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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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Regulatory Developments in Financial Market Infrastructures

12 Sep 2014 PSB Annual Report – 2014
as appropriate, and cleared through CCPs, and that higher capital requirements would apply to non-centrally cleared OTC derivatives. ... In the April 2014 report, the regulators recommended introducing similar mandatory clearing requirements for AUD
https://www.rba.gov.au/publications/annual-reports/psb/2014/reg-dev-fin-mrkt-infra.html

Abbreviations

8 Oct 2023 PSB Annual Report - 2023 PDF 65KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/abbreviations.pdf

List of tables

10 Mar 2010 FSR – March 2010
Equity. Net foreign currency exposure. 33. 23. Derivatives. 10. 5. Open foreign currency equity position. ... Residual derivatives. 5. 54. Net foreign currency position. 1. 38. Per cent of assets.
https://www.rba.gov.au/publications/fsr/2010/mar/tables.html

Developments in the Financial System Architecture

10 Mar 2014 FSR – March 2014
However, ESMA did not find other aspects of Australia's OTC derivatives regulation to be equivalent. ... Regulators are due to publish a third report on the Australian OTC derivatives market in early April.
https://www.rba.gov.au/publications/fsr/2014/mar/dev-fin-sys-arch.html

The Australian Financial System

10 Mar 2014 FSR – March 2014
ASX has also recently introduced some refinements to its arrangements for managing the potential default of an OTC derivatives participant. ... the defaulter's OTC derivatives portfolio, before auctioning the hedged portfolio to non-defaulting
https://www.rba.gov.au/publications/fsr/2014/mar/aus-fin-sys.html

The Australian Financial System

10 Mar 2015 FSR – March 2015
This is increasingly important as global regulatory reforms encourage the central clearing of over-the-counter (OTC) derivatives. ... Australian banks continue to increase their use of CCPs to clear OTC interest rate derivatives.
https://www.rba.gov.au/publications/fsr/2015/mar/aus-fin-sys.html

Domestic Regulatory Developments

6 Apr 2023 FSR – April 2023
Domestic Regulatory Developments | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/regulatory-developments.html

Box B: Foreign Currency Exposure and Hedging Practices of Australian Banks

24 Mar 2010 FSR - March 2010 PDF 136KB
https://www.rba.gov.au/publications/fsr/2010/mar/pdf/box-b.pdf

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
As the RFR for the Australian dollar, it forms the basis of the fallback to BBSW (calculated as AONIA plus a spread) under International Swaps and Derivatives Association (ISDA) definitions published
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

Box A: Developments in the Electricity Derivatives Market

27 Sep 2022 PSB Annual Report - 2022 PDF 117KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/box-a-developments-in-the-electricity-derivatives-market.pdf