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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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Bulletin

18 Apr 2024 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/

Speeches

8 Feb 2024
Speeches by senior staff of the Reserve Bank
https://www.rba.gov.au/speeches/

The Australian Foreign Exchange and Derivatives Markets

10 Jun 2005 Bulletin – June 2005
According to the most recent Bank for International Settlements (BIS) Triennial Survey of Foreign Exchange and Derivatives Market Activity,. ... The Australian foreign exchange derivatives market continued to become more integrated with global financial
https://www.rba.gov.au/publications/bulletin/2005/jun/1.html

Survey of Foreign Exchange and Derivatives Markets

26 Sep 2007 Media Releases
Results of April 2007 survey of foreign exchange and derivatives markets
https://www.rba.gov.au/media-releases/2007/mr-07-15.html

Survey of Foreign Exchange and OTC Derivatives Turnover

29 Sep 1998 Media Releases
Results of foreign exchange and over-the-counter (OTC) derivatives turnover survey
https://www.rba.gov.au/media-releases/1998/mr-98-12.html

Consultations

4 Apr 2024 Consultations
Index of Consultations
https://www.rba.gov.au/publications/consultations/

Box B: Central Clearing of Over-the-counter Credit Derivatives

25 Mar 2009 FSR - March 2009 PDF 99KB
https://www.rba.gov.au/publications/fsr/2009/mar/pdf/box-b.pdf

Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011

15 Jul 2011 Consultations PDF 875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf

OTC Derivatives Reform: Netting and Networks | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath, Gerard Kelly and Mark Manning
Using data on OTC derivative positions across products, sourced from the Bank for International Settlements, the authors demonstrate that the central clearing of credit derivatives alone would be unlikely to satisfy ... In the mixed clearing case, we
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html

Non-dealer Clearing of Over-the-counter Derivatives

20 Mar 2014 Bulletin – March 2014
Ashwin Clarke and Paul Ryan
In 2009, the G20 leaders agreed that all standardised over-the-counter (OTC) derivatives should be cleared through central counterparties (CCPs). Accordingly, an increasing proportion of OTC derivatives are now centrally cleared, particularly where
https://www.rba.gov.au/publications/bulletin/2014/mar/9.html