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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International Banking Statistics for Australia
14 Jul 2004
Bulletin
PDF
75KB
In contrast, the assets aredominated by loans and ‘other assets’, whichincludes outstanding derivative contracts witha positive market value, and working capitalsupplied by head offices of Australian banksto their branches abroad. ... Consolidated
https://www.rba.gov.au/publications/bulletin/2004/jul/pdf/bu-0704-4.pdf
Global Commodity Markets – Price Volatility and Financialisation
15 Jun 2011
Bulletin
PDF
558KB
Reserve Bank of Australia Bulletin June 2011
https://www.rba.gov.au/publications/bulletin/2011/jun/pdf/bu-0611-7.pdf
The Australian Credit Default Swap Market
22 Feb 2012
Bulletin
PDF
674KB
Reserve Bank of Australia December Bulletin 2011
https://www.rba.gov.au/publications/bulletin/2011/dec/pdf/bu-1211-6.pdf
Risk and the Financial System
16 Oct 2006
Bulletin
PDF
42KB
Remarks by Deputy Governor in response to Distinguished Lecture by Mr Timothy F Geithner, President, Federal Reserve Bank of New York, co-organised by the Hong Kong Monetary Authority and the Hong Kong Association of Banks, Hong Kong, 15 September
https://www.rba.gov.au/publications/bulletin/2006/oct/pdf/bu-1006-5.pdf
Market Making in Bond Markets
17 Mar 2015
Bulletin
March Quarter 2015
PDF
250KB
https://www.rba.gov.au/publications/bulletin/2015/mar/pdf/bu-0315-7.pdf
Some Thoughts on Current Economic Developments
2 Jun 2003
Bulletin
PDF
49KB
We will have to await that report forconfirmation, but a widely held view is thatBarings’ problems stemmed primarily fromfraud and management failure, rather thansomething more exotic, like a derivatives. ... August 1995Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/1995/aug/pdf/bu-0895-2.pdf
Foreign Exchange Exposures of Australian Banks
22 Feb 2001
Bulletin
PDF
87KB
They have also sought toreduce costs of funding by using a range ofcapital and derivative markets to structuretransactions, rather than relying on simpledomestic instruments. ... At maturityInvestors. Swapcounterparty. There are a variety of financial
https://www.rba.gov.au/publications/bulletin/2000/aug/pdf/bu-0800-2.pdf
Foreign Currency Exposure and Hedging in Australia
18 Dec 2013
Bulletin
PDF
415KB
Reserve Bank of Australia Bulletin December 2013
https://www.rba.gov.au/publications/bulletin/2013/dec/pdf/bu-1213-6.pdf
CCPs and Banks: Different Risks, Different Regulations
15 Dec 2015
Bulletin
December Quarter 2015
PDF
159KB
https://www.rba.gov.au/publications/bulletin/2015/dec/pdf/bu-1215-8.pdf
Australian Bank Capital and the Regulatory Framework
21 Sep 2010
Bulletin
PDF
206KB
Reserve Bank of Australia Bulletin September 2010
https://www.rba.gov.au/publications/bulletin/2010/sep/pdf/bu-0910-6.pdf