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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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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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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

The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
Hedging of interest rate risk by Australian banks – either by maturity matching or via derivatives – means changes in the slope of the yield curve do not affect their lending spreads (Brassil
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions

6 Oct 2022 RDP PDF 2224KB
at  0  and have non-zero derivatives, the robust credible interval has valid frequentist coverage.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-04.pdf

Biographies of Contributors

23 Oct 2008 Conferences PDF 97KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/bios-2008.pdf

The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018

12 Apr 2018 Conferences
Anthony Brassil, Jon Cheshire and Joseph Muscatello
In practice, banks may reduce their exposure to interest rate risk by lending for long maturities with interest rates that can be repriced frequently or by using derivatives to hedge the ... To hedge interest rate risk, a bank will enter into derivatives
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello.html

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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Discussion on Regulating the New Financial Markets | Conference – 1996

9 Jul 1996 Conferences
Having banks involved in derivatives or securities trading is not, of itself, anything special. ... On the first point, derivatives, in some senses, can be less opaque than traditional credit exposures.
https://www.rba.gov.au/publications/confs/1996/sherwin-disc.html

Optimal Monetary Policy and the Sources of Local-Currency Price Stability

13 Dec 2007 Research Workshop PDF 411KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/corsetti.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