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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Developments in the Financial System Architecture
10 Mar 2009
FSR
– March 2009
The international regulatory community has been placing increasing emphasis on reducing operational and counterparty risks in over-the-counter (OTC) derivatives markets, given their rapid expansion in recent years. ... One specific policy proposal for
https://www.rba.gov.au/publications/fsr/2009/mar/dev-sys-arch.html
Developments in the Financial System Architecture
20 Oct 2015
FSR
– October 2015
Separately, authorities continued to work on implementing internationally agreed reforms, particularly in the area of over-the-counter (OTC) derivatives markets. ... OTC derivatives contracts from being terminated disruptively in the event of a foreign
https://www.rba.gov.au/publications/fsr/2015/oct/dev-fin-sys-arch.html
2.2 Operations in Financial Markets
19 Oct 2023
RBA Annual Report
– October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html
The Australian Financial System
6 Apr 2023
FSR
– April 2023
The Australian Financial System | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/australian-financial-system.html
Notes to and Forming Part of the Financials Statements
27 Oct 2022
RBA Annual Report
– October 2022
Reserve Bank of Australia Annual Report – 2022 Financial Statements Notes to and Forming Part of the Financials Statements. Reserve Bank of Australia and Controlled Entity. Note 1 – Accounting Policies. The RBA reports its consolidated
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html
Oversight of Clearing and Settlement Facilities
2 Oct 2009
PSB Annual Report
– 2009
SFE Clearing Corporation (SFECC) – the central counterparty for derivatives traded on the Sydney Futures Exchange (SFE);. ... Volumes traded on the smaller ASX derivatives market fell by 18 per cent in 2008/09.
https://www.rba.gov.au/publications/annual-reports/psb/2009/oversight.html
Developments in the Financial System Architecture
20 Oct 2016
FSR
– October 2016
The scope of this review included ASX Clear (Futures) and both of the overseas CCPs licensed to clear over-the-counter (OTC) derivatives in Australia. ... Implementation is largely complete, with the main areas of ongoing work relating to margining and
https://www.rba.gov.au/publications/fsr/2016/oct/dev-fin-sys-arch.html
5.5 Abbreviations
19 Oct 2023
RBA Annual Report
– 2023
International Swaps and Derivatives Association. ISO. International Organization for Standardisation. IT.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.html
5.4 Focus Topic: Interest Rate Risk
6 Oct 2023
FSR
– October 2023
5.4 Focus Topic: Interest Rate Risk | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/focus-topic-interest-rate-risk.html
Box A: Ongoing Financial Regulatory Reform in China
10 Feb 2020
FSR
October 2018
PDF
647KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/box-a.pdf