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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List of figures | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector | Submissions
6 Sep 1996
Submissions
Figure A10: Banks' Derivatives Activity.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/graphs.html
Appendix 1: Some Basic Facts About Hedge Funds | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector |…
1 Mar 1999
Submissions
Additionally, derivatives offer a method of obtaining leverage, beyond that of simply borrowing money from other financial institutions. ... Economic leverage can be obtained through the use of repurchase agreements, short positions, and derivatives
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/appendix-1.html
Appendix D: International Framework of Bank Supervision | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector…
6 Sep 1996
Submissions
The Basle Committee over its twenty-year history has produced work on most aspects of banking supervision – restrictions on concentrations of risk/large exposures, liquidity management, risk management systems for derivatives,
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/appendix-d.html
Interest Margins and Spreads | Submission to the Inquiry into Competition within the Australian Banking Sector – November 2010 | Financial…
30 Nov 2010
Submissions
Banks use derivatives to hedge the interest rate risk on their asset and liabilities. ... The effect of interest rate derivatives on margins can vary substantially over a short period of time, although over an entire interest rate cycle, the effect of
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-competition-within-australian-banking-sector-2010/interest-margins.html
Margins | Submission to the Inquiry into the Post-Global Financial Crisis Banking Sector – May 2012 | Financial Sector | Submissions
1 May 2012
Submissions
of derivatives to hedge interest rate risk on assets and liabilities and the size of banks' equity buffers.
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-post-gfc-banking-sector-2012/margins.html
Introduction | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
Consistent with developments in other core markets, such as that for over-the-counter (OTC) interest rate derivatives, central counterparty (CCP) clearing could improve market functioning and reduce systemic risk by
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/introduction.html
Appendix 2: Leverage and Financial Markets | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector |…
1 Mar 1999
Submissions
There are three general ways in which this can be done: transactions in the foreign exchange market, undertaking repos, and the purchase and sale of derivatives (such as options). ... Up-front margins also need to be paid on other derivatives contracts.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/appendix-2.html
References | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector | Submissions
1 Mar 1999
Submissions
1998), ‘Derivatives in International Capital Flows’, NBER Working Paper, No. 6623.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/references.html
Appendix 3: The Capital Treatment of Financial Market Activities | Hedge Funds, Financial Stability and Market Integrity – March 1999 |…
1 Mar 1999
Submissions
In contrast, if the same exposure is generated through a derivatives contract, the risk weight is only 50 per cent risk.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/appendix-3.html
Appendix A: Trends in the Australian Financial System | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector |…
6 Sep 1996
Submissions
shows the rapid expansion in banks' derivative activities, especially over the latter part of the 1980s. ... There is also a very tentative examination of the scope for developing credit derivatives by some institutions, an innovation that is embryonic
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/appendix-a.html