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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Proposed Clearing Regime Design and Application | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
However, a preliminary position is that a regime for mandatory central clearing of OTC derivatives in Australia should contain the following elements:. ... Any mandatory requirement that a class of OTC derivatives be centrally cleared should reflect the
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/proposed-clearing-regime-design.html
Developments in the Financial System Architecture
10 Mar 2014
FSR
– March 2014
However, ESMA did not find other aspects of Australia's OTC derivatives regulation to be equivalent. ... Regulators are due to publish a third report on the Australian OTC derivatives market in early April.
https://www.rba.gov.au/publications/fsr/2014/mar/dev-fin-sys-arch.html
The Australian Financial System
10 Mar 2014
FSR
– March 2014
ASX has also recently introduced some refinements to its arrangements for managing the potential default of an OTC derivatives participant. ... the defaulter's OTC derivatives portfolio, before auctioning the hedged portfolio to non-defaulting
https://www.rba.gov.au/publications/fsr/2014/mar/aus-fin-sys.html
The Australian Financial System
10 Mar 2015
FSR
– March 2015
This is increasingly important as global regulatory reforms encourage the central clearing of over-the-counter (OTC) derivatives. ... Australian banks continue to increase their use of CCPs to clear OTC interest rate derivatives.
https://www.rba.gov.au/publications/fsr/2015/mar/aus-fin-sys.html
FSR March 2007 List of tables
10 Mar 2007
FSR
– March 2007
d). –. 16. Gross asset position in financial derivatives to capital. ... 42.1. 36.1. 17. Gross liability position in financial derivatives to capital.
https://www.rba.gov.au/publications/fsr/2007/mar/tables.html
Box E: Financial Soundness Indicators
21 Mar 2005
FSR
- March 2005
PDF
43KB
https://www.rba.gov.au/publications/fsr/2005/mar/pdf/box-e.pdf
Developments in the Financial System Architecture
10 Sep 2011
FSR
– September 2011
The FSB, along with relevant standard-setting bodies, is continuing to oversee work on reforming OTC derivatives markets. ... A new derivatives exchange, the Financial and Energy Exchange (FEX), has also applied for a market licence.
https://www.rba.gov.au/publications/fsr/2011/sep/dev-fin-sys-arch.html
Box C: Foreign Currency Exposure and Hedging Practices of Australian Banks
27 Mar 2006
FSR
– March 2006
PDF
37KB
https://www.rba.gov.au/publications/fsr/2006/mar/pdf/box-c.pdf
Box E: The Council of Financial Regulators
10 Feb 2020
FSR
October 2018
PDF
585KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/box-e.pdf
The Australian Financial System
8 Apr 2022
FSR
– April 2022
Graph 3.12. One way in which superannuation funds manage liquidity flows from member contributions, withdrawals and portfolio rebalancing is through the use of derivatives. ... Banks further hedge their interest rate risk by engaging in derivative trades
https://www.rba.gov.au/publications/fsr/2022/apr/australian-financial-system.html