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.
Search Results
Developments in the Financial System Architecture
10 Sep 2014
FSR
– September 2014
too big to fail’; responding to shadow banking risks; and making derivatives markets safer. ... Challenging areas remain, however, particularly on aspects of ‘too big to fail’ and derivatives markets reform.
https://www.rba.gov.au/publications/fsr/2014/sep/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Mar 2013
FSR
– March 2013
As part of this process, a Report on the Australian OTC Derivatives Market, was published in October 2012. ... For this reason, international principles are being developed requiring that OTC derivatives that are not centrally cleared be collateralised.
https://www.rba.gov.au/publications/fsr/2013/mar/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Sep 2011
FSR
– September 2011
The FSB, along with relevant standard-setting bodies, is continuing to oversee work on reforming OTC derivatives markets. ... A new derivatives exchange, the Financial and Energy Exchange (FEX), has also applied for a market licence.
https://www.rba.gov.au/publications/fsr/2011/sep/dev-fin-sys-arch.html
FSR March 2007 List of tables
10 Mar 2007
FSR
– March 2007
d). –. 16. Gross asset position in financial derivatives to capital. ... 42.1. 36.1. 17. Gross liability position in financial derivatives to capital.
https://www.rba.gov.au/publications/fsr/2007/mar/tables.html
5.4 Focus Topic: Interest Rate Risk
9 Oct 2023
FSR
- October 2023
PDF
276KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/08-focus-topic-interest-rate-risk.pdf
Box D: Trade Compression
20 Apr 2016
FSR
– April 2016
While initially limited to non-centrally cleared trades, this service is now also widely offered for centrally cleared OTC derivative trades. ... For further information, see Section 6.2.2 of APRA, ASIC and RBA (2015), Report on the Australian OTC
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html
List of tables
10 Sep 2012
FSR
– September 2012
b) Expressed as a share of funding liabilities (total liabilities including equity less derivatives and other non-debt liabilities).
https://www.rba.gov.au/publications/fsr/2012/sep/tables.html
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
Box E: Financial Soundness Indicators
21 Mar 2005
FSR
- March 2005
PDF
43KB
https://www.rba.gov.au/publications/fsr/2005/mar/pdf/box-e.pdf
Developments in the Financial System Architecture
10 Sep 2013
FSR
– September 2013
central clearing, and exchange and electronic platform trading in global OTC derivatives markets. ... Also in July, ASIC finalised rules requiring the reporting of OTC derivatives to trade repositories.
https://www.rba.gov.au/publications/fsr/2013/sep/dev-fin-sys-arch.html