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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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Credit and Monetary Policy: An Australian SVAR

1 Sep 2005 RDP 2005-06
Leon Berkelmans
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2005/2005-06.html
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Cost-benefit Analysis of Leaning against the Wind

1 Jul 2019 RDP 2019-05
Trent Saunders and Peter Tulip
Table 1: Illustrative Example – Effect of a 100 Basis Point Increase in Interest Rates. ... This VAR implies that the 75 basis point increase in interest rates shown above would reduce the pace of growth of real credit by 0.9 percentage points after
https://www.rba.gov.au/publications/rdp/2019/2019-05/full.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

1 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
Prior to the financial crisis, foreign exchange swaps required a minimum spread of around 15 basis points to break even at the estimated debt-to-equity ratio at that time (point ... In 2018, the minimum spread required by banks to break even on foreign
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!

1 Apr 2023 RDP 2023-04
Jonathan Hambur
Table 1: Variation in Rates over Event Windows. By yield maturity, average absolute yield change, basis points. ... events. For example, Figures 1 and 2 show the yields, expected policy rates and premia just before and after the May 2016 monetary policy
https://www.rba.gov.au/publications/rdp/2023/2023-04/full.html
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Results

31 Dec 2005 RDP 2005-04
Tim Robinson and Andrew Stone
it is not until year 6 that it even reaches 25 basis points. ... By contrast, in the β = 1.0 economy, the corresponding ‘ZLB effect’ is still negligible in year 4, and only reaches 26 basis points in year 6.
https://www.rba.gov.au/publications/rdp/2005/2005-04/results.html
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Consumer Payment Behaviour in Australia: Evidence from the 2019 Consumer Payments Survey

14 Sep 2020 RDP 2020-06
James Caddy, Luc Delaney and Chay Fisher
Via ATM. 100. 100. 80. 100. 100. Via cash out at point of sale. ... When measured as a percentage of the transaction value, the median surcharge was 1.5 per cent, which was 50 basis points higher than three years earlier, although in value terms,
https://www.rba.gov.au/publications/rdp/2020/2020-06/full.html
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Appendix A: Data Details

12 Sep 2014 RDP 2014-06
Ryan Fox and Peter Tulip
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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Data and Variables

1 Jul 2021 RDP 2021-07
Nicholas Garvin, Alex Kearney and Corrine Rosé
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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Data

1 Aug 2021 RDP 2021-09
James Bishop and Emma Greenland
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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Identification and Inference under Narrative Restrictions

20 Oct 2023 RDP PDF 1128KB
Section 4.1 considers whether NRare point or set identifying in a frequentist sense. ... Q) is point identifiedif the projection of Q onto its jth column vector is a singleton.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf