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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Functions and Objectives of the Reserve Bank
16 Oct 2013
RBA Annual Report
– 2013
Amendments to the Corporations Act in January 2013 in relation to the regulation of over-the-counter (OTC) derivative transactions gave the Bank an additional role, complementary to its financial stability ... regime. The amendments also provide for
https://www.rba.gov.au/publications/annual-reports/rba/2013/functions.html
Payments System Board Annual Report 2023
11 Oct 2023
PSB Annual Report
- 2023
PDF
2459KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/psb-annual-report-2023.pdf
Operations in Financial Markets
21 Aug 2002
RBA Annual Report
– 2002
Apart from these transactions, the RBA undertakes two other types of derivative transactions.
https://www.rba.gov.au/publications/annual-reports/rba/2002/oper-fin-mkts.html
Liaison Activity
2 Oct 2013
PSB Annual Report
– 2013
competition in clearing and settlement (also with the Australian Competition and Consumer Commission), and OTC derivatives reform. ... of developments in OTC derivatives regulation around the world via discussions in various forums with other central
https://www.rba.gov.au/publications/annual-reports/psb/2013/liaison-act.html
Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
4. Financial Market Infrastructures
21 Oct 2021
PSB Annual Report
– 2021
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/2021/financial-market-infrastructures.html
Note 1 – Summary of Accounting Policies | Financial Statements
21 Aug 2002
RBA Annual Report
– 2002
The RBA did not trade in any other derivative instruments during 2001/02.
https://www.rba.gov.au/publications/annual-reports/rba/2002/fin-statements/note-1.html
List of graphs
24 Oct 2016
PSB Annual Report
– 2016
Graph 17: SwapClear: Notional Value of LCH.C Ltd AUD Interest Rate Derivatives Registered (Flow). ... Graph 18: SwapClear: Notional Value Outstanding of LCH.C Ltd AUD Interest Rate Derivatives (Stock).
https://www.rba.gov.au/publications/annual-reports/psb/2016/graphs.html
Abbreviations
28 Sep 2022
PSB Annual Report
– 2022
IRD. Interest rate derivatives. IRS. Interest Rate Swaps. LCH Ltd. LCH Limited.
https://www.rba.gov.au/publications/annual-reports/psb/2022/abbreviations.html
Risk Management
20 Sep 2018
RBA Annual Report
– 2018
Credit risk on these instruments is managed by transacting only with counterparties that meet strict eligibility criteria, including the requirement to have executed with the Bank an International Swaps and Derivatives
https://www.rba.gov.au/publications/annual-reports/rba/2018/risk-management.html