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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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
Regulatory Developments in Financial Market Infrastructures
9 Oct 2015
PSB Annual Report
– 2015
Since the global financial crisis, international policymakers have also sought to strengthen practices in OTC derivatives markets. ... platforms, as appropriate, and cleared through CCPs, and that higher capital requirements would apply to non-centrally
https://www.rba.gov.au/publications/annual-reports/psb/2015/regulatory-developments-in-financial-market-infrastructures.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
Abbreviations
21 Oct 2021
PSB Annual Report
- 2021
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/abbreviations.pdf
Risk Management
17 Oct 2019
RBA Annual Report
– 2019
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/2019/risk-management.html
List of graphs
14 Sep 2017
PSB Annual Report
– 2017
Graph 9: ASX 24 Derivatives Trades. ... Graph 12: Outstanding AUD-denominated OTC Interest Rate Derivatives.
https://www.rba.gov.au/publications/annual-reports/psb/2017/graphs.html
Note 1 – Summary of accounting policies | Financial Statements
30 Jun 1998
RBA Annual Report
– 1998
The Bank did not trade in any other derivative instruments during 1997/98.
https://www.rba.gov.au/publications/annual-reports/rba/1998/fin-statements/note-1.html
Oversight of Clearing and Settlement Facilities
11 Sep 2008
PSB Annual Report
– 2008
ACH is the central counterparty for cash equities, warrants and equity-related derivatives traded on the ASX market. ... SFECC is the central counterparty for derivatives traded on the Sydney Futures Exchange; and.
https://www.rba.gov.au/publications/annual-reports/psb/2008/oversight.html
Payments System Board Annual Report 2012 - Liaison Activity
14 Sep 2012
PSB Annual Report
2012
PDF
283KB
https://www.rba.gov.au/publications/annual-reports/psb/2012/pdf/liaison-act.pdf
Note 1 – Summary of Accounting Policies | Financial Statements
3 Aug 2000
RBA Annual Report
– 2000
The RBA did not trade in any other derivative instruments during 1999/2000.
https://www.rba.gov.au/publications/annual-reports/rba/2000/fin-statements/note-1.html