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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The Australian Securities and Investments Commission's Review of the EFT Code of Conduct – April 2006 | Responses and Options Paper
8 May 2024
Submissions
the SFE’s systems clear and settle SFE derivatives trades and settle OTC debt trades. ... The only instances where the ASX and SFE facilities clear and settle similar products is where their markets offer similar products (equity index derivatives and
https://www.rba.gov.au/publications/submissions/payments-system/proposed-asx-sfe-merger/index.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 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
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
Liquidity and Funding Markets
19 Aug 2013
Conference
–
2013
The Reserve Bank of Australia 2013 conference, ‘Liquidity and Funding Markets’
https://www.rba.gov.au/publications/confs/2013/
The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
OTC derivatives move to CCPs. At the G20 meeting in Pittsburgh in 2009, it was decided that a critical mass of dealer banks' derivative-related risks would be moved to CCPs ... OTC derivatives markets straddle regulated systemically important financial
https://www.rba.gov.au/publications/confs/2013/singh.html
Regulating the New Financial Markets | Conference – 1996
9 Jul 1996
Conferences
Management faces formidable difficulties in monitoring, controlling and verifying the risks incurred by derivatives dealers. ... Derivatives activity also presents financial markets with a new kind of transparency problem.
https://www.rba.gov.au/publications/confs/1996/dale.html
List of tables | Submission to the Financial System Inquiry March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
LCH.Clearnet Ltd. Clearing of OTC interest rate derivatives. $15 billion notional value. ... a) Average for year ended 31 December 2013; OTC derivatives data for April 2013.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/tables.html
Capital Flows, Hedge Funds and Market Failure: A Hong Kong Perspective | Conference – 1999
9 Aug 1999
Conferences
supervision. Forex derivatives have undeniably helped investors to unbundle and repackage their risks. ... LTCM held very large positions in both the cash and OTC derivatives markets, which were financed mainly by credit lines provided by commercial banks
https://www.rba.gov.au/publications/confs/1999/yam.html
Discussion on Regulating the New Financial Markets | Conference – 1996
9 Jul 1996
Conferences
Having banks involved in derivatives or securities trading is not, of itself, anything special. ... On the first point, derivatives, in some senses, can be less opaque than traditional credit exposures.
https://www.rba.gov.au/publications/confs/1996/sherwin-disc.html