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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Oversight of Clearing and Settlement Facilities
8 Sep 2011
PSB Annual Report
– 2011
ASX Clear (Futures) – the CCP for derivatives traded on the ASX 24 market;. ... FEX plans to offer trading in commodity, energy and environmental derivatives, and has contracted LCH.
https://www.rba.gov.au/publications/annual-reports/psb/2011/oversight-clearing-settlement.html
List of tables
26 Sep 2006
PSB Annual Report
– 2006
Novated to Central Counterparties. ACH. SFECC. Equities/warrants. ASX derivatives (notional). SFE derivatives (notional).
https://www.rba.gov.au/publications/annual-reports/psb/2006/tables.html
Abbreviations
27 Sep 2023
PSB Annual Report
– 2023
IRD. Interest rate derivative. LCR. Least-cost routing. LVCS. Low Value Clearing Service.
https://www.rba.gov.au/publications/annual-reports/psb/2023/abbreviations.html
Oversight of Clearing and Settlement Facilities
2 Oct 2013
PSB Annual Report
– 2013
including cash equities, pooled investment products, warrants, certain debt products and equity-related derivatives. ... This increase in resources was in part to support clearing of OTC derivatives (see below).
https://www.rba.gov.au/publications/annual-reports/psb/2013/oversight-clearing-set.html
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
Australia. (RBA/ASIC). LCH Ltd. SwapClear service: OTC IRDs and inflation rate derivatives. ... FEX service: Commodity, energy and environmental derivatives traded on the financial market operated by FEX Global Pty Ltd (FEX).
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Abbreviations
9 Aug 2023
RBA Annual Report
- 2022
PDF
65KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/abbreviations.pdf
Abbreviations
27 Sep 2022
PSB Annual Report
- 2022
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf
Abbreviations
27 Oct 2022
RBA Annual Report
– 2022
International Swaps and Derivatives Association. ISO. International Organization for Standardisation. IT.
https://www.rba.gov.au/publications/annual-reports/rba/2022/abbreviations.html
Statutory Reporting Obligations
16 Oct 2013
RBA Annual Report
– 2013
ASIC must also consult with APRA and the Bank in making derivative transaction rules. ... ASIC finalised derivative transaction rules in relation to this determination in July 2013.
https://www.rba.gov.au/publications/annual-reports/rba/2013/stat-oblig.html
Risk Management
12 Apr 2020
RBA Annual Report
– 2020
and Derivatives Association (ISDA) agreement with a credit support annex.
https://www.rba.gov.au/publications/annual-reports/rba/2020/risk-management.html