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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Statement on Monetary Policy - February 2013
8 Feb 2013
SMP
- February 2013
PDF
2210KB
https://www.rba.gov.au/publications/smp/2013/feb/pdf/0213.pdf
Statement on Monetary Policy - August 2012
15 Aug 2012
SMP
- August 2012
PDF
1879KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/0812.pdf
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
Box D: Interbank Reference Rates
10 Aug 2012
SMP
– August 2012
Many financial contracts, including those governing derivatives and debt securities, reference interbank interest rates. ... Instead, the market convention is to reference Australian dollar derivatives and floating rate debt securities against the bank
https://www.rba.gov.au/publications/smp/2012/aug/box-d.html
Domestic Financial Markets
10 Aug 2012
SMP
– August 2012
9). CDS premia referencing Australian banks increased by around 50 basis points in May as European developments and large derivative trading losses reported by JP Morgan pushed these premia wider on
https://www.rba.gov.au/publications/smp/2012/aug/dom-fin-mkts.html
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
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
Domestic Financial Markets
9 Aug 2012
SMP
– August 2012
PDF
390KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/dom-fin-mkts.pdf
Box B: The Greek Private Sector Debt Swap
10 May 2012
SMP
– May 2012
The International Swaps and Derivatives Association (ISDA) subsequently ruled that the activation of CACs constituted a ‘credit event’ for credit default swaps (CDS) referencing Greek sovereign debt.
https://www.rba.gov.au/publications/smp/2012/may/box-b.html
International and Foreign Exchange Markets
10 May 2012
SMP
– May 2012
of banks offset by accounting losses on their own debt and derivative positions.
https://www.rba.gov.au/publications/smp/2012/may/intl-fx-mkts.html