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.
Search Results
Capital Flows, Hedge Funds and Market Failure: A Hong Kong Perspective | Conference – 1999
9 Aug 1999
Conferences
supervision. Forex derivatives have undeniably helped investors to unbundle and repackage their risks. ... LTCM held very large positions in both the cash and OTC derivatives markets, which were financed mainly by credit lines provided by commercial banks
https://www.rba.gov.au/publications/confs/1999/yam.html
Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
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
See 3 more results from "RDP 2019-03"
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
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
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
See 1 more results from "RDP 2022-08"
Start Spreading the News: News Sentiment and Economic Activity in Australia
23 Dec 2020
RDP
2020-08
In effect, the identification strategy is the same as estimating a VAR with economic activity, consumer sentiment and news sentiment to consider the partial derivatives of the activity indicators at various
https://www.rba.gov.au/publications/rdp/2020/2020-08/full.html
See 2 more results from "RDP 2020-08"
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
The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
22 Jul 2020
RDP
2020-03
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
See 2 more results from "RDP 2020-03"
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
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
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