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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Read me file
25 Oct 2022
RDP
2022-05
If you make use of any of these files you should clearly attribute the author in any derivative work.
https://www.rba.gov.au/publications/rdp/2022/2022-05/read-me.html
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
OIS are a bilaterally traded, or over-the-counter (OTC), derivative in which one party agrees to pay the other party a fixed interest rate in exchange for receiving the average
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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Capital Flows, Hedge Funds and Market Failure: A Hong Kong Perspective | Conference – 1999
9 Aug 1999
Conferences
supervision. Forex derivatives have undeniably helped investors to unbundle and repackage their risks. ... LTCM held very large positions in both the cash and OTC derivatives markets, which were financed mainly by credit lines provided by commercial banks
https://www.rba.gov.au/publications/confs/1999/yam.html
Discussion on Regulating the New Financial Markets | Conference – 1996
9 Jul 1996
Conferences
Having banks involved in derivatives or securities trading is not, of itself, anything special. ... On the first point, derivatives, in some senses, can be less opaque than traditional credit exposures.
https://www.rba.gov.au/publications/confs/1996/sherwin-disc.html
What Is Driving Participation and Diversity Trends in Economics? A Survey of High School Students
29 Jun 2021
RDP
2021-06
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/2021/2021-06/read-me.html
Appendix A: The Affine Term Structure Model
27 Feb 2018
RDP
2018-02
N(0,I. N. ). Now denote the Raydon-Nikodym derivative, which converts the risk-neutral measure to the real-world measure, by ξ. ... for λ. 0. a vector and λ. 1. a matrix, and that the Raydon-Nikodym derivative linking the real-world and risk-neutral
https://www.rba.gov.au/publications/rdp/2018/2018-02/appendix-a.html
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Appendix B: Estimator Accuracy
14 Feb 2018
RDP
2018-01
T. x, then for a given core size the derivative of the error sum with respect to x is:. ... Since d. C. > d. O. > d. P. (Assumption 3), the above derivative is greater than zero.
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-b.html
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Appendix B: Proofs
9 Oct 2019
RDP
2019-10
b. In such cases the generalised derivatives of. Π. i. with respect to s. ... b. i. is unique and Lipschitz continuous. Further, discontinuities in the derivatives of g.
https://www.rba.gov.au/publications/rdp/2019/2019-10/appendix-b.html
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Data
23 Apr 2019
RDP
2019-03
OIS contracts are OTC derivatives contracts allowing investors to hedge against (or speculate on) movements of the average level of the overnight rate over the maturity of the contract.
https://www.rba.gov.au/publications/rdp/2019/2019-03/data.html
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Appendix B: Discussion of the Firms' Resource Problem
31 Dec 2013
RDP
2013-14
that the derivative of the marginal cost of exploration is increasing in the level of exploration,. ; ... and that this same derivative is sufficiently large that it outweighs any reduction in the marginal costs of exploration that could be associated
https://www.rba.gov.au/publications/rdp/2013/2013-14/appendix-b.html
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