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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Data
23 Apr 2019
RDP
2019-03
OIS contracts are OTC derivatives contracts allowing investors to hedge against (or speculate on) movements of the average level of the overnight rate over the maturity of the contract.
https://www.rba.gov.au/publications/rdp/2019/2019-03/data.html
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Appendix B: Discussion of the Firms' Resource Problem
31 Dec 2013
RDP
2013-14
that the derivative of the marginal cost of exploration is increasing in the level of exploration,. ; ... and that this same derivative is sufficiently large that it outweighs any reduction in the marginal costs of exploration that could be associated
https://www.rba.gov.au/publications/rdp/2013/2013-14/appendix-b.html
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Results
31 Dec 2013
RDP
2013-12
Taking σ. 2. = mσ. 1. , the partial derivative of R with respect to σ. ... 2. , unless ρ = 1, in which case the partial derivative of R with respect to m is zero.
https://www.rba.gov.au/publications/rdp/2013/2013-12/results.html
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Read me
14 Mar 2020
RDP
2020-03
If you make use of any of these files you should clearly attribute the author in any derivative work.
https://www.rba.gov.au/publications/rdp/2020/2020-03/read-me.html
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Appendix: Data Sources
31 May 1999
RDP
1999-05
Figure 3: Bank derivative activity is calculated from data contained in RBA Bulletin Table B.21 and is on a global consolidated basis.
https://www.rba.gov.au/publications/rdp/1999/1999-05/appendix.html
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Central Bank Communication: One Size Does Not Fit All
24 May 2021
RDP
2021-05
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/2021/2021-05/read-me.html
Read me
23 Dec 2020
RDP
2020-08
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/2020/2020-08/read-me.html
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References
1 Nov 1997
RDP
9708
Group of Thirty (1993), ‘Derivatives: Practices and Principles’, Global Derivatives Study Group, July.
https://www.rba.gov.au/publications/rdp/1997/9708/references.html
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Is the Phillips Curve Still a Curve? Evidence from the Regions
31 Aug 2021
RDP
2021-09
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/2021/2021-09/read-me.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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