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
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
22 Dec 2023
RDP
2023-09
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/2023/2023-09/read-me.html
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
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/2024/2024-01/read-me.html
Frequentist Coverage
26 Oct 2023
RDP
2023-07
ϕ. at. ϕ. =. ϕ. 0. with non-zero derivatives. Propositions B.1-B.3 provide primitive conditions for Assumption 3 to hold in the case where there are shock-sign restrictions.
https://www.rba.gov.au/publications/rdp/2023/2023-07/frequentist-coverage.html
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Data Description
21 Jun 2023
RDP
2023-05
Securities include reverse repos and cash collateral, trading securities, all in-the-money trading derivatives and derivatives recognised for hedging (less the value of netting arrangements), available for sale securities, held
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
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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/
The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
OTC derivatives move to CCPs. At the G20 meeting in Pittsburgh in 2009, it was decided that a critical mass of dealer banks' derivative-related risks would be moved to CCPs ... OTC derivatives markets straddle regulated systemically important financial
https://www.rba.gov.au/publications/confs/2013/singh.html
Read me file
22 Mar 2023
RDP
2023-03
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/2023/2023-03/read-me.html
Regulating the New Financial Markets | Conference – 1996
9 Jul 1996
Conferences
Management faces formidable difficulties in monitoring, controlling and verifying the risks incurred by derivatives dealers. ... Derivatives activity also presents financial markets with a new kind of transparency problem.
https://www.rba.gov.au/publications/confs/1996/dale.html
Extensions
10 Jul 2019
RDP
2019-05
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
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Read me file
25 Oct 2022
RDP
2022-05
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