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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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Box A: Ongoing Financial Regulatory Reform in China

10 Feb 2020 FSR October 2018 PDF 647KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/box-a.pdf

Risk Management

27 Oct 2022 RBA Annual Report – October 2022
International Swaps and Derivatives Association agreement with a credit support annex.
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html

1.2 Governance and Accountability

10 Oct 2023 RBA Annual Report – October 2023
Governance and Accountability | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/governance-and-accountability.html

List of tables

10 Mar 2010 FSR – March 2010
Equity. Net foreign currency exposure. 33. 23. Derivatives. 10. 5. Open foreign currency equity position. ... Residual derivatives. 5. 54. Net foreign currency position. 1. 38. Per cent of assets.
https://www.rba.gov.au/publications/fsr/2010/mar/tables.html

The Australian Financial System

10 Mar 2015 FSR – March 2015
This is increasingly important as global regulatory reforms encourage the central clearing of over-the-counter (OTC) derivatives. ... Australian banks continue to increase their use of CCPs to clear OTC interest rate derivatives.
https://www.rba.gov.au/publications/fsr/2015/mar/aus-fin-sys.html

Proposed Clearing Regime Design and Application | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations

7 Jun 2011 Consultations
However, a preliminary position is that a regime for mandatory central clearing of OTC derivatives in Australia should contain the following elements:. ... Any mandatory requirement that a class of OTC derivatives be centrally cleared should reflect the
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/proposed-clearing-regime-design.html

Box D: Trade Compression

14 Apr 2016 FSR April 2016 PDF 189KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/box-d.pdf

The Australian Financial System

10 Mar 2014 FSR – March 2014
ASX has also recently introduced some refinements to its arrangements for managing the potential default of an OTC derivatives participant. ... the defaulter's OTC derivatives portfolio, before auctioning the hedged portfolio to non-defaulting
https://www.rba.gov.au/publications/fsr/2014/mar/aus-fin-sys.html

Abbreviations

8 Oct 2023 PSB Annual Report - 2023 PDF 65KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/abbreviations.pdf

Reserve Bank of Australia Annual Report 2023

16 Oct 2023 RBA Annual Report - 2023 PDF 201KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/abbreviations.pdf