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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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
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
Banks' Funding
10 Nov 2007
SMP
– November 2007
The increases in banks' other assets and other liabilities were largely offsetting, and mainly reflected changes in the fair values of the banks' derivative positions.
https://www.rba.gov.au/publications/smp/2007/nov/box-d.html
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
Box C: Interest Rate Risk in the Australian Financial System
10 Apr 2018
FSR
– April 2018
Graph C1. Australian banks further reduce their exposure to interest rate risk by engaging in derivative trades. ... While they enter into a wide range of derivative trades, including some that have no impact on their interest rate risk, the net effect
https://www.rba.gov.au/publications/fsr/2018/apr/box-c.html
5.5 Focus Topic: Operational Risk in a Digital World
6 Oct 2023
FSR
– October 2023
5.5 Focus Topic: Operational Risk in a Digital World | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/focus-topic-operational-risk-in-a-digital-world.html
Box B: The Greek Private Sector Debt Swap
3 May 2012
SMP
- May 2012
PDF
454KB
https://www.rba.gov.au/publications/smp/2012/may/pdf/box-b.pdf
Box D: Banks’ Funding
9 Nov 2007
SMP
- November 2007
PDF
43KB
https://www.rba.gov.au/publications/smp/2007/nov/pdf/box-d.pdf
Box C: What Did 2020 Reveal About Liquidity Challenges Facing Superannuation Funds?
8 Apr 2021
FSR
– April 2021
Funds also required cash to cover margin calls against currency (and other) derivatives. ... Super funds use currency derivatives to hedge foreign exchange (FX) rate risk on their investments that are denominated in foreign currencies.
https://www.rba.gov.au/publications/fsr/2021/apr/box-c-what-did-2020-reveal-about-liquidity-challenges-facing-superannuation-funds.html
Box B: The Greek Private Sector Debt Swap
10 May 2012
SMP
– May 2012
The International Swaps and Derivatives Association (ISDA) subsequently ruled that the activation of CACs constituted a ‘credit event’ for credit default swaps (CDS) referencing Greek sovereign debt.
https://www.rba.gov.au/publications/smp/2012/may/box-b.html