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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Note 1 – Summary of Accounting Policies | Financial Statements
3 Aug 1999
RBA Annual Report
– 1999
The Bank did not trade in any other derivative instruments during 1998/99.
https://www.rba.gov.au/publications/annual-reports/rba/1999/fin-statements/note-1.html
Note 1 – Summary of Accounting Policies | Financial Statements
24 Aug 2001
RBA Annual Report
– 2001
The RBA did not trade in any other derivative instruments during 2000/01.
https://www.rba.gov.au/publications/annual-reports/rba/2001/fin-statements/note-1.html
Ongoing Regulatory Responsibilities
13 Sep 2007
PSB Annual Report
– 2007
Cash settlements in relation to derivatives traded on the ASX market can be settled either through ASTC or Austraclear. ... return. ASTC operates the settlement system for the Australian equities market and for related markets, including some derivatives.
https://www.rba.gov.au/publications/annual-reports/psb/2007/reg-response.html
Abbreviations
21 Oct 2021
RBA Annual Report
– 2021
International Swaps and Derivatives Association. ISO. International Organization for Standardisation. IT.
https://www.rba.gov.au/publications/annual-reports/rba/2021/abbreviations.html
Payments System Board Annual Report 2010 - Oversight of Clearing and Settlement Facilities
25 Oct 2010
PSB Annual Report
2010
PDF
324KB
https://www.rba.gov.au/publications/annual-reports/psb/2010/pdf/oversight.pdf
Abbreviations
20 Sep 2018
PSB Annual Report
– 2018
IOSCO. International Organisation of Securities Commissions. IRD. Interest rate derivatives. IRS.
https://www.rba.gov.au/publications/annual-reports/psb/2018/abbreviations.html
Note 1 | Financial Statements
8 Sep 2005
RBA Annual Report
– 2005
The RBA did not trade in any other derivative instruments during 2004/05.
https://www.rba.gov.au/publications/annual-reports/rba/2005/fin-statements/note-1.html
Oversight of Clearing and Settlement Facilities
25 Oct 2010
PSB Annual Report
– 2010
Volumes traded on the smaller ASX derivatives market grew by 14 per cent. ... Risks faced by the CCPs in the derivatives market also fell in 2009/10.
https://www.rba.gov.au/publications/annual-reports/psb/2010/oversight.html
Operations in Financial Markets
20 Sep 2018
RBA Annual Report
– 2018
The terms under which collateral is exchanged are defined in two-way credit support annexes to the International Swaps and Derivatives Association Master Agreements, which the Bank has executed with each
https://www.rba.gov.au/publications/annual-reports/rba/2018/operations-in-financial-markets.html
International Financial Cooperation
27 Oct 2022
RBA Annual Report
– October 2022
Volatility in commodity markets led to large margin calls for commodities derivatives, which placed strains on a number of market participants.
https://www.rba.gov.au/publications/annual-reports/rba/2022/international-financial-cooperation.html