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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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Topic: Finance

12 Mar 2019 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/finance/

Developments in Foreign Exchange and OTC Derivatives Markets

18 Dec 2013 Bulletin PDF 477KB
Reserve Bank of Australia Bulletin December 2013
https://www.rba.gov.au/publications/bulletin/2013/dec/pdf/bu-1213-7.pdf

2017

6 Oct 2022 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2017/

December | 2016

15 Dec 2016 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2016/dec/

Central Counterparty Interoperability

10 Jun 2012 Bulletin – June 2012
Nicholas Garvin
services were expanded to OTC derivatives markets); and improving access to overseas markets. ... References. CFR (Council of Financial Regulators) (2011), ‘Central Clearing of OTC Derivatives in Australia’, Discussion Paper, June.
https://www.rba.gov.au/publications/bulletin/2012/jun/7.html

Liquidity in the Australian Treasury Bond Futures Market

10 Jun 2012 Bulletin – June 2012
Bobby Lien and Andrew Zurawski
As a result, the bond derivatives market in Australia is significantly more liquid than the physical market. ... For details on the relationship between volatility and derivatives turnover, see Jeanneau and Micu (2003).
https://www.rba.gov.au/publications/bulletin/2012/jun/6.html

Australian Financial Markets

10 Mar 1999 Bulletin – March 1999
17. 11. 0.3. 0.2. Memo item:. Unsecured cash. 9.7. Interest rate derivatives. ... While the futures market is active, the over-the-counter (OTC) derivatives markets remain small.
https://www.rba.gov.au/publications/bulletin/1999/mar/1.html

Central Counterparty Margin Frameworks

7 Dec 2017 Bulletin – December 2017
Louise Carter and Duke Cole
A central counterparty's (CCP's) margin framework can affect the activity of market participants and the broader functioning of the financial system. This potential impact on financial stability is an area of focus for authorities – in Australia
https://www.rba.gov.au/publications/bulletin/2017/dec/10.html

Foreign Currency Exposure and Hedging in Australia

19 Dec 2013 Bulletin – December 2013
Anthony Rush, Dena Sadeghian and Michelle Wright
The 2013 Australian Bureau of Statistics (ABS) Foreign Currency Exposure survey confirms that Australian entities' financial asset and liability positions remain well hedged against a depreciation of the Australian dollar, either through the use of
https://www.rba.gov.au/publications/bulletin/2013/dec/6.html

Australia's Foreign Currency Exposure and Hedging Practices

10 Aug 2002 Bulletin – August 2002
548. Foreign currency derivatives in a sold position. 463. Net position of foreign currency derivatives. ... The use of options, futures and other derivative contracts was only marginal (Table 2).
https://www.rba.gov.au/publications/bulletin/2002/aug/2.html