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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Read me file for What Is Driving Participation and Diversity Trends in Economics? A Survey of High School Students
30 Jun 2021
RDP
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464KB
RDP 2021-06 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-06/rdp-2021-06-read-me.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
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4625KB
11 OIS are a bilaterally traded, or over-the-counter (OTC), derivative in which one party agrees to pay the other party a.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
Read me file for How Many Jobs Did JobKeeper Keep?
19 Nov 2020
RDP
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499KB
RDP 2020-07 supplementary information
https://www.rba.gov.au/publications/rdp/2020/2020-07/rdp-2020-07-read-me.pdf
Limiting Foreign Exchange Exposure through Hedging: The Australian Experience
22 Aug 2006
RDP
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206KB
from trade. LiabilitiesAssets. Equity Debt Debt. Net balance sheet foreign exchangeexposure (before derivatives). ... Net trade foreign exchangeexposure (before derivatives). Foreign exchangederivatives. Net foreign exchangeexposure (after derivatives).
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-09.pdf
Read me file for How Risky is Australian Household Debt?
27 Aug 2020
RDP
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434KB
RDP 2020-05 supplementary information
https://www.rba.gov.au/publications/rdp/2020/2020-05/rdp-2020-05-read-me.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
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1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Read me file for Start Spreading the News: News Sentiment and Economic Activity in Australia
2 Feb 2021
RDP
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561KB
RDP 2020-08 supplementary information
https://www.rba.gov.au/publications/rdp/2020/2020-08/rdp-2020-08-read-me.pdf
Optimal Monetary Policy and the Sources of Local-Currency Price Stability
13 Dec 2007
Research Workshop
PDF
411KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/corsetti.pdf
Read me file for The Determinants of Mortgage Defaults in Australia - Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
501KB
RDP 2020-03 supplementary information
https://www.rba.gov.au/publications/rdp/2020/2020-03/rdp-2020-03-read-me.pdf
Macro-prudential Policy in a Neo-Fisherian Model of Financial Innovation
12 Dec 2011
Research Workshop
PDF
1171KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/mendoza.pdf