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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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Supervision of Banks’ Derivative Activities

28 Feb 2003 Bulletin PDF 58KB
More exotic forms of derivatives aregenerally combinations or variations of theforms described above. ... Here the debate is not so muchone of whether derivatives are risky in theirown right, but whether a financial system inwhich derivative growth has
https://www.rba.gov.au/publications/bulletin/1993/aug/pdf/bu-0893-2.pdf

Australian Banks’ Activities in Derivatives Markets: Products and Risk-Management Practices

5 Feb 2003 Bulletin PDF 480KB
Derivatives Activities –Structure, Size and Natureof the Market. StructureInstitutions involved in derivative activities. ... Banking Supervision released guidelines for‘best practice’ in managing the risks associatedwith derivatives.
https://www.rba.gov.au/publications/bulletin/1994/sep/pdf/bu-0994-1.pdf

Foreign Currency Exposure and Hedging in Australia

10 Dec 2009 Bulletin – December 2009
Patrick D'Arcy and Muhummed Shah Idil
declined substantially between the two surveys. The hedging of foreign currency exposures using derivatives involves holding derivative contracts to offset the exchange rate exposure of the underlying instruments. ... The currency profile of derivative
https://www.rba.gov.au/publications/bulletin/2009/dec/1.html

Developments in Foreign Exchange and Over-the-counter Derivatives Markets

12 Dec 2019 Bulletin – December 2019
Julie Guo, Dushan Ranasinghe and Zhan Zhang
Global activity in foreign exchange (FX) and over-the-counter (OTC) derivatives markets increased over the three years to April 2019.
https://www.rba.gov.au/publications/bulletin/2019/dec/developments-in-foreign-exchange-and-over-the-counter-derivatives-markets.html

Foreign Currency Exposure and Hedging in Australia

7 Dec 2017 Bulletin – December 2017
Laura Berger-Thomson and Blair Chapman
The latest Survey of Foreign Currency Exposure confirms that Australian entities' financial positions are well protected against a depreciation of the Australian dollar. Consistent with previous surveys, the net foreign currency exposures of the
https://www.rba.gov.au/publications/bulletin/2017/dec/8.html

Description for Figure 1 in article: Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey

10 Dec 2012 Bulletin – December 2012
Bulletin – December 2012 Description for Figure 1 in article: Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey.
https://www.rba.gov.au/publications/bulletin/2012/dec/d-article-5-figure-1.html

An Update on Global Foreign Exchange Turnover

10 Aug 2009 Bulletin – August 2009
Andrew Zurawski and Crystal Ossolinski
Graph 2. For foreign exchange swaps and over-the-counter derivatives – cross-currency interest rate swaps and options – turnover declined by 17 per cent over the six months to October 2008 ... Graph 3. The decline in turnover of spot and forwards
https://www.rba.gov.au/publications/bulletin/2009/aug/2.html

Australia's Foreign Currency Exposure and Hedging Practices

10 Dec 2005 Bulletin – December 2005
Chris Becker, Guy Debelle and Daniel Fabbro
165. 252. Derivative positions to hedge debt. 126. 199. Net FX position on debt (after derivatives). ... 150. Derivative positions to hedge equity. 10. 0. 60. –. 2. Net foreign currency position on equity (after derivatives). 23. 0.
https://www.rba.gov.au/publications/bulletin/2005/dec/1.html

Developments in the Financial System Architecture

10 Mar 2009 FSR – March 2009
The international regulatory community has been placing increasing emphasis on reducing operational and counterparty risks in over-the-counter (OTC) derivatives markets, given their rapid expansion in recent years. ... One specific policy proposal for
https://www.rba.gov.au/publications/fsr/2009/mar/dev-sys-arch.html

Australian Financial Markets

10 Jun 2002 Bulletin – June 2002
Table 2: Foreign Exchange OTC Derivatives Activity. Average daily turnover, 2001 US$ billion. ... Although Australian OTC interest rate derivatives markets remain small by global standards, they account for over 30 per cent of OTC interest rate
https://www.rba.gov.au/publications/bulletin/2002/jun/2.html