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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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Promoting Liquidity: Why and How?

2 Dec 2009 RDP PDF 484KB
Structured finance products and many derivatives typically trade OTC because of their inherent idiosyncratic features. ... Therefore, it is no surprise that structured financial products and many derivatives typically trade in OTC markets.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf

Read me

25 Aug 2020 RDP 2020-05
Jonathan Kearns, Mike Major and David Norman
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/2020/2020-05/read-me.html

Appendix B: Solving the Model

31 Dec 2013 RDP 2013-08
Alexandre Dmitriev and Ivan Roberts
1. () is the partial derivative of u with respect to its first argument. ... We use the same notation to denote the other partial derivatives.
https://www.rba.gov.au/publications/rdp/2013/2013-08/appendix-b.html
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Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data

1 Apr 2018 RDP 2018-05
Jonathan Hambur and Gianni La Cava
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/2018/2018-05/read-me.html

Appendix A: First-order Conditions for the Nonlinear Model

1 Sep 1998 RDP 9812
Jeffrey C. Fuhrer
The derivative of U with respect to C. t. is:. ... then we have the derivatives of utility U with respect to C.
https://www.rba.gov.au/publications/rdp/1998/1998-12/appendix-a.html

Appendix: Derivation of Underlying Inflation Estimators

31 Dec 2005 RDP 2005-05
Ivan Roberts
Differentiating with respect to. and setting the partial derivative equal to zero, we have:.
https://www.rba.gov.au/publications/rdp/2005/2005-05/appendix.html

The Supervisory Treatment of Banks’ Market Risk

30 Nov 2009 RDP PDF 76KB
Manyhave pointed to the growth in banks' off-balance-sheet/derivative business asevidence of that process. ... 4.1 Specific Risk. Specific risk applies to all long and short trading positions in debt instruments andin related derivatives.
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9408.pdf

Appendix C: Derivation of Results

31 Dec 2012 RDP 2012-03
Clare Noone
The Hessian matrix of second derivatives of π. i. A. is diagonal with entries N. ... ij. and P. ik. only. Talking the partial derivative of J with respect to P.
https://www.rba.gov.au/publications/rdp/2012/2012-03/appendix-c.html

Read me file for How Many Jobs Did JobKeeper Keep?

19 Nov 2020 RDP PDF 499KB
RDP 2020-07 supplementary information
https://www.rba.gov.au/publications/rdp/2020/2020-07/rdp-2020-07-read-me.pdf

References

31 Dec 2004 RDP 2004-03
Ricardo J Caballero, Kevin Cowan and Jonathan Kearns
416. BIS (Bank for International Settlements) (2002), Triennial central bank survey: foreign exchange and derivatives market activity in 2001, BIS, Basle.
https://www.rba.gov.au/publications/rdp/2004/2004-03/references.html
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