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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Policy Panel | Conference – 2013
19 Aug 2013
Conferences
The initial margin on non-standardised derivatives that are not centrally cleared will be much higher. ... If those non-standardised derivatives are made more expensive, we are yet to see what that means for things like asset swap markets and
https://www.rba.gov.au/publications/confs/2013/policy-panel-2013.html
Financial System Liquidity, Asset Prices and Monetary Policy | Conference – 2005
11 Jul 2005
Conferences
However, all this is about to change. The advent of deep markets in credit derivatives has removed the practical barriers to marking loans to market.
https://www.rba.gov.au/publications/confs/2005/shin.html
Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference – 2008
14 Jul 2008
Conferences
For example, there is a growing need for liquidity owing to growth in international trading and transactions – notably, over-the-counter (OTC) derivatives can give rise to unexpected liquidity demands – and
https://www.rba.gov.au/publications/confs/2008/davis.html
An Investment Banking Perspective on the Future of the Financial System | Conference – 1996
9 Jul 1996
Conferences
foreign exchange, fixed income securities and derivative products; and investment management and related operational services. ... Investment banks have amongst their core competencies sales and trading of securities, in particular debt and derivative
https://www.rba.gov.au/publications/confs/1996/ferguson-r.html
Wrap-up Discussion | Conference – 2008
14 Jul 2008
Conferences
References. Batterman J and E Rosenthal (2005), ‘Delphi, Credit Derivatives, and Bond Trading Behavior after a Bankruptcy Filing’, Fitch Special Report, 28 November. ... Das S (2005), Credit Derivatives: CDOs and Structured Credit Products, 3rd edn,
https://www.rba.gov.au/publications/confs/2008/wrap-up-disc-2008.html
Apocalypse Then: The Evolution of the North Atlantic Economy and the Global Crisis | Conference – 2011
16 Aug 2011
Conferences
This is reflected in the more sophisticated market structure; lower transaction costs, larger derivatives markets and, above all, greater analysis and research.
https://www.rba.gov.au/publications/confs/2011/bayoumi-bui.html
Submission on Data Sharing and Release Legislation – August 2018 | Data Sharing | Submissions
1 Aug 2018
Submissions
derivative trade repositories.
https://www.rba.gov.au/publications/submissions/other/data-sharing-and-release-legislation/
Discussion on Bank Funding and Financial Stability | Conference – 2013
19 Aug 2013
Conferences
Currently, collateral from repo financing and OTC derivatives is usually exempt from such automatic stays. ... As a result, they recommend abolishing the safe harbour regulation for illiquid collateral (such as asset-backed securities) and OTC
https://www.rba.gov.au/publications/confs/2013/gai-haldane-kapadia-nelson-disc.html
The Impact of Hedge Funds on Financial Markets: Lessons from the Experience of Australia | Conference – 1999
9 Aug 1999
Conferences
leverage, concentration and risk management) when they assess credit, and develop more accurate measures of exposure to derivatives.
https://www.rba.gov.au/publications/confs/1999/rankin.html
Introduction | Conference – 2007
20 Aug 2007
Conferences
For example, growth in derivatives has made it easier for institutions to hedge, diversify and transfer their risks, and innovation has allowed institutions to originate loans without holding them on their
https://www.rba.gov.au/publications/confs/2007/intro-2007.html