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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Read me file
25 Oct 2022
RDP
2022-05
If you make use of any of these files you should clearly attribute the author in any derivative work.
https://www.rba.gov.au/publications/rdp/2022/2022-05/read-me.html
5 April 2022 | Minutes of the Monetary Policy Meeting of the Board
19 Apr 2022
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 5 April 2022
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2022/2022-04-05.html
Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
The. characteristics of LS imply that M (LD) = 0 for all LD 0, M (l) < 1, and that the first derivative of.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Fear of Sudden Stops: Lessons from Australia and Chile
10 May 2004
RDP
PDF
193KB
Rather, banks hedge theirnet foreign-currency liabilities using derivatives. This is an important point: asdiscussed in Section 4.2.3, Australia has a highly developed currency derivative. ... 24. Table 8: Explanators of Derivative TurnoverDependent
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-03.pdf
Read me file for The Real Effects of Debt Covenants: Evidence from Australia
20 Oct 2022
RDP
PDF
537KB
RDP 2022-05 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-05/rdp-2022-05-read-me.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
We also use aggregate measures of financial openness: debt assets, portfolio assets, FDI assets and financial derivative assets (and separately, the equivalent liability measures) as well as the Chinn-Ito measure
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html
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Results
31 Dec 2013
RDP
2013-12
Taking σ. 2. = mσ. 1. , the partial derivative of R with respect to σ. ... 2. , unless ρ = 1, in which case the partial derivative of R with respect to m is zero.
https://www.rba.gov.au/publications/rdp/2013/2013-12/results.html
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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
24 May 2024
RDP
2024-03
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2024/2024-03/read-me.html
The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
1853KB
derivative in Hypothesis B may be positive. Hypotheses C and D relate to the second stage.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf
The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
22 Jul 2020
RDP
2020-03
may be a function of N. i,t. and the derivative in Hypothesis B may be positive.
https://www.rba.gov.au/publications/rdp/2020/2020-03/full.html
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