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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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List of tables

10 Mar 2006 FSR – March 2006
33. Derivative positions to hedge equity. 10. Net FX position on equity (after derivatives). ... 23. Foreign currency position (after derivatives). 5. (a) Negative values indicate a net foreign currency liability position.
https://www.rba.gov.au/publications/fsr/2006/mar/tables.html

Australian Banks’ Activities in Derivatives Markets: Products and Risk-Management Practices

5 Feb 2003 Bulletin PDF 480KB
Derivatives Activities –Structure, Size and Natureof the Market. StructureInstitutions involved in derivative activities. ... Banking Supervision released guidelines for‘best practice’ in managing the risks associatedwith derivatives.
https://www.rba.gov.au/publications/bulletin/1994/sep/pdf/bu-0994-1.pdf

The Australian Securities and Investments Commission's Review of the EFT Code of Conduct – April 2006 | Responses and Options Paper

8 May 2024 Submissions
the SFE’s systems clear and settle SFE derivatives trades and settle OTC debt trades. ... The only instances where the ASX and SFE facilities clear and settle similar products is where their markets offer similar products (equity index derivatives and
https://www.rba.gov.au/publications/submissions/payments-system/proposed-asx-sfe-merger/index.html

Foreign Currency Exposure and Hedging in Australia

10 Dec 2009 Bulletin – December 2009
Patrick D'Arcy and Muhummed Shah Idil
declined substantially between the two surveys. The hedging of foreign currency exposures using derivatives involves holding derivative contracts to offset the exchange rate exposure of the underlying instruments. ... The currency profile of derivative
https://www.rba.gov.au/publications/bulletin/2009/dec/1.html

Background | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations

7 Jun 2011 Consultations
One of these was specifically focused on over the-counter (OTC) derivatives markets:. ... Given this, regulators are considering whether non-cleared derivatives will also be subject to minimum margin requirements, both to ensure that all derivative
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/background.html

List of tables

10 Feb 2010 SMP – February 2010
1,545. 1,257. 288. (a) Positive values represent derivative positions under which the holder will receive foreign currency in exchange for Australian dollars at a predetermined exchange rate (that is, ... Negative values represent derivative positions
https://www.rba.gov.au/publications/smp/2010/feb/tables.html

Explaining Global Market Turmoil: A Fresh Perspective on its Origins and Nature | Conference – 1999

9 Aug 1999 Conferences
Horace 'Woody' Brock
US. Finally, in the case of derivatives, matters are definitionally so complex that, when trouble comes, model uncertainty is maximised and pandemonium ensues. ... The kind of securities required were quite abstract (‘state-dependent contracts’), and
https://www.rba.gov.au/publications/confs/1999/brock.html

References | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations

7 Jun 2011 Consultations
FSB (Financial Stability Board) (2010), ‘Implementing OTC Derivatives Market Reforms’, October, available at: <http://www.financialstabilityboard.org/publications/r_101025.pdf>. ... FSB (2011a), ‘OTC Derivatives Market Reforms: Progress report on
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/references.html

Hedging Instruments

31 Dec 2006 RDP 2006-09
Chris Becker and Daniel Fabbro
Futures and all other derivatives accounted for a negligible proportion of outstanding derivatives. ... The prevalence of forwards over other derivatives in currency hedging may reflect certain features.
https://www.rba.gov.au/publications/rdp/2006/2006-09/hedging-instruments.html
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Central Clearing of OTC Derivatives | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations

7 Jun 2011 Consultations
Table 1: OTC Derivatives Covered by Collateral Agreements. Per cent of derivatives trades. ... At the same time, new clearing services for interest rate derivatives have emerged.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/central-clearing-otc-derivatives.html