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11–20 of 454 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.

Contagion Analysis

29 Sep 2015 RDP 2015-02

Alexandra Heath, Gerard Kelly and Mark Manning

L. < 1, of its liquid assets. More specifically, bank i will be in liquidity stress after the derivative price movement if. ... In the experiment depicted in Figure 7, by far the largest uncovered loss arises for interest rate derivatives.

https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html

See 8 more results from "RDP 2015-02"

The Economics of Shadow Banking | Conference – 2013

19 Aug 2013 Conferences

Manmohan Singh

OTC derivatives move to CCPs. At the G20 meeting in Pittsburgh in 2009, it was decided that a critical mass of dealer banks' derivative-related risks would be moved to CCPs ... OTC derivatives markets straddle regulated systemically important financial

https://www.rba.gov.au/publications/confs/2013/singh.html

Regulating the New Financial Markets | Conference – 1996

9 Jul 1996 Conferences

Richard Dale

Management faces formidable difficulties in monitoring, controlling and verifying the risks incurred by derivatives dealers. ... Derivatives activity also presents financial markets with a new kind of transparency problem.

https://www.rba.gov.au/publications/confs/1996/dale.html