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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Box A: Ongoing Financial Regulatory Reform in China
10 Feb 2020
FSR
October 2018
PDF
647KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/box-a.pdf
5.4 Focus Topic: Interest Rate Risk
6 Oct 2023
FSR
– October 2023
5.4 Focus Topic: Interest Rate Risk | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/focus-topic-interest-rate-risk.html
List of tables
10 Mar 2010
FSR
– March 2010
Equity. Net foreign currency exposure. 33. 23. Derivatives. 10. 5. Open foreign currency equity position. ... Residual derivatives. 5. 54. Net foreign currency position. 1. 38. Per cent of assets.
https://www.rba.gov.au/publications/fsr/2010/mar/tables.html
The Australian Financial System
10 Mar 2015
FSR
– March 2015
This is increasingly important as global regulatory reforms encourage the central clearing of over-the-counter (OTC) derivatives. ... Australian banks continue to increase their use of CCPs to clear OTC interest rate derivatives.
https://www.rba.gov.au/publications/fsr/2015/mar/aus-fin-sys.html
Proposed Clearing Regime Design and Application | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
However, a preliminary position is that a regime for mandatory central clearing of OTC derivatives in Australia should contain the following elements:. ... Any mandatory requirement that a class of OTC derivatives be centrally cleared should reflect the
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/proposed-clearing-regime-design.html
Box D: Trade Compression
14 Apr 2016
FSR
April 2016
PDF
189KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/box-d.pdf
The Australian Financial System
10 Mar 2014
FSR
– March 2014
ASX has also recently introduced some refinements to its arrangements for managing the potential default of an OTC derivatives participant. ... the defaulter's OTC derivatives portfolio, before auctioning the hedged portfolio to non-defaulting
https://www.rba.gov.au/publications/fsr/2014/mar/aus-fin-sys.html
Resilience of the Australian Financial System
22 Mar 2024
FSR
– March 2024
Resilience of the Australian Financial System | Financial Stability Review – March 2024
https://www.rba.gov.au/publications/fsr/2024/mar/resilience-of-the-australian-financial-system.html
Box B: Foreign Currency Exposure and Hedging Practices of Australian Banks
24 Mar 2010
FSR
- March 2010
PDF
136KB
https://www.rba.gov.au/publications/fsr/2010/mar/pdf/box-b.pdf
Developments in the Financial System Architecture
10 Mar 2014
FSR
– March 2014
However, ESMA did not find other aspects of Australia's OTC derivatives regulation to be equivalent. ... Regulators are due to publish a third report on the Australian OTC derivatives market in early April.
https://www.rba.gov.au/publications/fsr/2014/mar/dev-fin-sys-arch.html