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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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Emergency Liquidity Injections

1 Oct 2019 RDP 2019-10
Nicholas Garvin
L. D. 0. ,. M. (. l. ). <. 1. , and that the first derivative of M, written M′, is continuous and positive for all L.
https://www.rba.gov.au/publications/rdp/2019/2019-10/full.html
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Research Discussion Papers – 1994

31 Dec 1994 RDP
Frederic S. Mishkin and John Simon. RDP 9409 Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting.
https://www.rba.gov.au/publications/rdp/1994/

Extensions

10 Jul 2019 RDP 2019-05
Trent Saunders and Peter Tulip
That is, the statistical significance of these nonlinearities is marginal. The partial derivative of the probability of a crisis with respect to interest rates, shown as the dark aqua line in
https://www.rba.gov.au/publications/rdp/2019/2019-05/extensions.html
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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
OIS are a bilaterally traded, or over-the-counter (OTC), derivative in which one party agrees to pay the other party a fixed interest rate in exchange for receiving the average
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions

6 Oct 2022 RDP PDF 2224KB
at  0  and have non-zero derivatives, the robust credible interval has valid frequentist coverage.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-04.pdf

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

The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
Hedging of interest rate risk by Australian banks – either by maturity matching or via derivatives – means changes in the slope of the yield curve do not affect their lending spreads (Brassil
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Read me file

22 Mar 2023 RDP 2023-03
Jonathan Hambur and Dan Andrews
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/2023/2023-03/read-me.html

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