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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The Australian Financial System
8 Apr 2021
FSR
– April 2021
In recognition of this, the London-based CCP LCH Limited (LCH Ltd), which provides clearing services to Australian participants in the over-the-counter interest rate derivatives market via its SwapClear
https://www.rba.gov.au/publications/fsr/2021/apr/australian-financial-system.html
Developments in the Financial System Architecture
10 Mar 2013
FSR
– March 2013
As part of this process, a Report on the Australian OTC Derivatives Market, was published in October 2012. ... For this reason, international principles are being developed requiring that OTC derivatives that are not centrally cleared be collateralised.
https://www.rba.gov.au/publications/fsr/2013/mar/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Sep 2014
FSR
– September 2014
too big to fail’; responding to shadow banking risks; and making derivatives markets safer. ... Challenging areas remain, however, particularly on aspects of ‘too big to fail’ and derivatives markets reform.
https://www.rba.gov.au/publications/fsr/2014/sep/dev-fin-sys-arch.html
5.5 Focus Topic: Operational Risk in a Digital World
6 Oct 2023
FSR
– October 2023
5.5 Focus Topic: Operational Risk in a Digital World | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/focus-topic-operational-risk-in-a-digital-world.html
Developments in the Financial System Architecture
10 Mar 2012
FSR
– March 2012
Reform of over-the-counter (OTC) derivatives markets is continuing as jurisdictions work to meet the G-20 commitment that all standardised OTC derivative contracts be centrally cleared by the end ... The FSB is continuing to coordinate and monitor
https://www.rba.gov.au/publications/fsr/2012/mar/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Sep 2013
FSR
– September 2013
central clearing, and exchange and electronic platform trading in global OTC derivatives markets. ... Also in July, ASIC finalised rules requiring the reporting of OTC derivatives to trade repositories.
https://www.rba.gov.au/publications/fsr/2013/sep/dev-fin-sys-arch.html
Box B: Foreign Currency Exposure and Hedging Practices of Australian Banks
10 Mar 2010
FSR
– March 2010
Additionally, banks held $54 billion of derivatives not specifically allocated to positions in debt or equity. ... This net position has been relatively stable over time, with derivatives hedging broadly matching the growth in gross on-balance sheet
https://www.rba.gov.au/publications/fsr/2010/mar/box-b.html
Overview
10 Sep 2014
FSR
– September 2014
building resilient financial institutions through the Basel III reforms; addressing the ‘too big to fail’ problem associated with systemically important financial institutions; responding to shadow banking risks; and making derivatives markets
https://www.rba.gov.au/publications/fsr/2014/sep/overview.html
Key Policy Design Considerations | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
Questions around jurisdiction are therefore important in delineating what Australian regulators can consider to be the Australian OTC derivatives market. ... Any CCP that was authorised to clear OTC derivatives would be subject to that regime.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/key-policy-design-considerations.html
Developments in the Financial System Architecture
10 Sep 2012
FSR
– September 2012
In June, the FSB published a third progress report on jurisdictions' implementation of the G-20 commitments relating to OTC derivatives, namely, that all standardised OTC derivative contracts should be traded ... To support the G-20 OTC
https://www.rba.gov.au/publications/fsr/2012/sep/dev-fin-sys-arch.html