Search: derivative

Sort by: Relevance Date
6170 of 196 search results for 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.

Search Results

Financial System Liquidity, Asset Prices and Monetary Policy | Conference – 2005

11 Jul 2005 Conferences
Hyun Song Shin
However, all this is about to change. The advent of deep markets in credit derivatives has removed the practical barriers to marking loans to market.
https://www.rba.gov.au/publications/confs/2005/shin.html

Policy Panel

19 Dec 2013 Conferences PDF 209KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/policy-panel-2013.pdf

Policy Panel | Conference – 2013

19 Aug 2013 Conferences
The initial margin on non-standardised derivatives that are not centrally cleared will be much higher. ... If those non-standardised derivatives are made more expensive, we are yet to see what that means for things like asset swap markets and
https://www.rba.gov.au/publications/confs/2013/policy-panel-2013.html

Three Australian Asset-price Bubbles | Conference – 2003

18 Aug 2003 Conferences
John Simon
RBA Annual Conference – 2003 Three Australian Asset-price Bubbles John Simon. According to modern economic theory—which holds that markets are efficient, i.e., that share prices reflect intrinsic values, and that speculators are simply rational
https://www.rba.gov.au/publications/confs/2003/simon.html

Tulips from Amsterdam | Conference – 2003

18 Aug 2003 Conferences
Trevor Sykes
And one of the characteristics of derivatives is that few of the traders are ever interested in final delivery. ... And sometimes the taverns doubled as brothels, which would seem about the perfect ambience for an unregulated derivatives market.
https://www.rba.gov.au/publications/confs/2003/sykes.html

What the FOMC Says and Does When the Stock Market Booms | Conference – 2003

18 Aug 2003 Conferences
Stephen G Cecchetti
Second, people have argued that sophisticated traders can always go into derivatives markets if what they want is leverage. ... Second, as I have already argued there seem to be serious barriers to certain forms of arbitrage that would also make it
https://www.rba.gov.au/publications/confs/2003/cecchetti.html

Introduction to The Future of the Financial System

7 Dec 2006 Conferences PDF 25KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/intro-96.pdf

Round-table/Wrap-up Discussion

27 Nov 2006 Conferences PDF 109KB
RBA Conference Volume 2003
https://www.rba.gov.au/publications/confs/2003/pdf/round-table.pdf

The Impact of Hedge Funds on Financial Markets: Lessons from the Experience of Australia

7 Dec 2006 Conferences PDF 35KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/rankin.pdf

Discussion on The Economics of Shadow Banking | Conference – 2013

19 Aug 2013 Conferences
hedge funds, money market funds, agents in derivatives and tri-party markets) raise potential concerns for taxpayers, despite the fact that they do not have an official backstop and are now
https://www.rba.gov.au/publications/confs/2013/singh-disc.html