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.
Search Results
Regulators urge Australian institutions to adhere to the ISDA IBOR Fallbacks Protocol and Supplement
12 Oct 2020
Media Releases
Regulators and industry are taking further steps to transition away from LIBOR, which is expected to cease after the end of 2021.
https://www.rba.gov.au/media-releases/2020/mr-20-25.html
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
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/2024/2024-01/read-me.html
The Economics of Shadow Banking
6 Jan 2014
Conferences
PDF
316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf
2010 BIS Triennial Survey Results – Australia
31 Aug 2010
Media Releases
At constant exchange rates turnover in OTC interest rate derivatives increased by 60 per cent. ... Table 4: Australian OTC Interest Rate Derivatives Turnover. (a)(b). Daily average turnover, US$ billion.
https://www.rba.gov.au/media-releases/2010/mr-10-19-tables.html
Capital Flows, Hedge Funds and Market Failure: A Hong Kong Perspective
7 Dec 2006
Conferences
PDF
37KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/yam.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
in-the-money trading derivatives and derivatives recognised for hedging (less. the value of netting arrangements), available for sale securities, held to.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Frequentist Coverage
26 Oct 2023
RDP
2023-07
ϕ. at. ϕ. =. ϕ. 0. with non-zero derivatives. Propositions B.1-B.3 provide primitive conditions for Assumption 3 to hold in the case where there are shock-sign restrictions.
https://www.rba.gov.au/publications/rdp/2023/2023-07/frequentist-coverage.html
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Read me file for Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
10 Dec 2023
RDP
PDF
160KB
RDP 2023-09 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-09/rdp-2023-09-read-me.pdf
Data Description
21 Jun 2023
RDP
2023-05
Securities include reverse repos and cash collateral, trading securities, all in-the-money trading derivatives and derivatives recognised for hedging (less the value of netting arrangements), available for sale securities, held
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
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The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
the-counter derivative contracts provide an effective hedge against underlying risk. However, the. ... central clearing requirements for certain interest rate derivatives (APRA, ASIC and RBA 2015;.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf