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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Macro-prudential Policy in a Neo-Fisherian Model of Financial Innovation
12 Dec 2011
Research Workshop
PDF
1171KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/mendoza.pdf
Introduction to Liquidity and Funding Markets
19 Dec 2013
Conferences
PDF
74KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/intro-2013.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
29 Dec 2022
Conferences
PDF
1221KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil.pdf
Promoting Liquidity: Why and How? | Conference – 2008
14 Jul 2008
Conferences
Structured finance products and many derivatives typically trade OTC because of their inherent idiosyncratic features. ... However, to date, attempts by several exchanges to list credit default derivatives have been unsuccessful.
https://www.rba.gov.au/publications/confs/2008/kearns-lowe.html
Tulips from Amsterdam
27 Nov 2006
Conferences
PDF
91KB
RBA Conference Volume 2003
https://www.rba.gov.au/publications/confs/2003/pdf/sykes.pdf
Risk and the Transformation of the Australian Financial System
22 Nov 2007
Conferences
PDF
238KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/ryan-thompson.pdf
The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
30 May 2022
Research Workshop
PDF
805KB
RBA Workshop 2022
https://www.rba.gov.au/publications/workshops/research/2022/pdf/rba-workshop-2022-read.pdf
Promoting Liquidiity: Why and How?
23 Oct 2008
Conferences
PDF
224KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/kearns-lowe.pdf
Risk and the Transformation of the Australian Financial System | Conference – 2007
20 Aug 2007
Conferences
4). Of this, A$168 billion was hedged in derivatives markets, mostly by cross-currency swaps but also by forward contracts, leaving a net foreign currency exposure on debt of only A$18 ... Net foreign currency position on debt. 117. 186. Derivative
https://www.rba.gov.au/publications/confs/2007/ryan-thompson.html
The Evolution of Risk and Risk Management – A Prudential Regulator's Perspective | Conference – 2007
20 Aug 2007
Conferences
Though participants in securitisation markets (mainly for housing loans) and credit derivatives markets (for corporate loans), they do not make substantial use of these markets to divest themselves of credit risk; ... Australia banking institutions are
https://www.rba.gov.au/publications/confs/2007/laker.html