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
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
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 C: Foreign Currency Exposure and Hedging in Australia
10 Feb 2010
SMP
– February 2010
The majority of the liabilities that are denominated in foreign currency are hedged using derivative instruments, leaving only a small unhedged liability exposure. ... to hold nearly half this amount again in Australian dollar exposure through the
https://www.rba.gov.au/publications/smp/2010/feb/box-c.html
Financial Stability Review – March 2009
10 Mar 2009
FSR
Financial Stability Review March 2009. Download the complete Review 1.5. MB. The material in this. Financial Stability Review. was finalised on 25 March 2009. (A disclaimer notice applies to data obtained from the HILDA Survey and used in the Review.
https://www.rba.gov.au/publications/fsr/2009/mar/
Box E: The Council of Financial Regulators
10 Feb 2020
FSR
October 2018
PDF
585KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/box-e.pdf
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
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
Box B: Iron Ore Pricing
10 Aug 2012
SMP
– August 2012
past. The increasing use of shorter-term price contracts has also encouraged more activity and liquidity in iron ore derivative markets as firms increase their use of hedging instruments. ... One example is over-the-counter iron ore swap contracts, which
https://www.rba.gov.au/publications/smp/2012/aug/box-b.html
Optimal Monetary Policy and the Sources of Local-Currency Price Stability
13 Dec 2007
Research Workshop
PDF
411KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/corsetti.pdf
Domestic Financial Conditions
20 Nov 2023
SMP
- November 2023
PDF
2300KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/03-domestic-financial-conditions.pdf