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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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FSR March 2007 List of tables

10 Mar 2007 FSR – March 2007
d). –. 16. Gross asset position in financial derivatives to capital. ... 42.1. 36.1. 17. Gross liability position in financial derivatives to capital.
https://www.rba.gov.au/publications/fsr/2007/mar/tables.html

List of tables

10 Sep 2012 FSR – September 2012
b) Expressed as a share of funding liabilities (total liabilities including equity less derivatives and other non-debt liabilities).
https://www.rba.gov.au/publications/fsr/2012/sep/tables.html

Box C: Foreign Currency Exposure and Hedging Practices of Australian Banks

27 Mar 2006 FSR – March 2006 PDF 37KB
https://www.rba.gov.au/publications/fsr/2006/mar/pdf/box-c.pdf

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
As the RFR for the Australian dollar, it forms the basis of the fallback to BBSW (calculated as AONIA plus a spread) under International Swaps and Derivatives Association (ISDA) definitions published
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

Regulatory Developments in Financial Market Infrastructures

10 Sep 2012 PSB Annual Report – 2012
Council of Financial Regulators (2011), Central Clearing of OTC Derivatives in Australia, June. ... The Treasury (2012), Exposure Draft: Corporations Legislation Amendment (Derivative Transactions) Bill 2012, July.
https://www.rba.gov.au/publications/annual-reports/psb/2012/reg-dev-fin-mrkt-infra.html

Developments in the Financial System Architecture

10 Sep 2014 FSR – September 2014
too big to fail’; responding to shadow banking risks; and making derivatives markets safer. ... Challenging areas remain, however, particularly on aspects of ‘too big to fail’ and derivatives markets reform.
https://www.rba.gov.au/publications/fsr/2014/sep/dev-fin-sys-arch.html

List of tables

26 Sep 2006 PSB Annual Report – 2006
Novated to Central Counterparties. ACH. SFECC. Equities/warrants. ASX derivatives (notional). SFE derivatives (notional).
https://www.rba.gov.au/publications/annual-reports/psb/2006/tables.html

Developments in the Financial System Architecture

10 Sep 2013 FSR – September 2013
central clearing, and exchange and electronic platform trading in global OTC derivatives markets. ... Also in July, ASIC finalised rules requiring the reporting of OTC derivatives to trade repositories.
https://www.rba.gov.au/publications/fsr/2013/sep/dev-fin-sys-arch.html

5.4 Focus Topic: Interest Rate Risk

9 Oct 2023 FSR - October 2023 PDF 276KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/08-focus-topic-interest-rate-risk.pdf

Box E: Financial Soundness Indicators

21 Mar 2005 FSR - March 2005 PDF 43KB
https://www.rba.gov.au/publications/fsr/2005/mar/pdf/box-e.pdf