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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31 Dec 2005
RDP
2005-04
Finally, it has the property that. when this derivative is evaluated at. ,
https://www.rba.gov.au/publications/rdp/2005/2005-04/results.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
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How Many Jobs Did JobKeeper Keep?
23 Nov 2020
RDP
2020-07
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2020/2020-07/read-me.html
Appendix A: First-order Conditions for the Nonlinear Model
1 Sep 1998
RDP
9812
The derivative of U with respect to C. t. is:. ... then we have the derivatives of utility U with respect to C.
https://www.rba.gov.au/publications/rdp/1998/1998-12/appendix-a.html
Read me
25 Aug 2020
RDP
2020-05
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2020/2020-05/read-me.html
References
6 Jun 2017
RDP
2017-03
The Review of Financial Studies. , 5(4), pp 637–667. Büyükşahin B, MS Haigh, JH Harris, JA Overdahl and MA Robe (2008), ‘Fundamentals, Trader Activity and Derivatives Pricing’, Commodity Futures Trading
https://www.rba.gov.au/publications/rdp/2017/2017-03/references.html
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Appendix A: Derivation of Theoretical Model | RDP 33 Inflation: Prices and Earnings in Australia
1 Apr 1974
RDP
33
of. and. As in the case of the functions for SN, ST and DL the partial derivatives of these functions will not necessarily be constants. ... dots denote a proportionate rate of change such that –. Setting in accordance with the signs on the partial
https://www.rba.gov.au/publications/rdp/1974/33/appendix-a.html
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Hedging of interest rate risk by Australian banks – either by maturity matching or via derivatives – means changes in the slope of the yield curve do not affect their lending spreads (Brassil
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Appendix: Derivation of Underlying Inflation Estimators
31 Dec 2005
RDP
2005-05
Differentiating with respect to. and setting the partial derivative equal to zero, we have:.
https://www.rba.gov.au/publications/rdp/2005/2005-05/appendix.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