Search: derivative

Sort by: Relevance Date
41–50 of 179 search results for 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.

Search Results

Equity Risk

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
Download the Paper 76. KB. The equity risk proposal envisages a capital standard to cover the risk of holding positions in traded equities and related derivative instruments. ... specific risk, which deals with the risk of a price movement confined to
https://www.rba.gov.au/publications/rdp/1994/9408/equity-risk.html
See 3 more results from "RDP 9408"

BA-MARTIN in Detail

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
e. t. 1. ). can be decomposed as (this decomposition is the discrete-time version of the total derivative):.
https://www.rba.gov.au/publications/rdp/2022/2022-01/ba-martin-in-detail.html
See 1 more results from "RDP 2022-01"

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

References

27 Oct 2008 RDP 2008-06
Jonathan Kearns and Philip Lowe
FRBNY (Federal Reserve Bank of New York) (2008), ‘Statement Regarding June 9 Meeting on Over-the-Counter Derivatives’, Press Release, 9 June. ... Available at <http://works.bepress.com/joshuagans/17/>. Ledrut E and C Upper (2007), ‘Changing
https://www.rba.gov.au/publications/rdp/2008/2008-06/references.html
See 3 more results from "RDP 2008-06"

Central Counterparty Links and Clearing System Exposures

2 Feb 2015 RDP PDF 3395KB
With central clearing of OTC derivatives in its infancy, the eventual marketoutcome is uncertain. ... European regulators have to date not entertainedinteroperability in derivative markets, owing to the longer duration and greaterrisk of these contracts.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf

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

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

19 Jul 2020 RDP PDF 1853KB
derivative in Hypothesis B may be positive. Hypotheses C and D relate to the second stage.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf

How Many Jobs Did JobKeeper Keep?

23 Nov 2020 RDP 2020-07
James Bishop and Iris Day
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/2020/2020-07/read-me.html

Appendix B: Solving the Model

31 Dec 2013 RDP 2013-08
Alexandre Dmitriev and Ivan Roberts
1. () is the partial derivative of u with respect to its first argument. ... We use the same notation to denote the other partial derivatives.
https://www.rba.gov.au/publications/rdp/2013/2013-08/appendix-b.html
See 1 more results from "RDP 2013-08"

Fear of Sudden Stops: Lessons from Australia and Chile

10 May 2004 RDP PDF 193KB
Rather, banks hedge theirnet foreign-currency liabilities using derivatives. This is an important point: asdiscussed in Section 4.2.3, Australia has a highly developed currency derivative. ... 24. Table 8: Explanators of Derivative TurnoverDependent
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-03.pdf