Search: derivative

Sort by: Relevance Date
3140 of 379 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

2023 Conference – Biographies of Presenters

30 Nov 2023 Conferences PDF 232KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-biographies.pdf

Extensions

10 Jul 2019 RDP 2019-05
Trent Saunders and Peter Tulip
That is, the statistical significance of these nonlinearities is marginal. The partial derivative of the probability of a crisis with respect to interest rates, shown as the dark aqua line in
https://www.rba.gov.au/publications/rdp/2019/2019-05/extensions.html
See 2 more results from "RDP 2019-05"

OTC Derivatives Reform: Netting and Networks

19 Dec 2013 Conferences PDF 488KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/heath-kelly-manning.pdf

Discussion of Regulating the New Financial Markets

7 Dec 2006 Conferences PDF 19KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/sherwin-disc.pdf

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

Research Discussion Papers – 1994

31 Dec 1994 RDP
Frederic S. Mishkin and John Simon. RDP 9409 Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting.
https://www.rba.gov.au/publications/rdp/1994/

Read me file

22 Mar 2023 RDP 2023-03
Jonathan Hambur and Dan Andrews
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/2023/2023-03/read-me.html

Read me file for Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia

17 Mar 2023 RDP PDF 144KB
RDP 2023-03 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-03/rdp-2023-03-read-me.pdf

Regulating the New Financial Markets

7 Dec 2006 Conferences PDF 80KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/dale.pdf

Read me file

25 Oct 2022 RDP 2022-05
Kim Nguyen
If you make use of any of these files you should clearly attribute the author in any derivative work.
https://www.rba.gov.au/publications/rdp/2022/2022-05/read-me.html