Search: basis point
RBA Glossary definition for basis point
basis point – A basis point is 1/100th of 1 per cent or 0.01 per cent, so 100 basis points (bps) is equal to 1 percentage point. The term is used in money and securities markets to define differences in interest or yield. If an interest rate were to increase from 2 per cent to 3 per cent, it is said to have risen by 100 basis points (bps) or one percentage point.
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Data
1 Aug 2021
RDP
2021-09
Each unemployment rate ‘bin’ is 10 basis points wide (e.g. all unemployment rates 5 per cent but <5.1 per cent constitute a single bin), and for each of these ... Notes: Grouped to nearest 0.1 percentage point by unemployment rate; the size of each
https://www.rba.gov.au/publications/rdp/2021/2021-09/data.html
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Data and Variables
1 Jul 2021
RDP
2021-07
t. m. measures bank b ′s advertised mortgage rate at the end of quarter t, minus the cash rate, in percentage points. ... In the first half of 2015, the cash rate is cut twice – by 25 basis points in both February and May – but it remained constant
https://www.rba.gov.au/publications/rdp/2021/2021-07/data-and-variables.html
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The Rise in Household Liquidity
10 Nov 2021
RDP
2021-10
But the annual surveys are snapshots at a single point in time (usually the date of the interview) that will not necessarily correspond to the end of the pay period. ... fixed or part-time basis) and the industry of work. From this regression model the
https://www.rba.gov.au/publications/rdp/2021/2021-10/full.html
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Appendix A: Data Details
12 Sep 2014
RDP
2014-06
From 2004 to 2014 this difference averaged 126 basis points. That sample is short, however, term premiums measured using closely related interest rates over longer time periods are similar. ... From 1995 through to the present, we use the 10-year fixed
https://www.rba.gov.au/publications/rdp/2014/2014-06/appendix-a.html
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BA-MARTIN in Detail
18 Jan 2022
RDP
2022-01
debt funding costs by 10 basis points; we calibrate our model to match this estimate. ... The cash rate is held constant following the initial policy response to the shock (125 basis points, as in the stress testing exercise).
https://www.rba.gov.au/publications/rdp/2022/2022-01/ba-martin-in-detail.html
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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
At the November 2020 monetary policy decision, the cut-off rate was set to 10 basis points. ... For example, if the repo spread was narrow and stable, a 2.5 basis point increase from 5 basis points to 7.5 basis points would be regarded as a significant
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach
1 Feb 2017
RDP
2017-01
Table 1A shows differences in timing and frequency of publication, horizon, and reporting basis. ... as are GDP growth and CPI inflation when reported on a calendar year-over-year basis.
https://www.rba.gov.au/publications/rdp/2017/2017-01/full.html
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Identification and Inference under Narrative Restrictions
26 Oct 2023
RDP
2023-07
θ. ,. ϕ. ,. y. k. ). 0. ). , which truncates the likelihood, with the truncation points depending on y. ... Section 4.1 considers whether NR are point or set identifying in a frequentist sense.
https://www.rba.gov.au/publications/rdp/2023/2023-07/full.html
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DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
Our starting point is the model in Rees, Smith and Hall ((2016); henceforth RSH). ... function is removed, but the same calibration is used, the housing share of the capital stock falls by around 10 percentage points.
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
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Traded-Debt Securities
1 Dec 1994
RDP
9408
Underlying the risk-weighting process is an assumed yield curve shift ranging from 100 basis points at the short end to 60 basis points at the long end. ... This represents the product of the duration weight of 0.7 and the assumed change in yield of 100
https://www.rba.gov.au/publications/rdp/1994/9408/traded-deb-securities.html
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