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
10 Sep 2014
FSR
– September 2014
In particular, with most interest rate derivatives trades between large internationally active dealers being centrally cleared, liquidity and pricing are generally more favourable for centrally cleared trades. ... The two CCPs licensed in Australia to
https://www.rba.gov.au/publications/fsr/2014/sep/aus-fin-sys.html
List of graphs
20 Apr 2016
FSR
– April 2016
Graph 3.18: Centrally Cleared OTC Interest Rate Derivatives. ... Graph 3.19: A$ OTC Interest Rate Derivatives Cleared at Global CCPs.
https://www.rba.gov.au/publications/fsr/2016/apr/graphs.html
Box B: The Basel III Capital Reforms in Australia
10 Sep 2013
FSR
– September 2013
To improve risk coverage, counterparty credit risk on over-the-counter derivatives now attracts an additional capital charge, while credit exposures to central counterparties are subject to a new capital charge.
https://www.rba.gov.au/publications/fsr/2013/sep/box-b.html
List of graphs
10 Sep 2013
FSR
– September 2013
Graph 2.25: Notional Principal Outstanding of Interest Rate Derivatives at LCH.C.
https://www.rba.gov.au/publications/fsr/2013/sep/graphs.html
Developments in the Financial System Architecture
20 Apr 2016
FSR
– April 2016
A key recent example of such a contractual mechanism is the International Swaps and Derivatives Association Resolution Stay Protocol, which aims to prevent cross-border over-the-counter (OTC) derivative contracts ... In Australia, a similar temporary
https://www.rba.gov.au/publications/fsr/2016/apr/dev-fin-sys-arch.html
Box E: The Council of Financial Regulators
20 Oct 2018
FSR
– October 2018
The Financial Market Infrastructure Steering Committee (FMI SC) monitors, coordinates and prioritises interagency policy work in relation to FMIs and ‘over-the-counter’ (OTC) derivatives market regulation.
https://www.rba.gov.au/publications/fsr/2018/oct/box-e.html
List of graphs
10 Mar 2015
FSR
– March 2015
Graph 2.24: Centrally Cleared OTC Interest Rate Derivatives.
https://www.rba.gov.au/publications/fsr/2015/mar/graphs.html
Overview
10 Mar 2012
FSR
– March 2012
There has also been progress over the past six months on a number of other international regulatory initiatives, including the move towards central clearing of over-the-counter (OTC) derivatives and ... The Council of Financial Regulators has been
https://www.rba.gov.au/publications/fsr/2012/mar/overview.html
Overview
10 Sep 2013
FSR
– September 2013
In particular, the transition of standardised derivatives to central clearing has gathered pace over the past six months, and it is expected to continue to do so as the provision of ... jurisdictions. Cross-border issues have also complicated
https://www.rba.gov.au/publications/fsr/2013/sep/overview.html
List of graphs
10 Mar 2014
FSR
– March 2014
Graph 2.21: A$ Interest Rate Derivatives Cleared at Global CCPs.
https://www.rba.gov.au/publications/fsr/2014/mar/graphs.html