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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Domestic Regulatory Developments
6 Apr 2023
FSR
– April 2023
Domestic Regulatory Developments | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/regulatory-developments.html
Box E: Financial Soundness Indicators
21 Mar 2005
FSR
- March 2005
PDF
43KB
https://www.rba.gov.au/publications/fsr/2005/mar/pdf/box-e.pdf
Developments in the Financial System Architecture
10 Sep 2013
FSR
– September 2013
central clearing, and exchange and electronic platform trading in global OTC derivatives markets. ... Also in July, ASIC finalised rules requiring the reporting of OTC derivatives to trade repositories.
https://www.rba.gov.au/publications/fsr/2013/sep/dev-fin-sys-arch.html
5.4 Focus Topic: Interest Rate Risk
9 Oct 2023
FSR
- October 2023
PDF
276KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/08-focus-topic-interest-rate-risk.pdf
Developments in the Financial System Architecture
10 Mar 2012
FSR
– March 2012
Reform of over-the-counter (OTC) derivatives markets is continuing as jurisdictions work to meet the G-20 commitment that all standardised OTC derivative contracts be centrally cleared by the end ... The FSB is continuing to coordinate and monitor
https://www.rba.gov.au/publications/fsr/2012/mar/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Sep 2012
FSR
– September 2012
In June, the FSB published a third progress report on jurisdictions' implementation of the G-20 commitments relating to OTC derivatives, namely, that all standardised OTC derivative contracts should be traded ... To support the G-20 OTC
https://www.rba.gov.au/publications/fsr/2012/sep/dev-fin-sys-arch.html
Key Policy Design Considerations | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
Questions around jurisdiction are therefore important in delineating what Australian regulators can consider to be the Australian OTC derivatives market. ... Any CCP that was authorised to clear OTC derivatives would be subject to that regime.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/key-policy-design-considerations.html
The Australian Financial System
10 Sep 2013
FSR
– September 2013
In Australia, the evidence to date is that the transition to central clearing of interest rate derivatives is accelerating. ... An additional $100 million is to be contributed as more participants join the OTC derivatives clearing service.
https://www.rba.gov.au/publications/fsr/2013/sep/aus-fin-sys.html
Box D: Trade Compression
20 Apr 2016
FSR
– April 2016
While initially limited to non-centrally cleared trades, this service is now also widely offered for centrally cleared OTC derivative trades. ... For further information, see Section 6.2.2 of APRA, ASIC and RBA (2015), Report on the Australian OTC
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html
List of tables
10 Sep 2008
FSR
– September 2008
c) Includes deposits due to non residents, derivative financial instruments and all other non-funding liabilities.
https://www.rba.gov.au/publications/fsr/2008/sep/tables.html