Search: derivative

Sort by: Relevance Date
14 of 4 collapsed search results for 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

Equity Risk

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
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
Stephanie Weston and Brian Gray
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
Stephanie Weston and Brian Gray
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
Stephanie Weston and Brian Gray
derivative products.
https://www.rba.gov.au/publications/rdp/1994/9408/foreign-exchange-risk.html