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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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Discussion of Regulating the New Financial Markets

7 Dec 2006 Conferences PDF 19KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/sherwin-disc.pdf

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

9 May 2024 RDP PDF 4625KB
11 OIS are a bilaterally traded, or over-the-counter (OTC), derivative in which one party agrees to pay the other party a.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf

Other Data Sources

9 Mar 2023 Statistics
This page provides links to widely referenced economic and financial data from other sources
https://www.rba.gov.au/statistics/other-data-sources.html

Macrofinancial Stress Testing on Australian Banks

13 Sep 2023 RDP PDF 1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf

Expectations and the Neutrality of Interest Rates

27 Nov 2023 Conferences PDF 477KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-cochrane.pdf

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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OTC Derivatives Reform: Netting and Networks

19 Dec 2013 Conferences PDF 488KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/heath-kelly-manning.pdf

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/

2023 Conference – Biographies of Presenters

30 Nov 2023 Conferences PDF 232KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-biographies.pdf

Regulating the New Financial Markets

7 Dec 2006 Conferences PDF 80KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/dale.pdf