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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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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

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

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

Developments in Foreign Exchange and Over-the-counter Derivatives Markets

12 Dec 2019 Bulletin – December 2019
Julie Guo, Dushan Ranasinghe and Zhan Zhang
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

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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Foreign Currency Exposure and Hedging in Australia

7 Dec 2017 Bulletin – December 2017
Laura Berger-Thomson and Blair Chapman
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
Matthew Read
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

An Update on Global Foreign Exchange Turnover

10 Aug 2009 Bulletin – August 2009
Andrew Zurawski and Crystal Ossolinski
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

Australia's Foreign Currency Exposure and Hedging Practices

10 Dec 2005 Bulletin – December 2005
Chris Becker, Guy Debelle and Daniel Fabbro
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