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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Box A: Foreign Currency Exposure and Hedging in Australia
10 Nov 2013
SMP
– November 2013
The Australian Bureau of Statistics survey of Foreign Currency Exposure (FCE) contains detailed information on Australian entities' foreign currency asset and liability positions and their use of derivatives to hedge these ... 2013. The 2013 survey
https://www.rba.gov.au/publications/smp/2013/nov/box-a.html
Box A: Declining Volatility in Global Asset Markets
4 Feb 2005
SMP
PDF
160KB
Box A: Declining Volatility in Global Asset Markets. As derivative markets have become more liquid and the use of instruments such as options more widespread, it has become increasingly possible to ... For example, pricing of options on equity, fi
https://www.rba.gov.au/publications/smp/2005/feb/pdf/box-a.pdf
Box D: Interbank Reference Rates
9 Aug 2012
SMP
– August 2012
PDF
87KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-d.pdf
Emergency Liquidity Injections
1 Oct 2019
RDP
2019-10
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
See 2 more results from "RDP 2019-10"
Read me file for Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
14 May 2024
RDP
PDF
117KB
RDP 2024-03 supplementary information
https://www.rba.gov.au/publications/rdp/2024/2024-03/rdp-2024-03-read-me.pdf
Box C: Gross International Capital Movements
7 Aug 2009
SMP
– August 2009
PDF
124KB
https://www.rba.gov.au/publications/smp/2009/aug/pdf/box-c.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
11 OIS are a bilaterally traded, or over-the-counter (OTC), derivative in which one party agrees to pay the other party a.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
Box B: Iron Ore Pricing
9 Aug 2012
SMP
– August 2012
PDF
72KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-b.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Semi-Annual Statement on Monetary Policy
31 Jul 2003
SMP
PDF
24KB
Derivative marketsGearing can also be generated through. derivatives markets since purchases or salesof derivative contracts do not requireimmediate payment of the full face value ofthe contracts; rather, only a margin needs
https://www.rba.gov.au/publications/smp/1998/nov/pdf/box-b.pdf