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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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Central Clearing of OTC Derivatives in Australia: A discussion paper issued by the Council of Financial Regulators – 2011 | Consultations

7 Jun 2011 Consultations
REFORMS: Credit Cards; Debit Cards; The ATM System; ATM Fee Reforms; Review of Card Payment Systems Reforms; Account Switching; POLICY FRAMEWORK: Payments System Board; Core Principles for Systemically Important Payment Systems; Standards for
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/

Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting

1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1994/9409.html
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Central Clearing of OTC Derivatives in Australia | Consultations

7 Jun 2011 Consultations
Central Clearing of OTC Derivatives in Australia
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives.html

Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011

15 Jul 2011 Consultations PDF 875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf

Consultations

4 Apr 2024 Consultations
Index of Consultations
https://www.rba.gov.au/publications/consultations/

OTC Derivatives Reform: Netting and Networks | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath, Gerard Kelly and Mark Manning
Using data on OTC derivative positions across products, sourced from the Bank for International Settlements, the authors demonstrate that the central clearing of credit derivatives alone would be unlikely to satisfy ... In the mixed clearing case, we
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html

Background

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
Second, before participants can enter into OTC derivatives contracts, they must negotiate extensive documentation. ... The three OTC derivatives CCPs licensed in Australia all meet the ‘cover two’ standard.
https://www.rba.gov.au/publications/rdp/2016/2016-07/background.html
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Annex | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations

7 Jun 2011 Consultations
As discussed in Section 3.2, the main OTC derivatives dealers in Australia are members of domestic or foreign banking groups. ... not the name of the legal entity in which an OTC derivatives transaction is booked.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/annex.html

Discussion on OTC Derivatives Reform: Netting and Networks | Conference – 2013

19 Aug 2013 Conferences
But, to the extent that they are entering derivative contracts they are de facto levered. ... Second, how well does the model generalise to the case of many derivatives rather than just two as assumed?
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning-disc.html

OTC Derivatives Markets in Australia | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations

7 Jun 2011 Consultations
Table 3: Derivatives Positions Outstanding Across Sectors. $ billion, estimated value as at December 2010. ... The G14 dealers are clearly dominant within the US dollar-denominated interest rate derivatives market.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/otc-derivatives-markets-australia.html