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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Risk Management
12 Apr 2020
RBA Annual Report
– 2020
and Derivatives Association (ISDA) agreement with a credit support annex.
https://www.rba.gov.au/publications/annual-reports/rba/2020/risk-management.html
List of graphs
20 Sep 2018
PSB Annual Report
– 2018
Graph 15: ASX 24 Derivatives Trades. ... Graph 20: Outstanding AUD-denominated OTC Interest Rate Derivatives.
https://www.rba.gov.au/publications/annual-reports/psb/2018/graphs.html
Multiple Filtering Devices for the Estimation of Cyclical DSGE Models
3 Dec 2008
Research Workshop
PDF
346KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/canova.pdf
Operations in Financial Markets
21 Aug 2002
RBA Annual Report
– 2002
Apart from these transactions, the RBA undertakes two other types of derivative transactions.
https://www.rba.gov.au/publications/annual-reports/rba/2002/oper-fin-mkts.html
Financial Markets and Unemployment
12 Dec 2011
Research Workshop
PDF
1637KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/monacelli.pdf
Reserve Bank of Australia Annual Report 2023
18 Oct 2023
RBA Annual Report
- 2023
PDF
516KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/governance-and-accountability.pdf
Functions and Objectives of the Reserve Bank
16 Oct 2013
RBA Annual Report
– 2013
Amendments to the Corporations Act in January 2013 in relation to the regulation of over-the-counter (OTC) derivative transactions gave the Bank an additional role, complementary to its financial stability ... regime. The amendments also provide for
https://www.rba.gov.au/publications/annual-reports/rba/2013/functions.html
Shopping Externalities and Self-Fulfilling Unemployment Fluctuations
13 Dec 2012
Research Workshop
PDF
527KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/kaplan-menzio.pdf
4. Financial Market Infrastructures
21 Oct 2021
PSB Annual Report
– 2021
Australia. (RBA/ASIC). LCH Ltd. Swapclear service: OTC IRDs and inflation rate derivatives. ... FEX service: Commodity, energy and environmental derivatives traded on the financial market operated by FEX Global Pty Ltd (FEX).
https://www.rba.gov.au/publications/annual-reports/psb/2021/financial-market-infrastructures.html
Abbreviations
21 Oct 2021
PSB Annual Report
- 2021
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf