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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Key Policy Design Considerations | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
Questions around jurisdiction are therefore important in delineating what Australian regulators can consider to be the Australian OTC derivatives market. ... Any CCP that was authorised to clear OTC derivatives would be subject to that regime.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/key-policy-design-considerations.html
Tulips from Amsterdam
27 Nov 2006
Conferences
PDF
91KB
RBA Conference Volume 2003
https://www.rba.gov.au/publications/confs/2003/pdf/sykes.pdf
Promoting Liquidity: Why and How? | Conference – 2008
14 Jul 2008
Conferences
Structured finance products and many derivatives typically trade OTC because of their inherent idiosyncratic features. ... However, to date, attempts by several exchanges to list credit default derivatives have been unsuccessful.
https://www.rba.gov.au/publications/confs/2008/kearns-lowe.html
The Evolving Structure of the Australian Financial System | Conference – 1996
9 Jul 1996
Conferences
On the wholesale side, foreign banks continued their ‘merchant banking’ activities and in that sphere were innovative in product development and in financial and derivative markets.
https://www.rba.gov.au/publications/confs/1996/edey-gray.html
Risk and the Transformation of the Australian Financial System | Conference – 2007
20 Aug 2007
Conferences
4). Of this, A$168 billion was hedged in derivatives markets, mostly by cross-currency swaps but also by forward contracts, leaving a net foreign currency exposure on debt of only A$18 ... Net foreign currency position on debt. 117. 186. Derivative
https://www.rba.gov.au/publications/confs/2007/ryan-thompson.html
Risk and the Transformation of the Australian Financial System
22 Nov 2007
Conferences
PDF
238KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/ryan-thompson.pdf
Monetary and Macroprudential Policies: The Case for a Separation of Powers | Conference – 2018
12 Apr 2018
Conferences
Trading in many derivatives has been shifted to central clearing houses, and the associated collateral requirements tightened.
https://www.rba.gov.au/publications/confs/2018/broadbent.html
Regulatory Policy Issues in Australia | Conference – 1996
9 Jul 1996
Conferences
impacts on the real economy, or involving violent swings in financial prices due to disruptions in asset or derivatives markets including liquidity shortage. ... This complexity is associated in large part with the widespread use of derivative products
https://www.rba.gov.au/publications/confs/1996/thompson.html
The Evolution of Risk and Risk Management – A Prudential Regulator's Perspective | Conference – 2007
20 Aug 2007
Conferences
Though participants in securitisation markets (mainly for housing loans) and credit derivatives markets (for corporate loans), they do not make substantial use of these markets to divest themselves of credit risk; ... Australia banking institutions are
https://www.rba.gov.au/publications/confs/2007/laker.html
Introduction | Conference – 1996
9 Jul 1996
Conferences
products and delivery systems: financial derivatives, ATMs, EFTPOS, securitised mortgages, telephone banking, to name just a few. ... Increasingly, however, systemic risk is seen as coming not only from traditional balance-sheet items but also from banks'
https://www.rba.gov.au/publications/confs/1996/intro-96.html