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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? | Conference – 2008

14 Jul 2008 Conferences
Jonathan Kearns and Philip Lowe
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

Tulips from Amsterdam

27 Nov 2006 Conferences PDF 91KB
RBA Conference Volume 2003
https://www.rba.gov.au/publications/confs/2003/pdf/sykes.pdf

The Consequences of Low Interest Rates for the Australian Banking Sector

29 Dec 2022 Conferences PDF 1221KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil.pdf

Risk and the Transformation of the Australian Financial System | Conference – 2007

20 Aug 2007 Conferences
Chris Ryan and Chris Thompson
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

The Evolving Structure of the Australian Financial System | Conference – 1996

9 Jul 1996 Conferences
Malcolm Edey and Brian Gray
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

22 Nov 2007 Conferences PDF 238KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/ryan-thompson.pdf

Box B: The Greek Private Sector Debt Swap

10 May 2012 SMP – May 2012
The International Swaps and Derivatives Association (ISDA) subsequently ruled that the activation of CACs constituted a ‘credit event’ for credit default swaps (CDS) referencing Greek sovereign debt.
https://www.rba.gov.au/publications/smp/2012/may/box-b.html

Introduction | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath and Mark Manning
A key element of the post-crisis reform agenda has been to strengthen counterparty risk management and reduce interconnectedness in over-the-counter (OTC) derivative markets by requiring that exposures be ... Given assumptions about the structure of OTC
https://www.rba.gov.au/publications/confs/2013/intro-2013.html

Regulatory Policy Issues in Australia | Conference – 1996

9 Jul 1996 Conferences
Graeme Thompson
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

Central Bank Frameworks: Evolution or Revolution?

4 Jan 2023 Conferences PDF 7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf