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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The Australian Financial System
20 Apr 2016
FSR
– April 2016
This is particularly important given the G20's commitment that all standardised over-the-counter (OTC) derivatives should be centrally cleared. ... The proportion of Australian banks' OTC interest rate derivatives (IRD) exposures that are centrally
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html
The Australian Financial System
10 Sep 2014
FSR
– September 2014
In particular, with most interest rate derivatives trades between large internationally active dealers being centrally cleared, liquidity and pricing are generally more favourable for centrally cleared trades. ... The two CCPs licensed in Australia to
https://www.rba.gov.au/publications/fsr/2014/sep/aus-fin-sys.html
The Australian Financial System
8 Apr 2021
FSR
– April 2021
In recognition of this, the London-based CCP LCH Limited (LCH Ltd), which provides clearing services to Australian participants in the over-the-counter interest rate derivatives market via its SwapClear
https://www.rba.gov.au/publications/fsr/2021/apr/australian-financial-system.html
The Australian Financial System
8 Apr 2022
FSR
– April 2022
Graph 3.12. One way in which superannuation funds manage liquidity flows from member contributions, withdrawals and portfolio rebalancing is through the use of derivatives. ... Banks further hedge their interest rate risk by engaging in derivative trades
https://www.rba.gov.au/publications/fsr/2022/apr/australian-financial-system.html
Domestic Regulatory Developments
21 Nov 2022
FSR
- October 2022
PDF
170KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/04-regulatory-developments.pdf
Domestic Regulatory Developments
8 Apr 2022
FSR
– April 2022
Forthcoming work on the use of derivatives by superannuation funds. In November 2021, the Treasurer requested that the CFR report by June 2022 on the use of derivatives by superannuation funds. ... The report is expected to cover: the operational
https://www.rba.gov.au/publications/fsr/2022/apr/regulatory-developments.html
Box C: Foreign Currency Exposure and Hedging Practices of Australian Banks
10 Mar 2006
FSR
– March 2006
While much of the Australian banks' offshore funding is in foreign currencies, the currency risk is typically hedged back into Australian dollars through derivatives markets. ... The largest net long derivatives position, at around $86 billion, was in
https://www.rba.gov.au/publications/fsr/2006/mar/box-c.html
Financial Stability Review - March 2024
26 Mar 2024
FSR
- March 2024
PDF
2619KB
https://www.rba.gov.au/publications/fsr/2024/mar/pdf/financial-stability-review-2024-03.pdf
Box A: Ongoing Financial Regulatory Reform in China
20 Oct 2018
FSR
– October 2018
These are on-balance sheet investment products with a principal guarantee, and investment returns linked to asset prices through derivatives exposure. ... In response, the CBIRC released guidance requiring banks offering structured deposits to be
https://www.rba.gov.au/publications/fsr/2018/oct/box-a.html
Developments in the Financial System Architecture
20 Apr 2016
FSR
– April 2016
A key recent example of such a contractual mechanism is the International Swaps and Derivatives Association Resolution Stay Protocol, which aims to prevent cross-border over-the-counter (OTC) derivative contracts ... In Australia, a similar temporary
https://www.rba.gov.au/publications/fsr/2016/apr/dev-fin-sys-arch.html