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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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Survey of Foreign Exchange and Derivatives Markets

10 Oct 2001 Media Releases
Results of April 2001 survey of foreign exchange and derivatives markets
https://www.rba.gov.au/media-releases/2001/mr-01-20.html

Survey of Foreign Exchange and OTC Derivatives Turnover

29 Sep 1998 Media Releases
Results of foreign exchange and over-the-counter (OTC) derivatives turnover survey
https://www.rba.gov.au/media-releases/1998/mr-98-12.html

Survey of Foreign Exchange and Derivatives Markets

26 Sep 2007 Media Releases
Results of April 2007 survey of foreign exchange and derivatives markets
https://www.rba.gov.au/media-releases/2007/mr-07-15.html

Joint Media Release: Joint Survey of the OTC Derivative Market in Australia

22 May 2009 Media Releases
Announcement by APRA, ASIC and the RBA of the release of the Survey of the OTC Derivatives Market in Australia report summarising key findings of a survey conducted by the authorities over recent months, it identifies areas in which operational and
https://www.rba.gov.au/media-releases/2009/jmr-09-rba-apra-asic.html

Background

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
Second, before participants can enter into OTC derivatives contracts, they must negotiate extensive documentation. ... The three OTC derivatives CCPs licensed in Australia all meet the ‘cover two’ standard.
https://www.rba.gov.au/publications/rdp/2016/2016-07/background.html
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Discussion on OTC Derivatives Reform: Netting and Networks | Conference – 2013

19 Aug 2013 Conferences
But, to the extent that they are entering derivative contracts they are de facto levered. ... Second, how well does the model generalise to the case of many derivatives rather than just two as assumed?
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning-disc.html

OTC Derivatives Reform: Netting and Networks | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath, Gerard Kelly and Mark Manning
Using data on OTC derivative positions across products, sourced from the Bank for International Settlements, the authors demonstrate that the central clearing of credit derivatives alone would be unlikely to satisfy ... In the mixed clearing case, we
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html

Payments System Issues

20 May 2009 Media Releases
At its meeting on 15 May 2009, the Payments System Board considered issues relating to clearing and settlement facilities, and the industry's progress on meeting the Board's conditions if it is to step back from interchange regulation
https://www.rba.gov.au/media-releases/2009/mr-09-10.html

Liquidity and Funding Markets

19 Aug 2013 Conference – 2013
The Reserve Bank of Australia 2013 conference, ‘Liquidity and Funding Markets’
https://www.rba.gov.au/publications/confs/2013/

Appendix A: Derivations for Bivariate SVAR

11 Oct 2022 RDP 2022-04
Matthew Read
λ. approaches zero from above, this derivative approaches. , which implies that the lower bound is extremely sensitive to small changes in. ... κ. , particularly for small values of. κ. ; the derivative of the lower bound tends to.
https://www.rba.gov.au/publications/rdp/2022/2022-04/appendix-a.html
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