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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Change and Constancy in the Financial System: Implications for Financial Distress and Policy | Conference – 2007
20 Aug 2007
Conferences
Derivative products and various forms of structured finance are the primary examples (Figure 1). ... It has been reflected, in particular, in the exponential growth of credit derivatives, such as credit default swaps (CDSs) and varieties of
https://www.rba.gov.au/publications/confs/2007/borio.html
Financial Innovation: What Have We Learnt? | Conference – 2008
14 Jul 2008
Conferences
The outstanding value of commodity derivatives has risen from around US$400 billion in 1998 to US$9 trillion at the end of 2007. ... References. BIS (Bank for International Settlements) (2002), ‘Triennial Bank Survey – Foreign Exchange and
https://www.rba.gov.au/publications/confs/2008/jenkinson-penalver-vause.html
Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference – 2008
14 Jul 2008
Conferences
For example, there is a growing need for liquidity owing to growth in international trading and transactions – notably, over-the-counter (OTC) derivatives can give rise to unexpected liquidity demands – and
https://www.rba.gov.au/publications/confs/2008/davis.html
Introduction | Conference – 1996
9 Jul 1996
Conferences
products and delivery systems: financial derivatives, ATMs, EFTPOS, securitised mortgages, telephone banking, to name just a few. ... Increasingly, however, systemic risk is seen as coming not only from traditional balance-sheet items but also from banks'
https://www.rba.gov.au/publications/confs/1996/intro-96.html
The Australian Financial System in the 1990s
24 Nov 2006
Conferences
PDF
101KB
RBA Conference Volume 2000
https://www.rba.gov.au/publications/confs/2000/pdf/gizycki-lowe.pdf
Tulips from Amsterdam | Conference – 2003
18 Aug 2003
Conferences
And one of the characteristics of derivatives is that few of the traders are ever interested in final delivery. ... And sometimes the taverns doubled as brothels, which would seem about the perfect ambience for an unregulated derivatives market.
https://www.rba.gov.au/publications/confs/2003/sykes.html
Policy Panel | Conference – 2013
19 Aug 2013
Conferences
The initial margin on non-standardised derivatives that are not centrally cleared will be much higher. ... If those non-standardised derivatives are made more expensive, we are yet to see what that means for things like asset swap markets and
https://www.rba.gov.au/publications/confs/2013/policy-panel-2013.html
The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
Second, more turnover occurs in the derivative markets than the physical markets, and the relative importance of the bond and interest rate derivatives market increased throughout the decade. ... Table 3: Financial Markets Activity. Year. Turnover $
https://www.rba.gov.au/publications/confs/2011/davis.html
Round-table/Wrap-up Discussion
27 Nov 2006
Conferences
PDF
109KB
RBA Conference Volume 2003
https://www.rba.gov.au/publications/confs/2003/pdf/round-table.pdf
Financial System Liquidity, Asset Prices and Monetary Policy | Conference – 2005
11 Jul 2005
Conferences
However, all this is about to change. The advent of deep markets in credit derivatives has removed the practical barriers to marking loans to market.
https://www.rba.gov.au/publications/confs/2005/shin.html