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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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Read me file for Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE

10 Dec 2023 RDP PDF 160KB
RDP 2023-09 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-09/rdp-2023-09-read-me.pdf

Identification and Inference under Narrative Restrictions

20 Oct 2023 RDP PDF 1128KB
Identification and Inference under Narrative Restrictions. Raffaella Giacomini, Toru Kitagawa and Matthew Read. Research Discussion Paper. R DP 2023- 07. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf

1.2 Governance and Accountability

10 Oct 2023 RBA Annual Report – October 2023
Governance and Accountability | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/governance-and-accountability.html

Read me file for Adoption of Emerging Digital General-purpose Technologies: Determinants and Effects

20 Dec 2023 RDP PDF 129KB
RDP 2023-10 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-10/rdp-2023-10-read-me.pdf

Read me file for Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Adminstrative Data

13 Feb 2024 RDP PDF 206KB
RDP 2024-01 supplementary information
https://www.rba.gov.au/publications/rdp/2024/2024-01/rdp-2024-01-read-me.pdf

The Efficiency of Central Clearing: A Segmented Markets Approach

24 Oct 2016 RDP PDF 2054KB
the-counter derivative contracts provide an effective hedge against underlying risk. However, the. ... central clearing requirements for certain interest rate derivatives (APRA, ASIC and RBA 2015;.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf

Risk Management

27 Oct 2022 RBA Annual Report – October 2022
International Swaps and Derivatives Association agreement with a credit support annex.
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html

Reserve Bank of Australia Annual Report 2023

1 May 2024 RBA Annual Report - 2023 PDF 9575KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/rba-annual-report-2023.pdf

Emergency Liquidity Injections

1 Oct 2019 RDP 2019-10
Nicholas Garvin
L. D. 0. ,. M. (. l. ). <. 1. , and that the first derivative of M, written M′, is continuous and positive for all L.
https://www.rba.gov.au/publications/rdp/2019/2019-10/full.html
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Central Counterparty Loss Allocation and Transmission of Financial Stress

16 Mar 2015 RDP PDF 1285KB
To do this, we use data on the total derivative assets and liabilities of 41 financial institutions across 5 categories of OTC derivatives at the end of 2012. ... These data were compiled for the Macroeconomic Assessment Group on Derivatives (MAGD 2013).
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf