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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Developments in the Financial System Architecture
10 Mar 2012
FSR
– March 2012
Reform of over-the-counter (OTC) derivatives markets is continuing as jurisdictions work to meet the G-20 commitment that all standardised OTC derivative contracts be centrally cleared by the end ... The FSB is continuing to coordinate and monitor
https://www.rba.gov.au/publications/fsr/2012/mar/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Sep 2012
FSR
– September 2012
In June, the FSB published a third progress report on jurisdictions' implementation of the G-20 commitments relating to OTC derivatives, namely, that all standardised OTC derivative contracts should be traded ... To support the G-20 OTC
https://www.rba.gov.au/publications/fsr/2012/sep/dev-fin-sys-arch.html
Domestic Regulatory Developments
6 Apr 2023
FSR
– April 2023
Domestic Regulatory Developments | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/regulatory-developments.html
The Australian Financial System
10 Sep 2013
FSR
– September 2013
In Australia, the evidence to date is that the transition to central clearing of interest rate derivatives is accelerating. ... An additional $100 million is to be contributed as more participants join the OTC derivatives clearing service.
https://www.rba.gov.au/publications/fsr/2013/sep/aus-fin-sys.html
Financial Stability Review – March 2009
10 Mar 2009
FSR
Financial Stability Review March 2009. Download the complete Review 1.5. MB. The material in this. Financial Stability Review. was finalised on 25 March 2009. (A disclaimer notice applies to data obtained from the HILDA Survey and used in the Review.
https://www.rba.gov.au/publications/fsr/2009/mar/
Abbreviations
9 Aug 2023
RBA Annual Report
- 2022
PDF
65KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/abbreviations.pdf
Box D: Trade Compression
20 Apr 2016
FSR
– April 2016
While initially limited to non-centrally cleared trades, this service is now also widely offered for centrally cleared OTC derivative trades. ... For further information, see Section 6.2.2 of APRA, ASIC and RBA (2015), Report on the Australian OTC
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html
Box E: The Council of Financial Regulators
10 Feb 2020
FSR
October 2018
PDF
585KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/box-e.pdf
The Australian Financial System
10 Sep 2014
FSR
– September 2014
In particular, with most interest rate derivatives trades between large internationally active dealers being centrally cleared, liquidity and pricing are generally more favourable for centrally cleared trades. ... The two CCPs licensed in Australia to
https://www.rba.gov.au/publications/fsr/2014/sep/aus-fin-sys.html
Oversight of Clearing and Settlement Facilities
2 Oct 2013
PSB Annual Report
– 2013
including cash equities, pooled investment products, warrants, certain debt products and equity-related derivatives. ... This increase in resources was in part to support clearing of OTC derivatives (see below).
https://www.rba.gov.au/publications/annual-reports/psb/2013/oversight-clearing-set.html