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.
Search Results
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/
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
OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
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
Consultations
4 Apr 2024
Consultations
Index of Consultations
https://www.rba.gov.au/publications/consultations/
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
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
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
Explaining Global Market Turmoil: A Fresh Perspective on its Origins and Nature | Conference – 1999
9 Aug 1999
Conferences
US. Finally, in the case of derivatives, matters are definitionally so complex that, when trouble comes, model uncertainty is maximised and pandemonium ensues. ... The kind of securities required were quite abstract (‘state-dependent contracts’), and
https://www.rba.gov.au/publications/confs/1999/brock.html
Background | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
One of these was specifically focused on over the-counter (OTC) derivatives markets:. ... Given this, regulators are considering whether non-cleared derivatives will also be subject to minimum margin requirements, both to ensure that all derivative
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/background.html