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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Domestic Financial Markets and Conditions
10 May 2007
SMP
– May 2007
However, the premia on credit default swaps (CDS) – which are financial derivatives that provide insurance against defaults on corporate debts – for companies that are leveraged buyout targets have been volatile and
https://www.rba.gov.au/publications/smp/2007/may/dom-fin-mkts.html
International and Foreign Exchange Markets
10 Feb 2012
SMP
– February 2012
In contrast, there was a large net outflow of capital from the private sector, predominantly reflecting financial derivative outflows (including margin or final payments made on derivative positions that had acquired
https://www.rba.gov.au/publications/smp/2012/feb/intl-fx-mkts.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
International and Foreign Exchange Markets
10 Nov 2013
SMP
– November 2013
While the authorities in Brazil continue to intervene in foreign exchange markets to support the local currency, this has primarily been conducted through auctions of derivatives that are settled in local
https://www.rba.gov.au/publications/smp/2013/nov/intl-fx-mkts.html
International and Foreign Exchange Markets
10 Nov 2011
SMP
– November 2011
In aggregate, about two-thirds of the six largest US banks' earnings were due to accounting gains on their own debt and derivatives positions; this also supported large European banks' earnings.
https://www.rba.gov.au/publications/smp/2011/nov/intl-fx-mkts.html
International Financial Conditions
5 Nov 2020
SMP
– November 2020
Graph 2.25. In October, the PBC removed the requirement for holding reserves against some foreign exchange derivatives that would benefit from a depreciation in the renminbi.
https://www.rba.gov.au/publications/smp/2020/nov/international-financial-conditions.html
Box C: Foreign Currency Exposure and Hedging in Australia
27 Nov 2017
SMP
– November 2017
Hence, in net terms the banks have a small foreign currency asset position after accounting for the use of derivatives for hedging purposes. ... For debt security liabilities – which account for just over half of banks' foreign currency liabilities –
https://www.rba.gov.au/publications/smp/2017/nov/box-c-foreign-currency-exposure-and-hedging-in-australia.html
Statement on Monetary Policy - May 2012
4 May 2012
SMP
- May 2012
PDF
2261KB
https://www.rba.gov.au/publications/smp/2012/may/pdf/0512.pdf
Domestic Financial Conditions
27 Nov 2018
SMP
– November 2018
using derivatives.
https://www.rba.gov.au/publications/smp/2018/nov/domestic-financial-conditions.html
International and Foreign Exchange Markets
8 Feb 2013
SMP
– February 2013
PDF
1162KB
https://www.rba.gov.au/publications/smp/2013/feb/pdf/intl-fx-mkts.pdf