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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Notes to and Forming Part of the Financial Statements
19 Oct 2023
RBA Annual Report
– October 2023
Reserve Bank of Australia Annual Report – 2023 Financial Statements Notes to and Forming Part of the Financial Statements. Reserve Bank of Australia and Controlled Entity. Note 1 – Accounting Policies. The RBA reports its consolidated financial
https://www.rba.gov.au/publications/annual-reports/rba/2023/financial-statements/notes.html
References | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
FSB (Financial Stability Board) (2010), ‘Implementing OTC Derivatives Market Reforms’, October, available at: <http://www.financialstabilityboard.org/publications/r_101025.pdf>. ... FSB (2011a), ‘OTC Derivatives Market Reforms: Progress report on
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/references.html
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
Hedging Instruments
31 Dec 2006
RDP
2006-09
Futures and all other derivatives accounted for a negligible proportion of outstanding derivatives. ... The prevalence of forwards over other derivatives in currency hedging may reflect certain features.
https://www.rba.gov.au/publications/rdp/2006/2006-09/hedging-instruments.html
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Central Clearing of OTC Derivatives | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
Table 1: OTC Derivatives Covered by Collateral Agreements. Per cent of derivatives trades. ... At the same time, new clearing services for interest rate derivatives have emerged.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/central-clearing-otc-derivatives.html
3.3 Risk Management
19 Oct 2023
RBA Annual Report
– October 2023
Risk Management | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/risk-management.html
Appendix A: Derivations for Bivariate SVAR
11 Oct 2022
RDP
2022-04
λ. approaches zero from above, this derivative approaches. , which implies that the lower bound is extremely sensitive to small changes in. ... κ. , particularly for small values of. κ. ; the derivative of the lower bound tends to.
https://www.rba.gov.au/publications/rdp/2022/2022-04/appendix-a.html
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International Regulatory Developments
25 Oct 2010
PSB Annual Report
– 2010
CPSS and IOSCO have undertaken two pieces of work aimed at strengthening OTC derivatives markets. ... the OTC derivatives market through encouragement of industry participants rather than formal rule setting.
https://www.rba.gov.au/publications/annual-reports/psb/2010/int-reg-developments.html
2.2 Operations in Financial Markets
19 Oct 2023
RBA Annual Report
– October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html
Executive Summary | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
This rapidly evolving global landscape for central clearing makes it difficult to foresee how clearing of the Australian OTC derivatives market might evolve. ... Use of large offshore CCPs might allow for greater efficiencies while also facilitating the
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/executive-summary.html