Search: Bps

Sort by: Date Relevance
110 of 25 search results for 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.

Search Results

References

11 Apr 2024 RDP 2024-02
Zan Fairweather, Denzil Fiebig, Adam Gorajek, Rochelle Guttmann, June Ma and Jack Mulqueeney
Wooldridge, M DeBell, C Donovan, M Konopka and N Scherer (2017), ‘Putting a Value on Injuries to Natural Assets: The BP Oil Spill’, Science, 356(6335), pp 253–254.
https://www.rba.gov.au/publications/rdp/2024/2024-02/references.html
See 1 more results from "RDP 2024-02"

Event Study of Announcement Effects

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
4 bps. 28 September 2020. Market economist report calling for further policy easing. ... Speech by Governor Lowe. 7 bps. 26 October 2020. Newspaper article (‘RBA to buy bonds’).
https://www.rba.gov.au/publications/rdp/2022/2022-02/event-study-of-announcement-effects.html
See 2 more results from "RDP 2022-02"

Macroprudential Limits on Mortgage Products: The Australian Experience

26 Jul 2021 RDP 2021-07
Nicholas Garvin, Alex Kearney and Corrine Rosé
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
See 2 more results from "RDP 2021-07"

Appendix C: Robustness Checks – Multinomial Logit Models

22 Jul 2020 RDP 2020-03
Michelle Bergmann
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
See 3 more results from "RDP 2020-03"

MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

1 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
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

Data

23 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
Table 2: Summary Statistics of Monetary Policy Shocks. Mean (bps). Standard deviation (bps).
https://www.rba.gov.au/publications/rdp/2019/2019-03/data.html
See 1 more results from "RDP 2019-03"

The Australian Repo Market Microstructure

15 Aug 2018 RDP 2018-09
Nicholas Garvin
Equation (2). Equation (3). Repo rate (bps). 0.078. (0.38). 0.060. (0.08).
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-australian-repo-market-microstructure.html
See 1 more results from "RDP 2018-09"

Quantifying the Aggregate Cash Flow Channel

23 Dec 2016 RDP 2016-12
Gianni La Cava, Helen Hughson and Greg Kaplan
194,600. 39,600. 185,100. 4,500. Interest rate change (bps). (Δr). 100. 100.
https://www.rba.gov.au/publications/rdp/2016/2016-12/quantifying-the-aggregate-cash-flow-channel.html
See 1 more results from "RDP 2016-12"

References

11 Sep 2015 RDP 2015-03
Tai Lam and Crystal Ossolinski
Kling CL, DJ Phaneuf and J Zhao (2012), ‘From Exxon to BP: Has Some Number Become Better than No Number?’,.
https://www.rba.gov.au/publications/rdp/2015/2015-03/references.html
See 3 more results from "RDP 2015-03"

A Simple Variant of the Solution Algorithm

31 Dec 2013 RDP 2013-11
Mariano Kulish and Adrian Pagan
where Z. t. = z. t. Pz. t. 1. , S = (I BP). ... 1. B, Q = (I BP). 1. T and P is chosen such that (ABP.
https://www.rba.gov.au/publications/rdp/2013/2013-11/simple-variant-solution-algorithm.html