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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Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting
1 Dec 1994
RDP
9409
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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Background
22 Nov 2016
RDP
2016-07
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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Appendix A: Derivations for Bivariate SVAR
11 Oct 2022
RDP
2022-04
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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Hedging Instruments
31 Dec 2006
RDP
2006-09
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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Central Counterparty Loss Allocation and Transmission of Financial Stress
18 Mar 2015
RDP
2015-02
Among the reforms to over-the-counter (OTC) derivative markets since the global financial crisis is a commitment to collateralise counterparty exposures and to clear standardised contracts via central counterparties (CCPs). ... First, rather than using
https://www.rba.gov.au/publications/rdp/2015/2015-02.html
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Adoption of Emerging Digital General-purpose Technologies: Determinants and Effects
21 Dec 2023
RDP
2023-10
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2023/2023-10/read-me.html
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
22 Dec 2023
RDP
2023-09
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2023/2023-09/read-me.html
Frequentist Coverage
26 Oct 2023
RDP
2023-07
ϕ. at. ϕ. =. ϕ. 0. with non-zero derivatives. Propositions B.1-B.3 provide primitive conditions for Assumption 3 to hold in the case where there are shock-sign restrictions.
https://www.rba.gov.au/publications/rdp/2023/2023-07/frequentist-coverage.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2024/2024-01/read-me.html
Data Description
21 Jun 2023
RDP
2023-05
Securities include reverse repos and cash collateral, trading securities, all in-the-money trading derivatives and derivatives recognised for hedging (less the value of netting arrangements), available for sale securities, held
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
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