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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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2.2 Operations in Financial Markets

19 Oct 2023 RBA Annual Report – October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html

Notes to and Forming Part of the Financials Statements

27 Oct 2022 RBA Annual Report – October 2022
Reserve Bank of Australia Annual Report – 2022 Financial Statements Notes to and Forming Part of the Financials Statements. Reserve Bank of Australia and Controlled Entity. Note 1 – Accounting Policies. The RBA reports its consolidated
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html

Contagion Analysis

29 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
L. < 1, of its liquid assets. More specifically, bank i will be in liquidity stress after the derivative price movement if. ... In the experiment depicted in Figure 7, by far the largest uncovered loss arises for interest rate derivatives.
https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html
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Oversight of Clearing and Settlement Facilities

2 Oct 2009 PSB Annual Report – 2009
SFE Clearing Corporation (SFECC) – the central counterparty for derivatives traded on the Sydney Futures Exchange (SFE);. ... Volumes traded on the smaller ASX derivatives market fell by 18 per cent in 2008/09.
https://www.rba.gov.au/publications/annual-reports/psb/2009/oversight.html

Adoption of Emerging Digital General-purpose Technologies: Determinants and Effects

21 Dec 2023 RDP 2023-10
Kim Nguyen and Jonathan Hambur
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2023/2023-10/read-me.html

Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE

22 Dec 2023 RDP 2023-09
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2023/2023-09/read-me.html

5.5 Abbreviations

19 Oct 2023 RBA Annual Report – 2023
International Swaps and Derivatives Association. ISO. International Organization for Standardisation. IT.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.html

Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data

15 Feb 2024 RDP 2024-01
Omer Majeed, Jonathan Hambur and Robert Breunig
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2024/2024-01/read-me.html

The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data

8 Jun 2023 RDP PDF 1310KB
in-the-money trading derivatives and derivatives recognised for hedging (less. the value of netting arrangements), available for sale securities, held to.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf

Frequentist Coverage

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
ϕ. at. ϕ. =. ϕ. 0. with non-zero derivatives. Propositions B.1-B.3 provide primitive conditions for Assumption 3 to hold in the case where there are shock-sign restrictions.
https://www.rba.gov.au/publications/rdp/2023/2023-07/frequentist-coverage.html
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