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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Liquidity in the Australian Treasury Bond Futures Market
20 Jun 2012
Bulletin
PDF
541KB
Reserve Bank of Australia Bulletin June Quarter 2012
https://www.rba.gov.au/publications/bulletin/2012/jun/pdf/bu-0612-6.pdf
The Domestic Market for Short-term Debt Securities
14 Sep 2011
Bulletin
PDF
294KB
Reserve Bank of Australia Bulletin September 2011
https://www.rba.gov.au/publications/bulletin/2011/sep/pdf/bu-0911-5.pdf
Activity in Global Foreign Exchange Markets
14 Dec 2010
Bulletin
PDF
157KB
Reserve Bank of Australia Bulletin December Quarter 2010
https://www.rba.gov.au/publications/bulletin/2010/dec/pdf/bu-1210-6.pdf
The Many Faces of Risk in Banking
22 Feb 2001
Bulletin
PDF
39KB
Derivatives risk, operational risk andenvironmental risk have all come toprominence in the past decade or so. ... For a bank active in derivatives trading, abreakdown in computer systems for even arelatively short time could be disastrous –preventing
https://www.rba.gov.au/publications/bulletin/1997/jul/pdf/bu-0797-3.pdf
Credit Risk Transfer markets: An Australian Perspective
12 May 2003
Bulletin
PDF
78KB
In the late 1990s, the trading of credit riskunderwent a step change with the emergenceof credit derivatives. ... Credit derivatives are also very flexible. Byusing CDS, banks can build up pools of creditrisk that may, or may not, originate on theirown
https://www.rba.gov.au/publications/bulletin/2003/may/pdf/bu-0503-2.pdf
Reserve Bank Bulletin
17 Dec 2001
Bulletin
PDF
52KB
OTC derivatives trading ismostly non-electronic because of the relativelycomplex and heterogeneous nature of theseinstruments. ... Derivatives. In Australia, interest rate swaps and foreignexchange forwards and options, are tradedOTC, mostly by phone.
https://www.rba.gov.au/publications/bulletin/2001/dec/pdf/bu-1201-2.pdf
International and Foreign Exchange Markets
4 Aug 2011
SMP
– August 2011
PDF
965KB
https://www.rba.gov.au/publications/smp/2011/aug/pdf/intl-fx-mkts.pdf
Liquidity in Fixed Income Markets
15 Jun 2016
Bulletin
June Quarter 2016
PDF
329KB
https://www.rba.gov.au/publications/bulletin/2016/jun/pdf/bu-0616-7.pdf
‘Supervisory Developments: The Reserve Bank’s Perspective’
12 Jun 2003
Bulletin
PDF
53KB
ofbest practice for management of derivatives.Our 1994 survey indicated that Australianstandards measure up quite well, but there isalways room for improvement. ... It isalso looking to ensure that the various studiesrelating to derivatives are
https://www.rba.gov.au/publications/bulletin/1995/apr/pdf/bu-0495-3.pdf
Retail Banking, Technology and Prudential Supervision
30 Sep 2002
Bulletin
PDF
56KB
Further along, interactive homeshopping – perhaps internationally – may becommon. Meanwhile, the growth in marketsfor derivatives, aided by the data-processingcapacity of computers, has helped banks tooffer loans with a wider variety of
https://www.rba.gov.au/publications/bulletin/1996/may/pdf/bu-0596-2.pdf