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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Appendix A: Trends in the Australian Financial System | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector |…
6 Sep 1996
Submissions
shows the rapid expansion in banks' derivative activities, especially over the latter part of the 1980s. ... There is also a very tentative examination of the scope for developing credit derivatives by some institutions, an innovation that is embryonic
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/appendix-a.html
List of figures | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector | Submissions
6 Sep 1996
Submissions
Figure A10: Banks' Derivatives Activity.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/graphs.html
Sources and Management of Systemic Risk | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
Contagion in banking markets can stem from interconnections between banks through borrowing and lending activities, payment or derivative transactions, as well as correlated exposures and similar funding structures. ... The complexity of a bank's
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/sources-and-management-of-systemic-risk.html
Background: Financial System Trends | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector | Submissions
6 Sep 1996
Submissions
Banks are responsible for almost 90 per cent of foreign exchange dealing and around 80 per cent of over-the-counter (OTC) derivatives ( Table 1). ... In professional markets there has been a sharp expansion in the use of derivatives products for
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/background-financial-system-trends.html
International Comparisons of Bank Margins - August 1994
18 Jun 2004
Submissions
PDF
166KB
securities and derivatives.
https://www.rba.gov.au/publications/submissions/financial-sector/international-comparisons-of-bank-margins/pdf/international-comparisons-of-bank-margins.pdf
Submission to the Financial System Inquiry - 6 September 1996 (Published as Occasional Paper No. 14)
25 Jul 2013
Submissions
PDF
604KB
Whileintermediaries have lost market share on that measure, they have led the way in thetrading of financial instruments, particularly public sector securities, foreign exchangeand derivatives. ... Banks are responsible for almost 90 per cent of foreign
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/pdf/financial-system-inquiry-1996.pdf
Policy Responses | Hedge Funds, Financial Stability and Market Integrity – March 1999-Public | Financial Sector | Submissions
1 Mar 1999
Submissions
Importantly, in many countries there are also restrictions on the use of derivatives and debt by mutual funds. ... In contrast, if the exposure is created through a derivatives transaction, the capital requirement is 4 per cent.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/public-policy-responses.html
Developments and Innovation in the Payments System | Submission to the Financial System Inquiry – March 2014 | Financial Sector |…
1 Mar 2014
Submissions
In particular, with reforms in over-the-counter (OTC) derivatives markets increasingly concentrating activity in central counterparties (CCPs), it is crucial that the official sector has the power to deal with
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/developments-and-innovation.html
Key Financial Developments Since the Wallis Inquiry | Submission to the Financial System Inquiry – March 2014 | Financial Sector |…
1 Mar 2014
Submissions
Market participants have increasingly used instruments, including derivatives and structured finance products, to deconstruct risk events into their constituent elements and repackage them in a variety of ways; this process is ... For instance, the rapid
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/financial-developments-since-wallis-inquiry.html
References | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector | Submissions
1 Mar 1999
Submissions
1998), ‘Derivatives in International Capital Flows’, NBER Working Paper, No. 6623.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/references.html