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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Supervision of Banks' Derivative Activities
10 Aug 1993
Bulletin
– August 1993
Here the debate is not so much one of whether derivatives are risky in their own right, but whether a financial system in which derivative growth has been rapid, and where ... a Bank of England survey and study on derivatives released in April 1993. ,
https://www.rba.gov.au/publications/bulletin/1993/aug/2.html
The Australian Foreign Exchange and Derivatives Markets
10 Jun 2005
Bulletin
– June 2005
According to the most recent Bank for International Settlements (BIS) Triennial Survey of Foreign Exchange and Derivatives Market Activity,. ... The Australian foreign exchange derivatives market continued to become more integrated with global financial
https://www.rba.gov.au/publications/bulletin/2005/jun/1.html
Box B: Central Clearing of Over-the-counter Credit Derivatives
25 Mar 2009
FSR
- March 2009
PDF
99KB
https://www.rba.gov.au/publications/fsr/2009/mar/pdf/box-b.pdf
OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
Using data on OTC derivative positions across products, sourced from the Bank for International Settlements, the authors demonstrate that the central clearing of credit derivatives alone would be unlikely to satisfy ... In the mixed clearing case, we
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html
Non-dealer Clearing of Over-the-counter Derivatives
20 Mar 2014
Bulletin
– March 2014
In 2009, the G20 leaders agreed that all standardised over-the-counter (OTC) derivatives should be cleared through central counterparties (CCPs). Accordingly, an increasing proportion of OTC derivatives are now centrally cleared, particularly where
https://www.rba.gov.au/publications/bulletin/2014/mar/9.html
Bulletin
18 Apr 2024
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/
Developments in Foreign Exchange and Over-the-counter Derivatives Markets
16 Mar 2023
Bulletin
– March 2023
This article discusses the key results from the 2022 Triennial Central Bank Survey of Foreign Exchange and Over-the-counter Derivatives Markets.
https://www.rba.gov.au/publications/bulletin/2023/mar/developments-in-foreign-exchange-and-over-the-counter-derivatives-markets.html
Domestic Regulatory Developments
7 Oct 2022
FSR
– October 2022
First, it undertook an assessment of the use of derivatives by superannuation funds following a request for advice by the Morrison Government. ... Funds capabilities in respect of derivatives investment are monitored by APRA for ongoing compliance with
https://www.rba.gov.au/publications/fsr/2022/oct/regulatory-developments.html
Discussion on OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
But, to the extent that they are entering derivative contracts they are de facto levered. ... Second, how well does the model generalise to the case of many derivatives rather than just two as assumed?
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning-disc.html
Supervision of Banks’ Derivative Activities
28 Feb 2003
Bulletin
PDF
58KB
More exotic forms of derivatives aregenerally combinations or variations of theforms described above. ... Here the debate is not so muchone of whether derivatives are risky in theirown right, but whether a financial system inwhich derivative growth has
https://www.rba.gov.au/publications/bulletin/1993/aug/pdf/bu-0893-2.pdf