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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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Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting

1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1994/9409.html
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Box A: Developments in the Electricity Derivatives Market

28 Sep 2022 PSB Annual Report – 2022
Payments System Board Annual Report – 2022 Box A: Developments in the Electricity Derivatives Market. ... Generators and retailers access the derivatives market as clients of the participants of ASX Clear (Futures).
https://www.rba.gov.au/publications/annual-reports/psb/2022/box-a-developments-in-the-electricity-derivatives-market.html

Background

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
Second, before participants can enter into OTC derivatives contracts, they must negotiate extensive documentation. ... The three OTC derivatives CCPs licensed in Australia all meet the ‘cover two’ standard.
https://www.rba.gov.au/publications/rdp/2016/2016-07/background.html
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Notes to and Forming Part of the Financial Statements

19 Oct 2023 RBA Annual Report – October 2023
Reserve Bank of Australia Annual Report – 2023 Financial Statements Notes to and Forming Part of the Financial Statements. Reserve Bank of Australia and Controlled Entity. Note 1 – Accounting Policies. The RBA reports its consolidated financial
https://www.rba.gov.au/publications/annual-reports/rba/2023/financial-statements/notes.html

Regulatory Developments in Financial Market Infrastructures

2 Oct 2013 PSB Annual Report – 2013
ASIC Derivative Transaction Rules (Reporting) 2013. Available at <http://www.comlaw.gov.au/Details/F2013L01345>. ... ASIC Derivative Trade Repository Rules 2013. Available at <http://www.comlaw.gov.au/Details/F2013L01344>.
https://www.rba.gov.au/publications/annual-reports/psb/2013/reg-dev-fin-mrkt-infra.html

Hedging Instruments

31 Dec 2006 RDP 2006-09
Chris Becker and Daniel Fabbro
Futures and all other derivatives accounted for a negligible proportion of outstanding derivatives. ... The prevalence of forwards over other derivatives in currency hedging may reflect certain features.
https://www.rba.gov.au/publications/rdp/2006/2006-09/hedging-instruments.html
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3.3 Risk Management

19 Oct 2023 RBA Annual Report – October 2023
Risk Management | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/risk-management.html

International Regulatory Developments

25 Oct 2010 PSB Annual Report – 2010
CPSS and IOSCO have undertaken two pieces of work aimed at strengthening OTC derivatives markets. ... the OTC derivatives market through encouragement of industry participants rather than formal rule setting.
https://www.rba.gov.au/publications/annual-reports/psb/2010/int-reg-developments.html

Appendix A: Derivations for Bivariate SVAR

11 Oct 2022 RDP 2022-04
Matthew Read
λ. approaches zero from above, this derivative approaches. , which implies that the lower bound is extremely sensitive to small changes in. ... κ. , particularly for small values of. κ. ; the derivative of the lower bound tends to.
https://www.rba.gov.au/publications/rdp/2022/2022-04/appendix-a.html
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2.2 Operations in Financial Markets

19 Oct 2023 RBA Annual Report – October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html