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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 A: First-order Conditions for the Nonlinear Model

1 Sep 1998 RDP 9812
Jeffrey C. Fuhrer
The derivative of U with respect to C. t. is:. ... then we have the derivatives of utility U with respect to C.
https://www.rba.gov.au/publications/rdp/1998/1998-12/appendix-a.html

References

6 Jun 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
The Review of Financial Studies. , 5(4), pp 637–667. Büyükşahin B, MS Haigh, JH Harris, JA Overdahl and MA Robe (2008), ‘Fundamentals, Trader Activity and Derivatives Pricing’, Commodity Futures Trading
https://www.rba.gov.au/publications/rdp/2017/2017-03/references.html
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Results

31 Dec 2005 RDP 2005-04
Tim Robinson and Andrew Stone
Finally, it has the property that. when this derivative is evaluated at. ,
https://www.rba.gov.au/publications/rdp/2005/2005-04/results.html

Read me

25 Aug 2020 RDP 2020-05
Jonathan Kearns, Mike Major and David Norman
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/2020/2020-05/read-me.html

Appendix A: Derivation of Theoretical Model | RDP 33 Inflation: Prices and Earnings in Australia

1 Apr 1974 RDP 33
Peter Boxall and Jeff Carmichael
of. and. As in the case of the functions for SN, ST and DL the partial derivatives of these functions will not necessarily be constants. ... dots denote a proportionate rate of change such that –. Setting in accordance with the signs on the partial
https://www.rba.gov.au/publications/rdp/1974/33/appendix-a.html

Introduction | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath and Mark Manning
A key element of the post-crisis reform agenda has been to strengthen counterparty risk management and reduce interconnectedness in over-the-counter (OTC) derivative markets by requiring that exposures be ... Given assumptions about the structure of OTC
https://www.rba.gov.au/publications/confs/2013/intro-2013.html

References

27 Oct 2008 RDP 2008-06
Jonathan Kearns and Philip Lowe
FRBNY (Federal Reserve Bank of New York) (2008), ‘Statement Regarding June 9 Meeting on Over-the-Counter Derivatives’, Press Release, 9 June. ... Available at <http://works.bepress.com/joshuagans/17/>. Ledrut E and C Upper (2007), ‘Changing
https://www.rba.gov.au/publications/rdp/2008/2008-06/references.html
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Appendix: Derivation of Underlying Inflation Estimators

31 Dec 2005 RDP 2005-05
Ivan Roberts
Differentiating with respect to. and setting the partial derivative equal to zero, we have:.
https://www.rba.gov.au/publications/rdp/2005/2005-05/appendix.html

Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data

1 Apr 2018 RDP 2018-05
Jonathan Hambur 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/2018/2018-05/read-me.html

The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
Hedging of interest rate risk by Australian banks – either by maturity matching or via derivatives – means changes in the slope of the yield curve do not affect their lending spreads (Brassil
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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