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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Executive Summary | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
This rapidly evolving global landscape for central clearing makes it difficult to foresee how clearing of the Australian OTC derivatives market might evolve. ... Use of large offshore CCPs might allow for greater efficiencies while also facilitating the
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/executive-summary.html
Consultation Process and Questions | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
Q13. Do you agree that interoperability among OTC derivatives CCPs should be encouraged? ... Address:. ‘OTC Derivatives Central Clearing Consultation’. Reserve Bank of Australia. GPO Box 3947.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/consultation-process-questions.html
Box A: Foreign Currency Exposure and Hedging in Australia
7 Nov 2013
SMP
– November 2013
PDF
134KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/box-a.pdf
Statement on Monetary Policy – February 2010 – Box C: Foreign Currency Exposure and Hedging in Australia
4 Feb 2010
SMP
PDF
117KB
https://www.rba.gov.au/publications/smp/2010/feb/pdf/box-c.pdf
Box A: Foreign Currency Exposure and Hedging in Australia
10 Nov 2013
SMP
– November 2013
The Australian Bureau of Statistics survey of Foreign Currency Exposure (FCE) contains detailed information on Australian entities' foreign currency asset and liability positions and their use of derivatives to hedge these ... 2013. The 2013 survey
https://www.rba.gov.au/publications/smp/2013/nov/box-a.html
Box A: Declining Volatility in Global Asset Markets
4 Feb 2005
SMP
PDF
160KB
Box A: Declining Volatility in Global Asset Markets. As derivative markets have become more liquid and the use of instruments such as options more widespread, it has become increasingly possible to ... For example, pricing of options on equity, fi
https://www.rba.gov.au/publications/smp/2005/feb/pdf/box-a.pdf
Box C: Gross International Capital Movements
7 Aug 2009
SMP
– August 2009
PDF
124KB
https://www.rba.gov.au/publications/smp/2009/aug/pdf/box-c.pdf
Box D: Interbank Reference Rates
9 Aug 2012
SMP
– August 2012
PDF
87KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-d.pdf
Semi-Annual Statement on Monetary Policy
31 Jul 2003
SMP
PDF
24KB
Derivative marketsGearing can also be generated through. derivatives markets since purchases or salesof derivative contracts do not requireimmediate payment of the full face value ofthe contracts; rather, only a margin needs
https://www.rba.gov.au/publications/smp/1998/nov/pdf/box-b.pdf
Box B: Iron Ore Pricing
9 Aug 2012
SMP
– August 2012
PDF
72KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-b.pdf