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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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Read me file for Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia

17 Mar 2023 RDP PDF 144KB
RDP 2023-03 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-03/rdp-2023-03-read-me.pdf

Read me file

25 Oct 2022 RDP 2022-05
Kim Nguyen
If you make use of any of these files you should clearly attribute the author in any derivative work.
https://www.rba.gov.au/publications/rdp/2022/2022-05/read-me.html

Limiting Foreign Exchange Exposure through Hedging: The Australian Experience

22 Aug 2006 RDP PDF 206KB
from trade. LiabilitiesAssets. Equity Debt Debt. Net balance sheet foreign exchangeexposure (before derivatives). ... Net trade foreign exchangeexposure (before derivatives). Foreign exchangederivatives. Net foreign exchangeexposure (after derivatives).
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-09.pdf

Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

24 May 2024 RDP 2024-03
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/2024/2024-03/read-me.html

Emergency Liquidity Injections

3 Oct 2019 RDP PDF 2093KB
The. characteristics of LS imply that M (LD) = 0 for all LD 0, M (l) < 1, and that the first derivative of.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf

Read me file for The Real Effects of Debt Covenants: Evidence from Australia

20 Oct 2022 RDP PDF 537KB
RDP 2022-05 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-05/rdp-2022-05-read-me.pdf

Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting

30 Nov 2009 RDP PDF 104KB
DEFAULT RISK AND DERIVATIVES: AN EMPIRICAL ANALYSIS OFBILATERAL NETTING. Marianne Gizycki and Brian Gray. ... It has to do with the method used to calculate the capital charge on anetted derivative portfolio.
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9409.pdf

Explaining Monetary Spillovers: The Matrix Reloaded

1 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
We also use aggregate measures of financial openness: debt assets, portfolio assets, FDI assets and financial derivative assets (and separately, the equivalent liability measures) as well as the Chinn-Ito measure
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html
See 3 more results from "RDP 2019-03"

Fear of Sudden Stops: Lessons from Australia and Chile

10 May 2004 RDP PDF 193KB
Rather, banks hedge theirnet foreign-currency liabilities using derivatives. This is an important point: asdiscussed in Section 4.2.3, Australia has a highly developed currency derivative. ... 24. Table 8: Explanators of Derivative TurnoverDependent
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-03.pdf

Results

31 Dec 2005 RDP 2005-04
Tim Robinson and Andrew Stone
Finally, it has the property that. when this derivative is evaluated at. ,
https://www.rba.gov.au/publications/rdp/2005/2005-04/results.html