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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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Box A: Foreign Currency Exposure and Hedging in Australia

7 Nov 2013 SMP – November 2013 PDF 134KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/box-a.pdf

1.2 Governance and Accountability

10 Oct 2023 RBA Annual Report – October 2023
Governance and Accountability | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/governance-and-accountability.html

Statement on Monetary Policy – February 2010 – Box C: Foreign Currency Exposure and Hedging in Australia

4 Feb 2010 SMP PDF 117KB
https://www.rba.gov.au/publications/smp/2010/feb/pdf/box-c.pdf

Box A: Foreign Currency Exposure and Hedging in Australia

10 Nov 2013 SMP – November 2013
The Australian Bureau of Statistics survey of Foreign Currency Exposure (FCE) contains detailed information on Australian entities' foreign currency asset and liability positions and their use of derivatives to hedge these ... 2013. The 2013 survey
https://www.rba.gov.au/publications/smp/2013/nov/box-a.html

Risk Management

27 Oct 2022 RBA Annual Report – October 2022
International Swaps and Derivatives Association agreement with a credit support annex.
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html

Reserve Bank of Australia Annual Report 2023

1 May 2024 RBA Annual Report - 2023 PDF 9575KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/rba-annual-report-2023.pdf

Box A: Declining Volatility in Global Asset Markets

4 Feb 2005 SMP PDF 160KB
Box A: Declining Volatility in Global Asset Markets. As derivative markets have become more liquid and the use of instruments such as options more widespread, it has become increasingly possible to ... For example, pricing of options on equity, fi
https://www.rba.gov.au/publications/smp/2005/feb/pdf/box-a.pdf

Reserve Bank of Australia Annual Report 2023

1 May 2024 RBA Annual Report - 2023 PDF 304KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/risk-management.pdf

Box C: Gross International Capital Movements

7 Aug 2009 SMP – August 2009 PDF 124KB
https://www.rba.gov.au/publications/smp/2009/aug/pdf/box-c.pdf

Box D: Interbank Reference Rates

9 Aug 2012 SMP – August 2012 PDF 87KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-d.pdf