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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List of tables
10 Mar 2010
FSR
– March 2010
Equity. Net foreign currency exposure. 33. 23. Derivatives. 10. 5. Open foreign currency equity position. ... Residual derivatives. 5. 54. Net foreign currency position. 1. 38. Per cent of assets.
https://www.rba.gov.au/publications/fsr/2010/mar/tables.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
Resilience of the Australian Financial System
22 Mar 2024
FSR
– March 2024
Resilience of the Australian Financial System | Financial Stability Review – March 2024
https://www.rba.gov.au/publications/fsr/2024/mar/resilience-of-the-australian-financial-system.html
Developments in the Financial System Architecture
10 Sep 2014
FSR
– September 2014
too big to fail’; responding to shadow banking risks; and making derivatives markets safer. ... Challenging areas remain, however, particularly on aspects of ‘too big to fail’ and derivatives markets reform.
https://www.rba.gov.au/publications/fsr/2014/sep/dev-fin-sys-arch.html
Financial Stability Review
15 Nov 2023
FSR
- October 2023
PDF
4631KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/financial-stability-review-2023-10.pdf
Box D: Trade Compression
14 Apr 2016
FSR
April 2016
PDF
189KB
https://www.rba.gov.au/publications/fsr/2016/apr/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
Domestic Regulatory Developments
6 Apr 2023
FSR
– April 2023
Domestic Regulatory Developments | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/regulatory-developments.html
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