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11–13 of 13 collapsed 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.

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The Effects of Netting on Credit Exposure

1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting 4.
https://www.rba.gov.au/publications/rdp/1994/9409/effects-netting.html

Capital Standards

1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting 5. ... an interest rate of foreign exchange derivative and the total term to maturity of the contract.
https://www.rba.gov.au/publications/rdp/1994/9409/capital-standards.html

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1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting 6. ... appropriate for foreign exchange and derivatives written against other commodities.
https://www.rba.gov.au/publications/rdp/1994/9409/result.html