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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Capital Flows, Hedge Funds and Market Failure: A Hong Kong Perspective
7 Dec 2006
Conferences
PDF
37KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/yam.pdf
Read me file for Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
10 Dec 2023
RDP
PDF
160KB
RDP 2023-09 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-09/rdp-2023-09-read-me.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
the-counter derivative contracts provide an effective hedge against underlying risk. However, the. ... central clearing requirements for certain interest rate derivatives (APRA, ASIC and RBA 2015;.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
Read me file for Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Adminstrative Data
13 Feb 2024
RDP
PDF
206KB
RDP 2024-01 supplementary information
https://www.rba.gov.au/publications/rdp/2024/2024-01/rdp-2024-01-read-me.pdf
Identification and Inference under Narrative Restrictions
20 Oct 2023
RDP
PDF
1128KB
Identification and Inference under Narrative Restrictions. Raffaella Giacomini, Toru Kitagawa and Matthew Read. Research Discussion Paper. R DP 2023- 07. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf
Read me file for Adoption of Emerging Digital General-purpose Technologies: Determinants and Effects
20 Dec 2023
RDP
PDF
129KB
RDP 2023-10 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-10/rdp-2023-10-read-me.pdf
Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
PDF
1285KB
To do this, we use data on the total derivative assets and liabilities of 41 financial institutions across 5 categories of OTC derivatives at the end of 2012. ... These data were compiled for the Macroeconomic Assessment Group on Derivatives (MAGD 2013).
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
24 May 2024
RDP
2024-03
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/2024/2024-03/read-me.html
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
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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