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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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
OIS are a bilaterally traded, or over-the-counter (OTC), derivative in which one party agrees to pay the other party a fixed interest rate in exchange for receiving the average
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
6 Oct 2022
RDP
PDF
2224KB
at 0 and have non-zero derivatives, the robust credible interval has valid frequentist coverage.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-04.pdf
Read me file for Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
17 Mar 2023
RDP
PDF
144KB
RDP 2023-03 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-03/rdp-2023-03-read-me.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Hedging of interest rate risk by Australian banks – either by maturity matching or via derivatives – means changes in the slope of the yield curve do not affect their lending spreads (Brassil
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Read me file
22 Mar 2023
RDP
2023-03
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/2023/2023-03/read-me.html
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
Limiting Foreign Exchange Exposure through Hedging: The Australian Experience
22 Aug 2006
RDP
PDF
206KB
from trade. LiabilitiesAssets. Equity Debt Debt. Net balance sheet foreign exchangeexposure (before derivatives). ... Net trade foreign exchangeexposure (before derivatives). Foreign exchangederivatives. Net foreign exchangeexposure (after derivatives).
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-09.pdf
The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018
12 Apr 2018
Conferences
In practice, banks may reduce their exposure to interest rate risk by lending for long maturities with interest rates that can be repriced frequently or by using derivatives to hedge the ... To hedge interest rate risk, a bank will enter into derivatives
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello.html
Discussion on Regulating the New Financial Markets | Conference – 1996
9 Jul 1996
Conferences
Having banks involved in derivatives or securities trading is not, of itself, anything special. ... On the first point, derivatives, in some senses, can be less opaque than traditional credit exposures.
https://www.rba.gov.au/publications/confs/1996/sherwin-disc.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