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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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Appendix C: Derivation of Results

31 Dec 2012 RDP 2012-03
Clare Noone
The Hessian matrix of second derivatives of π. i. A. is diagonal with entries N. ... ij. and P. ik. only. Talking the partial derivative of J with respect to P.
https://www.rba.gov.au/publications/rdp/2012/2012-03/appendix-c.html

References

1 May 1999 RDP 1999-04
James Engel and Marianne Gizycki
Download the Paper 604. KB. Alexander, C.O. and C.T. Leigh (1997), ‘On the Covariance Matrices used in Value at Risk Models’, The Journal of Derivatives, 4(3), pp. ... Boudoukh, J., M. Richardson and R.F. Whitelaw (1997), ‘Investigation of a Class
https://www.rba.gov.au/publications/rdp/1999/1999-04/references.html

BA-MARTIN in Detail

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
e. t. 1. ). can be decomposed as (this decomposition is the discrete-time version of the total derivative):.
https://www.rba.gov.au/publications/rdp/2022/2022-01/ba-martin-in-detail.html
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Appendix II

1 Nov 1989 RDP 8907
Mark Britten-Jones and Warwick J. McKibbin
Where a prime indicates the first derivative with respect to time.
https://www.rba.gov.au/publications/rdp/1989/8907/appendix-ii.html

Measuring Credit Losses

31 Dec 2015 RDP 2015-06
David Rodgers
Assets valued in different ways, for example at fair value, and assets that are not loans, for example derivative contracts, can also be affected by credit risk.
https://www.rba.gov.au/publications/rdp/2015/2015-06/mea-cre-losses.html

Research Discussion Papers 1991–2000

31 Dec 1991 RDP
Frederic S. Mishkin and John Simon. RDP 9409 Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting.
https://www.rba.gov.au/publications/rdp/1991-2000.html

Appendix B: Heterogeneous Calvo Probabilities and the Hazard Function

31 Dec 2010 RDP 2010-01
Adam Cagliarini, Tim Robinson and Allen Tran
If not, then the hazard function is downward-sloping. To determine the slope of the hazard function, we only need to sign the numerator of its derivative (the denominator is always
https://www.rba.gov.au/publications/rdp/2010/2010-01/appendix-b.html

The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data

1 Jul 2019 RDP 2019-06
Fiona Price, Benjamin Beckers and Gianni La Cava
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/2019/2019-06/read-me.html

Read me

23 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
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/2021/2021-03/read-me.html

Appendix D: Seller Reserve Prices

31 Dec 2014 RDP 2014-09
David Genesove and James Hansen
i. conditional on. A5: The derivative. exists for all s S.
https://www.rba.gov.au/publications/rdp/2014/2014-09/appendix-d.html