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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Aggregate Unemployment and Household Unsecured Debt
28 Nov 2014
Research Workshop
PDF
759KB
https://www.rba.gov.au/publications/workshops/research/2014/pdf/bethunea-rocheteaub-rupert.pdf
The Effects of the Saving and Banking Glut on the U.S. Economy
12 Dec 2013
Research Workshop
PDF
640KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/justiniano-primiceri-tambalotti.pdf
ISO 20022 Migration for the Australian Payments System – Responses and Options Paper
11 Sep 2019
Consultations
PDF
1175KB
provides cash settlement services to the OTC debt market and for derivatives traded on the.
https://www.rba.gov.au/publications/consultations/201909-iso-20022-migration-for-the-australian-payments-system-responses-options/pdf/consultation-paper.pdf
Central Clearing of Repos in Australia: A Consultation Paper
25 May 2015
Consultations
PDF
389KB
Consistent with developments in other core markets, such as that for over-the-counter (OTC) interest rate derivatives, central counterparty (CCP) clearing could improve market functioning and reduce systemic risk by ... Australian authorities have
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/pdf/201503-central-clearing-of-repos-in-australia.pdf
Information, Misallocation and Aggregate Productivity
25 Nov 2014
Research Workshop
PDF
674KB
https://www.rba.gov.au/publications/workshops/research/2014/pdf/david-hopenhayn-venkateswaran.pdf
ISO 20022 Migration for the Australian Payments System – Conclusions Paper
25 Feb 2020
Consultations
PDF
560KB
derivatives traded on the ASX (equities) and ASX 24 (futures) markets.
https://www.rba.gov.au/publications/consultations/202002-iso-20022-migration-for-the-australian-payments-system/pdf/iso-20022-migration-for-the-australian-payments-system-conclusions-paper.pdf
Inflation Expectations and Consumption Expenditure
7 Apr 2016
Research Workshop
PDF
656KB
Reserve Bank of Australia Research Workshop 2015: Quantitative Macroeconomics
https://www.rba.gov.au/publications/workshops/research/2015/pdf/rba-workshop-2015-dacunto-hoang-weber.pdf
Introduction | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
Consistent with developments in other core markets, such as that for over-the-counter (OTC) interest rate derivatives, central counterparty (CCP) clearing could improve market functioning and reduce systemic risk by
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/introduction.html
Are Low Interest Rates Deflationary? A Paradox of Perfect-Foresight Analysis
8 Apr 2016
Research Workshop
PDF
664KB
Reserve Bank of Australia Research Workshop 2015: Quantitative Macroeconomics
https://www.rba.gov.au/publications/workshops/research/2015/pdf/rba-workshop-2015-garcia-schmidt-woodford.pdf
Central Clearing of Repos in Australia: Conclusions
28 Oct 2015
Consultations
PDF
306KB
Central Clearing of Repos in Australia: Conclusions. October 2015. Contents. 1. Introduction and Executive Summary 1. 2. Stakeholders’ Views 6. 3. The Bank’s Roles in the Repo Market 9. 4. Assessment of Costs and Benefits 15. 5. Conclusions and
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/pdf/central-clearing-of-repos-in-australia-conclusions-2015-10.pdf