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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The Australian Financial System
10 Sep 2013
FSR
– September 2013
In Australia, the evidence to date is that the transition to central clearing of interest rate derivatives is accelerating. ... An additional $100 million is to be contributed as more participants join the OTC derivatives clearing service.
https://www.rba.gov.au/publications/fsr/2013/sep/aus-fin-sys.html
The Australian Financial System
20 Apr 2016
FSR
– April 2016
This is particularly important given the G20's commitment that all standardised over-the-counter (OTC) derivatives should be centrally cleared. ... The proportion of Australian banks' OTC interest rate derivatives (IRD) exposures that are centrally
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html
Box B: Iron Ore Pricing
10 Aug 2012
SMP
– August 2012
past. The increasing use of shorter-term price contracts has also encouraged more activity and liquidity in iron ore derivative markets as firms increase their use of hedging instruments. ... One example is over-the-counter iron ore swap contracts, which
https://www.rba.gov.au/publications/smp/2012/aug/box-b.html
Developments in the Financial System Architecture
10 Mar 2012
FSR
– March 2012
Reform of over-the-counter (OTC) derivatives markets is continuing as jurisdictions work to meet the G-20 commitment that all standardised OTC derivative contracts be centrally cleared by the end ... The FSB is continuing to coordinate and monitor
https://www.rba.gov.au/publications/fsr/2012/mar/dev-fin-sys-arch.html
Box E: Financial Soundness Indicators
21 Mar 2005
FSR
- March 2005
PDF
43KB
https://www.rba.gov.au/publications/fsr/2005/mar/pdf/box-e.pdf
Box C: Foreign Currency Exposure and Hedging Practices of Australian Banks
27 Mar 2006
FSR
– March 2006
PDF
37KB
https://www.rba.gov.au/publications/fsr/2006/mar/pdf/box-c.pdf
The Australian Financial System
8 Apr 2022
FSR
– April 2022
Graph 3.12. One way in which superannuation funds manage liquidity flows from member contributions, withdrawals and portfolio rebalancing is through the use of derivatives. ... Banks further hedge their interest rate risk by engaging in derivative trades
https://www.rba.gov.au/publications/fsr/2022/apr/australian-financial-system.html
Box C: Foreign Currency Exposure and Hedging in Australia
10 Feb 2010
SMP
– February 2010
The majority of the liabilities that are denominated in foreign currency are hedged using derivative instruments, leaving only a small unhedged liability exposure. ... to hold nearly half this amount again in Australian dollar exposure through the
https://www.rba.gov.au/publications/smp/2010/feb/box-c.html
Domestic Financial Conditions
20 Nov 2023
SMP
- November 2023
PDF
2300KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/03-domestic-financial-conditions.pdf
Box E: The Council of Financial Regulators
10 Feb 2020
FSR
October 2018
PDF
585KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/box-e.pdf