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31–40 of 4,528 search results for 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.

Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

9 May 2024 RDP PDF 4625KB

2 basis points below the overnight indexed swap (OIS) rate (Figure 3).11 This relationship between. ... a 2.5 basis point increase from 5 basis points to 7.5 basis points would be regarded as a significant.

https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf

The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions

6 Oct 2022 RDP PDF 2224KB

100 basis point federal funds rate shock under different sets of identifying restrictions. ... Some. restrictions are very uninformative about the effects of a 100 basis point shock.

https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-04.pdf

Identifying Repo Market Microstructure from Securities Transactions Data

13 Aug 2018 RDP PDF 2622KB

50 basis points, and drift upward between 2006 and 2015. For maturities up to 14 days, rates are. ... in basis points with two decimal places, have any non-zero decimals (‘non-rounded rates’).

https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf

Macrofinancial Stress Testing on Australian Banks

13 Sep 2023 RDP PDF 1940KB

2 Our calibration results in wholesale funding spreads rising by 80 basis points for every percentage point of reduction. ... We feel this latter point is essential for modelling defaults on banks’ business lending portfolios,.

https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf