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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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On the Economics of Committed Liquidity Facilities | Conference – 2013

19 Aug 2013 Conferences
Morten L Bech and Todd Keister
This scenario is designed to include a partial loss of retail deposits, significant loss of wholesale funding, contractual outflows from derivative positions associated with a three-notch ratings downgrade, and substantial
https://www.rba.gov.au/publications/confs/2013/bech-keister.html

Discussion on Bank Funding and Financial Stability | Conference – 2013

19 Aug 2013 Conferences
Currently, collateral from repo financing and OTC derivatives is usually exempt from such automatic stays. ... As a result, they recommend abolishing the safe harbour regulation for illiquid collateral (such as asset-backed securities) and OTC
https://www.rba.gov.au/publications/confs/2013/gai-haldane-kapadia-nelson-disc.html

Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013

19 Aug 2013 Conferences
Grahame Johnson and Eric Santor
Consider, for example, a highly interconnected OTC derivative network with insufficient margining practices.
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html

Discussion on Funding Flows and Credit in Carry Trade Economies | Conference – 2013

19 Aug 2013 Conferences
There are a number of ways to implement such trades and much of these involve the use of derivatives, which are off-balance sheet items (see, for example, Galati, Heath and
https://www.rba.gov.au/publications/confs/2013/mirandaagrippino-rey-disc.html

Bank Funding and Financial Stability | Conference – 2013

19 Aug 2013 Conferences
Prasanna Gai, Andrew G Haldane, Sujit Kapadia and Benjamin Nelson
These include reforms to over-the-counter derivative markets that emphasise more stringent collateralisation, preferential regulatory treatment of covered bonds, and the prospect of statutory ‘bail-in’ tools for financial regulators. ... First, the
https://www.rba.gov.au/publications/confs/2013/gai-haldane-kapadia-nelson.html

Securitisation and the Commercial Property Cycle

10 Dec 2012 Conferences PDF 1300KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/packer-riddiough.pdf

Property Markets and Financial Stability

10 Dec 2012 Conferences PDF 9437KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/conf-vol-2012.pdf

Securitisation and the Commercial Property Cycle | Conference – 2012

20 Aug 2012 Conferences
Frank Packer and Timothy Riddiough
More importantly, housing could be effectively and efficiently shorted through the development of CDS derivative indices on prime and subprime RMBS.
https://www.rba.gov.au/publications/confs/2012/packer-riddiough.html

The Future of Inflation Targeting: Proceedings of a Conference

18 Apr 2012 Conferences PDF 1390KB
RBA Conference Volume 2004
https://www.rba.gov.au/publications/confs/2004/pdf/conf-vol-2004.pdf

The Australian Financial System in the 2000s: Dodging the Bullet

13 Dec 2011 Conferences PDF 1104KB
RBA Conference Volume 2011
https://www.rba.gov.au/publications/confs/2011/pdf/davis.pdf