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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Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting
1 Dec 1994
RDP
9409
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1994/9409.html
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Box B: Central Clearing of Over-the-counter Credit Derivatives
10 Mar 2009
FSR
– March 2009
Financial Stability Review – March 2009 Box B: Central Clearing of Over-the-counter Credit Derivatives. ... In the past year a number of international regulatory and government groups have called for improvements to the operational infrastructure for
https://www.rba.gov.au/publications/fsr/2009/mar/box-b.html
Box B: Central Clearing of Over-the-counter Credit Derivatives
25 Mar 2009
FSR
- March 2009
PDF
99KB
https://www.rba.gov.au/publications/fsr/2009/mar/pdf/box-b.pdf
Background
22 Nov 2016
RDP
2016-07
Second, before participants can enter into OTC derivatives contracts, they must negotiate extensive documentation. ... The three OTC derivatives CCPs licensed in Australia all meet the ‘cover two’ standard.
https://www.rba.gov.au/publications/rdp/2016/2016-07/background.html
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Domestic Regulatory Developments
7 Oct 2022
FSR
– October 2022
First, it undertook an assessment of the use of derivatives by superannuation funds following a request for advice by the Morrison Government. ... Funds capabilities in respect of derivatives investment are monitored by APRA for ongoing compliance with
https://www.rba.gov.au/publications/fsr/2022/oct/regulatory-developments.html
Boxes
22 Mar 2024
FSR
A number of Boxes on topics of special interest are published in the Financial Stabiilty Review. These boxes can be read as stand-alone documents or within the relevant Financial Stability Review.
https://www.rba.gov.au/publications/fsr/boxes.html
List of tables
10 Mar 2006
FSR
– March 2006
33. Derivative positions to hedge equity. 10. Net FX position on equity (after derivatives). ... 23. Foreign currency position (after derivatives). 5. (a) Negative values indicate a net foreign currency liability position.
https://www.rba.gov.au/publications/fsr/2006/mar/tables.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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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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Developments in the Financial System Architecture
10 Mar 2009
FSR
– March 2009
The international regulatory community has been placing increasing emphasis on reducing operational and counterparty risks in over-the-counter (OTC) derivatives markets, given their rapid expansion in recent years. ... One specific policy proposal for
https://www.rba.gov.au/publications/fsr/2009/mar/dev-sys-arch.html