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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Model Framework
20 Sep 2022
RDP
2022-03
The data underlying the model is a subset of what is reported to APRA by banks on a monthly or quarterly basis. ... Footnotes. Our calibration results in wholesale funding spreads rising by 80 basis points for every percentage point of reduction in
https://www.rba.gov.au/publications/rdp/2022/2022-03/model-framework.html
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The Term Funding Facility: Has It Encouraged Business Lending?
13 Dec 2022
RDP
2022-07
of around 25 basis points; an increase in the amount and term of repo operations; and the TFF. ... time. Through 2020 and 2021, this difference fell to 1 basis point on average, but ranged between 14 basis points above and 40 basis points below senior
https://www.rba.gov.au/publications/rdp/2022/2022-07/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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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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The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
would cause only 20 basis points of any subsequent 25 basis point reduction to be passed through. ... point reduction in loss provisioning (compared with 7 basis points in Australia).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
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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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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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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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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The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey
21 Nov 2023
RDP
PDF
2354KB
metropolitan areas, the greater distance to the ‘next closest’ access point in regional/remote. ... increased by 24 percentage points between 2019 and 2022, to 48 per cent.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-08.pdf