 Assessment of the Reserve Bank Information and…

9 Mar 2023
Eligible members can also source liquidity by participating in the Bank's daily OMOs, which are aimed at providing sufficient liquidity in the overnight interbank market so as to maintain the ... For ADI-issued securities with a residual maturity greater
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2019/appendix-b.html

List of tables | 2011/12 Assessment of Clearing and Settlement Facilities in Australia

9 Mar 2023
2011/12 compliance report for clearing and settlement facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2011-2012/tables.html

3. Assessment of LCH.Clearnet Limited against the Financial Stability Standards | 2013/14 Assessment of LCH.Clearnet Limited's SwapClear…

9 Mar 2023
SwapClear clears six types of IRD product: interest rate swaps, zero-coupon swaps, basis swaps, forward rate agreements, overnight index swaps and variable notional swaps. ... These products are a larger proportion of the stock than the flow because they
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2014/assessment.html

Material Developments | Assessment of LCH Limited's SwapClear Service-December 2019

9 Mar 2023
CORRA and TONA both reflect the cost of overnight funding and are used as reference rates for overnight index swap (OIS). ... There has been significant international work over the past few years to progress the reform of the reference rate regime based
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/material-developments.html

Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2021

9 Mar 2023
LIBOR. London Interbank Offered Rate. OIS. Overnight index swaps. OTC. Over-the-counter. ... PPS. Protected Payments System. SOFR. Secured Overnight Financing Rate. SORA. Singapore Overnight Rate Average.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/abbreviations.html

Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2020

9 Mar 2023
LCH Group Holdings Limited. LCH Ltd. LCH Limited. LIBOR. London Interbank Offered Rate. ... SORA. Singapore Overnight Rate Average. STLOIM. Stress test losses over initial margin.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/abbreviations.html

Attachment 1 | 2007/08 Assessment

9 Mar 2023
Interbank settlement of these payments occurs between participants' appointed bankers across ES accounts at the Reserve Bank. ... Any interbank transactions arising from these settlements are settled across ES accounts held with the Reserve Bank.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2007-2008/attachment1.html

Australian OTC Derivatives Market Activity | Report on the Australian OTC Derivatives Market – October 2012

9 Mar 2023
Dealers are also active in shorter term contracts, such as overnight indexed swaps (OIS) and forward rate agreements (FRAs). ... AFMA data indicate that around 75 per cent of trading activity in Australian dollar-denominated single-currency interest rate
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/australian-otc-derivatives-market-activity.html

Abbreviations | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
ALR. additional liquidity requirement. AMO. Approved Market Operator. AONIA. Australian overnight index average. ... IRD. interest rate derivatives. KRI. key risk indicators. KYC. know-your-customer. MoU.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/abbreviations.html

Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2019

9 Mar 2023
IBOR. Interbank offered rate. ICS. Internal credit score. IOSCO. International Organization of Securities Commissions. ... OIS. Overnight index swap. OTC. Over-the-counter. PAIRS. Portfolio Approach to Interest Rate Scenarios.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/abbreviations.html