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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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The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases

19 May 2022 RDP PDF 1938KB
10. 0. 10. bps. -20. -10. 0. 10. bps. Term to maturity – years. ... 5. 0. 5. bps. -10. -5. 0. 5. bps. Term to maturity – years.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf

Identifying Repo Market Microstructure from Securities Transactions Data

13 Aug 2018 RDP PDF 2622KB
Identifying Repo Market Microstructure from Securities Transactions Data. Nicholas Garvin. Research Discussion Paper. R D P 2018- 09. Figures in this publication were generated using Mathematica. The contents of this publication shall not be
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf

Results

31 Dec 2004 RDP 2004-02
Adam Creighton, Luke Gower and Anthony Richards
in spreads of around 4 basis points (bps), which is approximately what is observed in Figure 2. ... 2. 0.3. 0.1. 0.42. 0.62. Cumulative average spread change – bps.
https://www.rba.gov.au/publications/rdp/2004/2004-02/result.html
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Online Appendix: Explaining Monetary Spillovers: The Matrix Reloaded

8 Apr 2019 RDP PDF 378KB
RDP 2019-03 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-03/rdp-2019-03-online-appendix.pdf

The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data

8 Jun 2023 RDP PDF 1310KB
0.7. Smaller banks, normal rate environment. -10. 0. 10. bps. -10. ... 0. 10. bps. Marginal impact of being a larger bank(a). CA.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf

Trends in the Funding and Lending Behaviour of Australian Banks

2 Feb 2015 RDP PDF 1090KB
100. 200. -100. 0. 100. 200. Bps 6-month spreads to OIS Bps. ... 100. 0. 100. -100 0 100. Cash rate (Bps)1990–1992. 1998–2007 Post-2007.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-15.pdf

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

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
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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
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What Do Financial Market Data Tell Us About Monetary Policy Transparency?

2 Dec 2009 RDP PDF 516KB
100. -100. 0. 100. Bps Bps. Bps. Bps. Bps. Bps. Bps. ... Business days. Bps. Bps. Bps. Bps. Bps. US. 1-monthpaper. UK. Canada.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-05.pdf