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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Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting
1 Dec 1994
RDP
9409
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1994/9409.html
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The Transition to Central Clearing of OTC Derivatives in Australia
22 Oct 2015
Speech
Speech by Malcolm Edey, Assistant Governor (Financial System), at the International Swaps and Derivatives Association's (ISDA) 2015 Annual Australia Conference, Sydney
https://www.rba.gov.au/speeches/2015/sp-ag-2015-10-22.html
All Speeches
4 Mar 2024
Speeches by senior staff of the Reserve Bank
https://www.rba.gov.au/speeches/list.html
The Challenge of Central Clearing in OTC Derivatives Markets
20 Oct 2011
Speech
The Challenge of Central Clearing in OTC Derivatives Markets
https://www.rba.gov.au/speeches/2011/sp-ag-201011.html
OTC Derivatives Regulation
18 Oct 2012
Speech
Keynote Address by Malcolm Edey to the International Swaps and Derivatives Association (ISDA) Conference
https://www.rba.gov.au/speeches/2012/sp-ag-181012.html
Background
22 Nov 2016
RDP
2016-07
Second, before participants can enter into OTC derivatives contracts, they must negotiate extensive documentation. ... The three OTC derivatives CCPs licensed in Australia all meet the ‘cover two’ standard.
https://www.rba.gov.au/publications/rdp/2016/2016-07/background.html
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Speeches – 2023
31 Dec 2023
Speeches by senior staff of the Reserve Bank
https://www.rba.gov.au/speeches/2023/
Liquidity in Australian Fixed Income Markets
21 Jun 2016
Speech
Address to the 4th Australian Regulatory Summit, Sydney
https://www.rba.gov.au/speeches/2016/sp-ag-2016-06-21.html
Discussion on OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
But, to the extent that they are entering derivative contracts they are de facto levered. ... Second, how well does the model generalise to the case of many derivatives rather than just two as assumed?
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning-disc.html