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: Foreign Currency Exposure and Hedging Practices of Australian Banks
24 Mar 2010
FSR
- March 2010
PDF
136KB
https://www.rba.gov.au/publications/fsr/2010/mar/pdf/box-b.pdf
Developments in the Financial System Architecture
10 Mar 2013
FSR
– March 2013
As part of this process, a Report on the Australian OTC Derivatives Market, was published in October 2012. ... For this reason, international principles are being developed requiring that OTC derivatives that are not centrally cleared be collateralised.
https://www.rba.gov.au/publications/fsr/2013/mar/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Sep 2011
FSR
– September 2011
The FSB, along with relevant standard-setting bodies, is continuing to oversee work on reforming OTC derivatives markets. ... A new derivatives exchange, the Financial and Energy Exchange (FEX), has also applied for a market licence.
https://www.rba.gov.au/publications/fsr/2011/sep/dev-fin-sys-arch.html
FSR March 2007 List of tables
10 Mar 2007
FSR
– March 2007
d). –. 16. Gross asset position in financial derivatives to capital. ... 42.1. 36.1. 17. Gross liability position in financial derivatives to capital.
https://www.rba.gov.au/publications/fsr/2007/mar/tables.html
Developments in the Financial System Architecture
10 Sep 2013
FSR
– September 2013
central clearing, and exchange and electronic platform trading in global OTC derivatives markets. ... Also in July, ASIC finalised rules requiring the reporting of OTC derivatives to trade repositories.
https://www.rba.gov.au/publications/fsr/2013/sep/dev-fin-sys-arch.html
5.4 Focus Topic: Interest Rate Risk
9 Oct 2023
FSR
- October 2023
PDF
276KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/08-focus-topic-interest-rate-risk.pdf
Box D: Trade Compression
20 Apr 2016
FSR
– April 2016
While initially limited to non-centrally cleared trades, this service is now also widely offered for centrally cleared OTC derivative trades. ... For further information, see Section 6.2.2 of APRA, ASIC and RBA (2015), Report on the Australian OTC
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html
Developments in the Financial System Architecture
10 Sep 2012
FSR
– September 2012
In June, the FSB published a third progress report on jurisdictions' implementation of the G-20 commitments relating to OTC derivatives, namely, that all standardised OTC derivative contracts should be traded ... To support the G-20 OTC
https://www.rba.gov.au/publications/fsr/2012/sep/dev-fin-sys-arch.html
The Australian Financial System
10 Sep 2014
FSR
– September 2014
In particular, with most interest rate derivatives trades between large internationally active dealers being centrally cleared, liquidity and pricing are generally more favourable for centrally cleared trades. ... The two CCPs licensed in Australia to
https://www.rba.gov.au/publications/fsr/2014/sep/aus-fin-sys.html
List of tables
10 Sep 2012
FSR
– September 2012
b) Expressed as a share of funding liabilities (total liabilities including equity less derivatives and other non-debt liabilities).
https://www.rba.gov.au/publications/fsr/2012/sep/tables.html