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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Payments System Board Annual Report 2013 - Liaison Activity
22 Oct 2013
PSB Annual Report
2013
PDF
430KB
https://www.rba.gov.au/publications/annual-reports/psb/2013/pdf/liaison-act.pdf
Payments System Board Annual Report – 2022
28 Sep 2022
Annual Report
Payments System Board Annual Report 2022. Download the complete Report 2.8. MB. 60. KB. 530. KB. 564. KB. 318. KB. 859. KB. 117. KB. 76. KB. ISSN 1442-939X (Print). ISSN 1448-532X (Online). The materials on this webpage are subject to copyright and
https://www.rba.gov.au/publications/annual-reports/psb/2022/contents.html
Multiple Filtering Devices for the Estimation of Cyclical DSGE Models
3 Dec 2008
Research Workshop
PDF
346KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/canova.pdf
Surveillance of the Financial System | Reserve Bank of Australia Annual Report - 1996
31 Dec 1996
Annual Report
These visits focus on the internal control mechanisms used by banks in their trading activities, including in relation to derivatives. ... The bulk of derivatives products continues to be basic interest rate and foreign exchange instruments, rather than
https://www.rba.gov.au/publications/annual-reports/rba/1996/surveillance-fin-system.html
Financial Markets and Unemployment
12 Dec 2011
Research Workshop
PDF
1637KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/monacelli.pdf
List of graphs
20 Sep 2018
PSB Annual Report
– 2018
Graph 15: ASX 24 Derivatives Trades. ... Graph 20: Outstanding AUD-denominated OTC Interest Rate Derivatives.
https://www.rba.gov.au/publications/annual-reports/psb/2018/graphs.html
Are Inflationary Shocks Regressive? A Feasible Set Approach
19 Dec 2023
Research Workshop
PDF
842KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-del-canto-grigsby-qian-walsh.pdf
Risk Management
17 Oct 2019
RBA Annual Report
– 2019
Credit risk on these instruments is managed by transacting only with counterparties that meet strict eligibility criteria, including the requirement to have executed with the Bank an International Swaps and Derivatives
https://www.rba.gov.au/publications/annual-reports/rba/2019/risk-management.html
Functions and Objectives of the Reserve Bank
16 Oct 2013
RBA Annual Report
– 2013
Amendments to the Corporations Act in January 2013 in relation to the regulation of over-the-counter (OTC) derivative transactions gave the Bank an additional role, complementary to its financial stability ... regime. The amendments also provide for
https://www.rba.gov.au/publications/annual-reports/rba/2013/functions.html
Shopping Externalities and Self-Fulfilling Unemployment Fluctuations
13 Dec 2012
Research Workshop
PDF
527KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/kaplan-menzio.pdf