Search: derivative
RBA Glossary definition for derivative
derivative – A financial contract whose value is based on, or derived from, another financial instrument (such as a bond or share) or a market index (such as the Share Price Index). Examples of derivatives include futures, forwards, swaps and options.
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Developments in Foreign Exchange and Over-the-counter Derivatives Markets
16 Mar 2023
Bulletin
– March 2023
This article discusses the key results from the 2022 Triennial Central Bank Survey of Foreign Exchange and Over-the-counter Derivatives Markets.
https://www.rba.gov.au/publications/bulletin/2023/mar/developments-in-foreign-exchange-and-over-the-counter-derivatives-markets.html
Description for Figure 1 in article: Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey
10 Dec 2012
Bulletin
– December 2012
Bulletin – December 2012 Description for Figure 1 in article: Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey.
https://www.rba.gov.au/publications/bulletin/2012/dec/d-article-5-figure-1.html
Foreign Currency Exposure and Hedging in Australia
7 Dec 2017
Bulletin
– December 2017
The latest Survey of Foreign Currency Exposure confirms that Australian entities' financial positions are well protected against a depreciation of the Australian dollar. Consistent with previous surveys, the net foreign currency exposures of the
https://www.rba.gov.au/publications/bulletin/2017/dec/8.html
An Update on Global Foreign Exchange Turnover
10 Aug 2009
Bulletin
– August 2009
Graph 2. For foreign exchange swaps and over-the-counter derivatives – cross-currency interest rate swaps and options – turnover declined by 17 per cent over the six months to October 2008 ... Graph 3. The decline in turnover of spot and forwards
https://www.rba.gov.au/publications/bulletin/2009/aug/2.html
Central Counterparty Loss Allocation and Transmission of Financial Stress
18 Mar 2015
RDP
2015-02
Among the reforms to over-the-counter (OTC) derivative markets since the global financial crisis is a commitment to collateralise counterparty exposures and to clear standardised contracts via central counterparties (CCPs). ... First, rather than using
https://www.rba.gov.au/publications/rdp/2015/2015-02.html
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Regulatory Developments in Financial Market Infrastructures
2 Oct 2013
PSB Annual Report
– 2013
ASIC Derivative Transaction Rules (Reporting) 2013. Available at <http://www.comlaw.gov.au/Details/F2013L01345>. ... ASIC Derivative Trade Repository Rules 2013. Available at <http://www.comlaw.gov.au/Details/F2013L01344>.
https://www.rba.gov.au/publications/annual-reports/psb/2013/reg-dev-fin-mrkt-infra.html
Adoption of Emerging Digital General-purpose Technologies: Determinants and Effects
21 Dec 2023
RDP
2023-10
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2023/2023-10/read-me.html
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
22 Dec 2023
RDP
2023-09
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2023/2023-09/read-me.html
5.5 Abbreviations
19 Oct 2023
RBA Annual Report
– 2023
International Swaps and Derivatives Association. ISO. International Organization for Standardisation. IT.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.html
March | 2023
16 Mar 2023
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/mar/