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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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Limiting Foreign Exchange Exposure through Hedging: The Australian Experience

22 Aug 2006 RDP PDF 206KB
from trade. LiabilitiesAssets. Equity Debt Debt. Net balance sheet foreign exchangeexposure (before derivatives). ... Net trade foreign exchangeexposure (before derivatives). Foreign exchangederivatives. Net foreign exchangeexposure (after derivatives).
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-09.pdf

Explaining Monetary Spillovers: The Matrix Reloaded

1 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
We also use aggregate measures of financial openness: debt assets, portfolio assets, FDI assets and financial derivative assets (and separately, the equivalent liability measures) as well as the Chinn-Ito measure
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html
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Box D: Interbank Reference Rates

10 Aug 2012 SMP – August 2012
Many financial contracts, including those governing derivatives and debt securities, reference interbank interest rates. ... Instead, the market convention is to reference Australian dollar derivatives and floating rate debt securities against the bank
https://www.rba.gov.au/publications/smp/2012/aug/box-d.html

Domestic Financial Conditions

10 Feb 2023 SMP – February 2023
The net inflow of capital was associated with foreign direct equity investment into Australia, driven by reinvested earnings, as well as banking sector transactions involving financial derivatives (Graph 3.37). ... There was a record value of financial
https://www.rba.gov.au/publications/smp/2023/feb/domestic-financial-conditions.html

Domestic Financial Conditions

6 Dec 2023 SMP - August 2023 PDF 2357KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/03-domestic-financial-conditions.pdf

Read me file for The Real Effects of Debt Covenants: Evidence from Australia

20 Oct 2022 RDP PDF 537KB
RDP 2022-05 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-05/rdp-2022-05-read-me.pdf

The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis

22 Jul 2020 RDP 2020-03
Michelle Bergmann
may be a function of N. i,t. and the derivative in Hypothesis B may be positive.
https://www.rba.gov.au/publications/rdp/2020/2020-03/full.html
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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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Banks' Funding

10 Nov 2007 SMP – November 2007
The increases in banks' other assets and other liabilities were largely offsetting, and mainly reflected changes in the fair values of the banks' derivative positions.
https://www.rba.gov.au/publications/smp/2007/nov/box-d.html

Statement on Monetary Policy

6 Dec 2023 SMP - August 2023 PDF 9542KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/statement-on-monetary-policy-2023-08.pdf