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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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Start Spreading the News: News Sentiment and Economic Activity in Australia

23 Dec 2020 RDP 2020-08
Kim Nguyen and Gianni La Cava
In effect, the identification strategy is the same as estimating a VAR with economic activity, consumer sentiment and news sentiment to consider the partial derivatives of the activity indicators at various
https://www.rba.gov.au/publications/rdp/2020/2020-08/full.html
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31 Dec 2013 RDP 2013-12
Nathanael Cox, Nicholas Garvin and Gerard Kelly
Taking σ. 2. = mσ. 1. , the partial derivative of R with respect to σ. ... 2. , unless ρ = 1, in which case the partial derivative of R with respect to m is zero.
https://www.rba.gov.au/publications/rdp/2013/2013-12/results.html
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Financialisation and the Term Structure of Commodity Risk Premiums

1 May 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
The significant increase in the size of markets for commodities futures and for other commodity-related derivatives during the mid 2000s, as well as in the assets under management (AUM) of
https://www.rba.gov.au/publications/rdp/2017/2017-03/full.html
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Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. 1.97. MB. 1. Introduction. The failure of systemically important banks can have
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
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Emergency Liquidity Injections

3 Oct 2019 RDP PDF 2093KB
The. characteristics of LS imply that M (LD) = 0 for all LD 0, M (l) < 1, and that the first derivative of.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf

Appendix B: Estimator Accuracy

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
T. x, then for a given core size the derivative of the error sum with respect to x is:. ... Since d. C. > d. O. > d. P. (Assumption 3), the above derivative is greater than zero.
https://www.rba.gov.au/publications/rdp/2018/2018-01/appendix-b.html
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Results

31 Dec 2005 RDP 2005-04
Tim Robinson and Andrew Stone
Finally, it has the property that. when this derivative is evaluated at. ,
https://www.rba.gov.au/publications/rdp/2005/2005-04/results.html

The Consequences of Low Interest Rates for the Australian Banking Sector

19 Dec 2022 RDP PDF 1588KB
accounts hit their ELB.  Hedging of interest rate risk by Australian banks – either by maturity matching or via derivatives. –
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf

Appendix B: Discussion of the Firms' Resource Problem

31 Dec 2013 RDP 2013-14
Isaac Gross and James Hansen
that the derivative of the marginal cost of exploration is increasing in the level of exploration,. ; ... and that this same derivative is sufficiently large that it outweighs any reduction in the marginal costs of exploration that could be associated
https://www.rba.gov.au/publications/rdp/2013/2013-14/appendix-b.html
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The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis

19 Jul 2020 RDP PDF 1853KB
derivative in Hypothesis B may be positive. Hypotheses C and D relate to the second stage.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf