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 Foreign Exchange and Over-the-counter Derivatives Markets
12 Dec 2019
Bulletin
– December 2019
Global activity in foreign exchange (FX) and over-the-counter (OTC) derivatives markets increased over the three years to April 2019.
https://www.rba.gov.au/publications/bulletin/2019/dec/developments-in-foreign-exchange-and-over-the-counter-derivatives-markets.html
Foreign Currency Exposure and Hedging in Australia
7 Dec 2017
Bulletin
– December 2017
The latest Survey of Foreign Currency Exposure confirms that Australian entities' financial positions are well protected against a depreciation of the Australian dollar. Consistent with previous surveys, the net foreign currency exposures of the
https://www.rba.gov.au/publications/bulletin/2017/dec/8.html
Appendix A: Derivations for Bivariate SVAR
11 Oct 2022
RDP
2022-04
λ. approaches zero from above, this derivative approaches. , which implies that the lower bound is extremely sensitive to small changes in. ... κ. , particularly for small values of. κ. ; the derivative of the lower bound tends to.
https://www.rba.gov.au/publications/rdp/2022/2022-04/appendix-a.html
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Description for Figure 1 in article: Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey
10 Dec 2012
Bulletin
– December 2012
Bulletin – December 2012 Description for Figure 1 in article: Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey.
https://www.rba.gov.au/publications/bulletin/2012/dec/d-article-5-figure-1.html
Australia's Foreign Currency Exposure and Hedging Practices
10 Dec 2005
Bulletin
– December 2005
165. 252. Derivative positions to hedge debt. 126. 199. Net FX position on debt (after derivatives). ... 150. Derivative positions to hedge equity. 10. 0. 60. –. 2. Net foreign currency position on equity (after derivatives). 23. 0.
https://www.rba.gov.au/publications/bulletin/2005/dec/1.html
Australian Financial Markets
10 May 1996
Bulletin
– May 1996
The markets cover foreign exchange, debt and equities, as well as their derivatives. ... Corporate bonds. 0.1. (a). Indexed bonds. 0.1. (a). Interest rate derivatives.
https://www.rba.gov.au/publications/bulletin/1996/may/1.html
Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey
24 Dec 2012
Bulletin
PDF
261KB
Reserve Bank of Australia Bulletin December 2012
https://www.rba.gov.au/publications/bulletin/2012/dec/pdf/bu-1212-5.pdf
An Update on Global Foreign Exchange Turnover
10 Aug 2009
Bulletin
– August 2009
Graph 2. For foreign exchange swaps and over-the-counter derivatives – cross-currency interest rate swaps and options – turnover declined by 17 per cent over the six months to October 2008 ... Graph 3. The decline in turnover of spot and forwards
https://www.rba.gov.au/publications/bulletin/2009/aug/2.html
Executive Summary | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
This rapidly evolving global landscape for central clearing makes it difficult to foresee how clearing of the Australian OTC derivatives market might evolve. ... Use of large offshore CCPs might allow for greater efficiencies while also facilitating the
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/executive-summary.html
Australian Financial Markets
10 Jun 2002
Bulletin
– June 2002
Table 2: Foreign Exchange OTC Derivatives Activity. Average daily turnover, 2001 US$ billion. ... Although Australian OTC interest rate derivatives markets remain small by global standards, they account for over 30 per cent of OTC interest rate
https://www.rba.gov.au/publications/bulletin/2002/jun/2.html