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
What the FOMC Says and Does When the Stock Market Booms | Conference – 2003
18 Aug 2003
Conferences
Second, people have argued that sophisticated traders can always go into derivatives markets if what they want is leverage. ... Second, as I have already argued there seem to be serious barriers to certain forms of arbitrage that would also make it
https://www.rba.gov.au/publications/confs/2003/cecchetti.html
A Banker's Perspective on the Future of the Financial System | Conference – 1996
9 Jul 1996
Conferences
and this a real concern given the knowledge gap between many new derivative and capital market instruments and senior management career experience) are just two of the issues to which organisations ... One need look no further than the 1987 stock market
https://www.rba.gov.au/publications/confs/1996/ferguson-w.html
Innovation and Integration in Financial Markets and the Implications for Financial Stability | Conference – 2007
20 Aug 2007
Conferences
The rapid growth of derivatives and options underpins this transformation. For although derivative markets for physical commodities were first launched in 1898, their extensive use in financial contracts is of course ... A particularly important
https://www.rba.gov.au/publications/confs/2007/hamilton-jenkinson-penalver.html
Biographies of Contributors | Conference – 2013
19 Aug 2013
Conferences
He has written extensively on topical issues including shadow banking, deleveraging in financial markets, rehypothecation and velocity of collateral, and counterparty risk in OTC derivatives.
https://www.rba.gov.au/publications/confs/2013/bios-2013.html
The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
Second, more turnover occurs in the derivative markets than the physical markets, and the relative importance of the bond and interest rate derivatives market increased throughout the decade. ... Table 3: Financial Markets Activity. Year. Turnover $
https://www.rba.gov.au/publications/confs/2011/davis.html
Abbreviations | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
MAGD. Macroeconomic Assessment Group Derivatives. MFAA. Mortgage & Finance Association of Australia. ... Net stable funding ratio. ODRG. Over-the-counter Derivatives Regulators Group. OECD. Organisation for Economic Co-operation and Development.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/abbreviations.html
Table 1 in The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
encourage company boards and investors to do better. Improve infrastructure for OTC derivatives.
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson-table-1.html
Round-table/Wrap-up Discussion | Conference – 2003
18 Aug 2003
Conferences
Since the many crises involving derivatives have so far been more eye-catching than economically significant, I have no idea where, on the spectrum of danger, they belong. ... But they are definitely dangerous. The great volume of over-the-counter
https://www.rba.gov.au/publications/confs/2003/round-table.html
The Exchange Rate and Macroeconomic Policy in Australia | Conference – 1993
12 Jul 1993
Conferences
and sq. Where denotes the derivative with respect to time, it follows that:.
https://www.rba.gov.au/publications/confs/1993/pitchford.html
Discussion on Funding Flows and Credit in Carry Trade Economies | Conference – 2013
19 Aug 2013
Conferences
There are a number of ways to implement such trades and much of these involve the use of derivatives, which are off-balance sheet items (see, for example, Galati, Heath and
https://www.rba.gov.au/publications/confs/2013/mirandaagrippino-rey-disc.html