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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OTC Derivatives Reform: Netting and Networks
19 Dec 2013
Conferences
PDF
488KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/heath-kelly-manning.pdf
Expectations and the Neutrality of Interest Rates
27 Nov 2023
Conferences
PDF
477KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-cochrane.pdf
2023 Conference – Biographies of Presenters
30 Nov 2023
Conferences
PDF
232KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-biographies.pdf
Regulating the New Financial Markets
7 Dec 2006
Conferences
PDF
80KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/dale.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
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
Box C: Foreign Currency Exposure and Hedging in Australia
10 Feb 2010
SMP
– February 2010
The majority of the liabilities that are denominated in foreign currency are hedged using derivative instruments, leaving only a small unhedged liability exposure. ... to hold nearly half this amount again in Australian dollar exposure through the
https://www.rba.gov.au/publications/smp/2010/feb/box-c.html
Box B: Iron Ore Pricing
10 Aug 2012
SMP
– August 2012
past. The increasing use of shorter-term price contracts has also encouraged more activity and liquidity in iron ore derivative markets as firms increase their use of hedging instruments. ... One example is over-the-counter iron ore swap contracts, which
https://www.rba.gov.au/publications/smp/2012/aug/box-b.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
Domestic Financial Conditions
20 Nov 2023
SMP
- November 2023
PDF
2300KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/03-domestic-financial-conditions.pdf