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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Box B: Central Clearing of Over-the-counter Credit Derivatives
10 Mar 2009
FSR
– March 2009
Financial Stability Review – March 2009 Box B: Central Clearing of Over-the-counter Credit Derivatives. ... In the past year a number of international regulatory and government groups have called for improvements to the operational infrastructure for
https://www.rba.gov.au/publications/fsr/2009/mar/box-b.html
Box B: Central Clearing of Over-the-counter Credit Derivatives
25 Mar 2009
FSR
- March 2009
PDF
99KB
https://www.rba.gov.au/publications/fsr/2009/mar/pdf/box-b.pdf
Domestic Regulatory Developments
7 Oct 2022
FSR
– October 2022
First, it undertook an assessment of the use of derivatives by superannuation funds following a request for advice by the Morrison Government. ... Funds capabilities in respect of derivatives investment are monitored by APRA for ongoing compliance with
https://www.rba.gov.au/publications/fsr/2022/oct/regulatory-developments.html
Boxes
22 Mar 2024
FSR
A number of Boxes on topics of special interest are published in the Financial Stabiilty Review. These boxes can be read as stand-alone documents or within the relevant Financial Stability Review.
https://www.rba.gov.au/publications/fsr/boxes.html
List of tables
10 Mar 2006
FSR
– March 2006
33. Derivative positions to hedge equity. 10. Net FX position on equity (after derivatives). ... 23. Foreign currency position (after derivatives). 5. (a) Negative values indicate a net foreign currency liability position.
https://www.rba.gov.au/publications/fsr/2006/mar/tables.html
List of tables
10 Feb 2010
SMP
– February 2010
1,545. 1,257. 288. (a) Positive values represent derivative positions under which the holder will receive foreign currency in exchange for Australian dollars at a predetermined exchange rate (that is, ... Negative values represent derivative positions
https://www.rba.gov.au/publications/smp/2010/feb/tables.html
Developments in the Financial System Architecture
10 Mar 2009
FSR
– March 2009
The international regulatory community has been placing increasing emphasis on reducing operational and counterparty risks in over-the-counter (OTC) derivatives markets, given their rapid expansion in recent years. ... One specific policy proposal for
https://www.rba.gov.au/publications/fsr/2009/mar/dev-sys-arch.html
The Australian Financial System
6 Apr 2023
FSR
– April 2023
The Australian Financial System | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/australian-financial-system.html
Developments in the Financial System Architecture
20 Oct 2015
FSR
– October 2015
Separately, authorities continued to work on implementing internationally agreed reforms, particularly in the area of over-the-counter (OTC) derivatives markets. ... OTC derivatives contracts from being terminated disruptively in the event of a foreign
https://www.rba.gov.au/publications/fsr/2015/oct/dev-fin-sys-arch.html
Developments in the Financial System Architecture
20 Oct 2016
FSR
– October 2016
The scope of this review included ASX Clear (Futures) and both of the overseas CCPs licensed to clear over-the-counter (OTC) derivatives in Australia. ... Implementation is largely complete, with the main areas of ongoing work relating to margining and
https://www.rba.gov.au/publications/fsr/2016/oct/dev-fin-sys-arch.html