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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Box C: Foreign Currency Exposure and Hedging in Australia
27 Nov 2017
SMP
– November 2017
Hence, in net terms the banks have a small foreign currency asset position after accounting for the use of derivatives for hedging purposes. ... For debt security liabilities – which account for just over half of banks' foreign currency liabilities –
https://www.rba.gov.au/publications/smp/2017/nov/box-c-foreign-currency-exposure-and-hedging-in-australia.html
International and Foreign Exchange Markets
10 Aug 2011
SMP
– August 2011
The International Swaps and Derivatives Association (ISDA) suggested that a ‘credit event’ on Greek sovereign credit default swaps is unlikely to be declared due to the voluntary nature of the debt ... Regulatory reforms regarding the standardisation
https://www.rba.gov.au/publications/smp/2011/aug/intl-fx-mkts.html
Box A: The Bond–Overnight Index Swap Spread and Asset Scarcity in Government Bond Markets
4 Aug 2023
SMP
– August 2023
Box A: The Bond–Overnight Index Swap Spread and Asset Scarcity in Government Bond Markets | Statement on Monetary Policy – August 2023
https://www.rba.gov.au/publications/smp/2023/aug/box-a-the-bond-overnight-index-swap-spread-and-asset-scarcity-in-government-bond-markets.html
Domestic Financial Markets and Conditions
10 Aug 2007
SMP
– August 2007
The heightened uncertainty has also been reflected in increased premia on credit default swaps (CDS) – financial derivatives that provide insurance against defaults on bonds – for local banks' debt, though the rises
https://www.rba.gov.au/publications/smp/2007/aug/dom-fin-mkts.html
Domestic Financial Markets and Conditions
10 May 2007
SMP
– May 2007
However, the premia on credit default swaps (CDS) – which are financial derivatives that provide insurance against defaults on corporate debts – for companies that are leveraged buyout targets have been volatile and
https://www.rba.gov.au/publications/smp/2007/may/dom-fin-mkts.html
International and Foreign Exchange Markets
8 Feb 2013
SMP
– February 2013
PDF
1162KB
https://www.rba.gov.au/publications/smp/2013/feb/pdf/intl-fx-mkts.pdf
Domestic Financial Markets
10 Aug 2012
SMP
– August 2012
9). CDS premia referencing Australian banks increased by around 50 basis points in May as European developments and large derivative trading losses reported by JP Morgan pushed these premia wider on
https://www.rba.gov.au/publications/smp/2012/aug/dom-fin-mkts.html
Box A: Global Foreign Exchange Turnover
5 Nov 2004
SMP
PDF
124KB
Graph A1. 1 Data are sourced from the preliminary results of the BIS ‘Triennial central bank survey of foreign exchange and derivatives market activity in April 2004’ in association with the
https://www.rba.gov.au/publications/smp/2004/nov/pdf/box-a.pdf
Box C: Foreign Currency Exposure and Hedging in Australia
10 Feb 2020
SMP
PDF
636KB
Statement of Monetary Policy - November 2017
https://www.rba.gov.au/publications/smp/2017/nov/pdf/box-c-foreign-currency-exposure-and-hedging-in-australia.pdf
Inflation Trends and Prospects
10 Aug 2006
SMP
– August 2006
Liaison has particularly highlighted cost pressures from rising prices of fuel and oil derivatives, such as plastics and packaging, and an increasing share of firms is reporting an intention to pass
https://www.rba.gov.au/publications/smp/2006/aug/inflation-trends.html