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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Payments System Board Annual Report 2013 - Liaison Activity
22 Oct 2013
PSB Annual Report
2013
PDF
430KB
https://www.rba.gov.au/publications/annual-reports/psb/2013/pdf/liaison-act.pdf
5.4 Focus Topic: Interest Rate Risk
9 Oct 2023
FSR
- October 2023
PDF
276KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/08-focus-topic-interest-rate-risk.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
in-the-money trading derivatives and derivatives recognised for hedging (less. the value of netting arrangements), available for sale securities, held to.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Payments System Board Annual Report 2011 - Liaison Activity
20 Sep 2011
PSB Annual Report
2011
PDF
443KB
https://www.rba.gov.au/publications/annual-reports/psb/2011/pdf/liaison-act.pdf
Developments in Foreign Exchange and OTC Derivatives Markets
18 Dec 2013
Bulletin
PDF
477KB
Reserve Bank of Australia Bulletin December 2013
https://www.rba.gov.au/publications/bulletin/2013/dec/pdf/bu-1213-7.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
the-counter derivative contracts provide an effective hedge against underlying risk. However, the. ... central clearing requirements for certain interest rate derivatives (APRA, ASIC and RBA 2015;.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
Biographies of Contributors
23 Oct 2008
Conferences
PDF
97KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/bios-2008.pdf
Reserve Bank of Australia Annual Report 2023
1 May 2024
RBA Annual Report
- 2023
PDF
304KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/risk-management.pdf
Bulletin
17 Apr 2024
Bulletin
- April 2024
PDF
7253KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/bulletin-2024-04.pdf
Payments System Board Annual Report 2010 - International Regulatory Developments
25 Oct 2010
PSB Annual Report
2010
PDF
215KB
https://www.rba.gov.au/publications/annual-reports/psb/2010/pdf/int-reg-dev.pdf