Search: Bps
RBA Glossary definition for Bps
Bps – Basis points. A basis point is 1/100th of 1 per cent or 0.01 per cent. The term is used in money and securities markets to define differences in interest or yield.
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MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model
12 Jan 2022
RDP
PDF
1774KB
MARTIN Gets a Bank Account: Adding a Banking Sector to the. RBA’s Macroeconometric Model. Anthony Brassil, Mike Major and Peter Rickards. Research Discussion Paper. R DP 2022- 01. Figures in this publication were generated using Mathematica. ISSN
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf
Macroprudential Limits on Mortgage Products: The Australian Experience
4 Aug 2021
RDP
PDF
2345KB
Change in mortgage rate spread to cash rate (to quarter-end, bps).
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-07.pdf
Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
8.0. 45.6. 6.5. 34.4. 95.5. 10.4. 1.6. 16.1. 300.0. 919. Change in mortgage rate spread to cash rate (to quarter-end, bps). ... 40 to 50 bps.
https://www.rba.gov.au/publications/rdp/2021/2021-07/full.html
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
The Role of Collateral in Borrowing. Nicholas Garvin, David W Hughes and José-Luis Peydró. Research Discussion Paper. R D P 2021- 01. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Appendix C: Robustness Checks – Multinomial Logit Models
22 Jul 2020
RDP
2020-03
Lagged change in interest rates (bps; base = (2,2]). <25. 0.781.
https://www.rba.gov.au/publications/rdp/2020/2020-03/appendix-c.html
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The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
1853KB
The Determinants of Mortgage Defaults in Australia – Evidence for the. Double-trigger Hypothesis. Michelle Bergmann. Research Discussion Paper. R DP 2020 - 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online).
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
Aug 08 (0 bps). Unemployment. 2010200920082007 20113.0. 4.5. 6.0. 7.5. %. 3.0. 4.5. 6.0. 7.5. %. May 09. Feb 09 (–400 bps). ... 425 bps). 12. previously identified by BT would in fact be a mix of cash rate changes exogenous to the economic.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
20172015201320112009 2019-100. -75. -50. -25. 0. 25. 50. 75. bps. -100. ... ad–. bps. B. A. 2018Non-regulated entities. 0 20 40 60 80 1000.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Read me file for MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
22 Aug 2019
RDP
PDF
375KB
RDP 2019-07 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-07/rdp-2019-07-read-me.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
The code runs five scenarios:. s1 => A 100 bps increase in the cash rate sustained for four quarters. ... For example, the response of the cash rate (in bps) in scenario 1 is ncr_s1 – ncr_0.
https://www.rba.gov.au/publications/rdp/2019/2019-07/read-me.html