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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Abstract for Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey
10 Dec 2012
Bulletin
– December 2012
Bulletin – December 2012 Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey Abstract. ... It also facilitates a higher frequency comparison of the Australian and foreign OTC derivatives markets.
https://www.rba.gov.au/publications/bulletin/2012/dec/bu-1212-5a.html
Supervision of Banks' Derivative Activities
10 Aug 1993
Bulletin
– August 1993
Here the debate is not so much one of whether derivatives are risky in their own right, but whether a financial system in which derivative growth has been rapid, and where ... a Bank of England survey and study on derivatives released in April 1993. ,
https://www.rba.gov.au/publications/bulletin/1993/aug/2.html
Central Clearing of OTC Derivatives in Australia | Consultations
7 Jun 2011
Consultations
Central Clearing of OTC Derivatives in Australia
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives.html
The Australian Foreign Exchange and Derivatives Markets
10 Jun 2005
Bulletin
– June 2005
According to the most recent Bank for International Settlements (BIS) Triennial Survey of Foreign Exchange and Derivatives Market Activity,. ... The Australian foreign exchange derivatives market continued to become more integrated with global financial
https://www.rba.gov.au/publications/bulletin/2005/jun/1.html
Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011
15 Jul 2011
Consultations
PDF
875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf
Bulletin
18 Apr 2024
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/
Non-dealer Clearing of Over-the-counter Derivatives
20 Mar 2014
Bulletin
– March 2014
In 2009, the G20 leaders agreed that all standardised over-the-counter (OTC) derivatives should be cleared through central counterparties (CCPs). Accordingly, an increasing proportion of OTC derivatives are now centrally cleared, particularly where
https://www.rba.gov.au/publications/bulletin/2014/mar/9.html
Annex | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
As discussed in Section 3.2, the main OTC derivatives dealers in Australia are members of domestic or foreign banking groups. ... not the name of the legal entity in which an OTC derivatives transaction is booked.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/annex.html
Developments in Foreign Exchange and Over-the-counter Derivatives Markets
16 Mar 2023
Bulletin
– March 2023
This article discusses the key results from the 2022 Triennial Central Bank Survey of Foreign Exchange and Over-the-counter Derivatives Markets.
https://www.rba.gov.au/publications/bulletin/2023/mar/developments-in-foreign-exchange-and-over-the-counter-derivatives-markets.html
OTC Derivatives Markets in Australia | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
Table 3: Derivatives Positions Outstanding Across Sectors. $ billion, estimated value as at December 2010. ... The G14 dealers are clearly dominant within the US dollar-denominated interest rate derivatives market.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/otc-derivatives-markets-australia.html