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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Equity Risk
1 Dec 1994
RDP
9408
Download the Paper 76. KB. The equity risk proposal envisages a capital standard to cover the risk of holding positions in traded equities and related derivative instruments. ... specific risk, which deals with the risk of a price movement confined to
https://www.rba.gov.au/publications/rdp/1994/9408/equity-risk.html
Background
1 Dec 1994
RDP
9408
rapid growth in off-balance sheet and derivative markets. ... Many have pointed to the growth in banks' off-balance-sheet/derivative business as evidence of that process.
https://www.rba.gov.au/publications/rdp/1994/9408/background.html
Traded-Debt Securities
1 Dec 1994
RDP
9408
Although banks carry interest rate risk on many of their assets, the impact of changing interest rates is most obvious, and quantifiable, when looking at traded-debt instruments and debt-derivative ... Specific risk applies to all long and short trading
https://www.rba.gov.au/publications/rdp/1994/9408/traded-deb-securities.html
Foreign Exchange Risk
1 Dec 1994
RDP
9408
derivative products.
https://www.rba.gov.au/publications/rdp/1994/9408/foreign-exchange-risk.html