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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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The Economics of Shadow Banking | Conference – 2013

19 Aug 2013 Conferences
Manmohan Singh
OTC derivatives move to CCPs. At the G20 meeting in Pittsburgh in 2009, it was decided that a critical mass of dealer banks' derivative-related risks would be moved to CCPs ... OTC derivatives markets straddle regulated systemically important financial
https://www.rba.gov.au/publications/confs/2013/singh.html

Regulating the New Financial Markets | Conference – 1996

9 Jul 1996 Conferences
Richard Dale
Management faces formidable difficulties in monitoring, controlling and verifying the risks incurred by derivatives dealers. ... Derivatives activity also presents financial markets with a new kind of transparency problem.
https://www.rba.gov.au/publications/confs/1996/dale.html

Explaining Global Market Turmoil: A Fresh Perspective on its Origins and Nature

7 Dec 2006 Conferences PDF 37KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/brock.pdf

Adoption of Emerging Digital General-purpose Technologies: Determinants and Effects

21 Dec 2023 RDP 2023-10
Kim Nguyen and Jonathan Hambur
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

Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data

15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
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/2024/2024-01/read-me.html

The Economics of Shadow Banking

6 Jan 2014 Conferences PDF 316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf

Capital Flows, Hedge Funds and Market Failure: A Hong Kong Perspective

7 Dec 2006 Conferences PDF 37KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/yam.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

Frequentist Coverage

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
ϕ. at. ϕ. =. ϕ. 0. with non-zero derivatives. Propositions B.1-B.3 provide primitive conditions for Assumption 3 to hold in the case where there are shock-sign restrictions.
https://www.rba.gov.au/publications/rdp/2023/2023-07/frequentist-coverage.html
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