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
10 Nov 2011
SMP
– November 2011
Reflecting this, rates on overnight indexed swaps (OIS) fell significantly in August, although the volatility of these rates suggested that sizeable adjustments in derivative positions, at times, may have compromised the
https://www.rba.gov.au/publications/smp/2011/nov/dom-fin-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
Domestic Financial Markets
10 May 2006
SMP
– May 2006
Premia on credit default swaps, which are financial derivatives that provide insurance against losses from default on corporate bonds and loans, are also at low levels.
https://www.rba.gov.au/publications/smp/2006/may/dom-fin-mkts.html
Statement on Monetary Policy – August 2010
13 Aug 2010
SMP
– August 2010
PDF
996KB
https://www.rba.gov.au/publications/smp/2010/aug/pdf/0810.pdf
Statement on Monetary Policy – August 2011
5 Sep 2011
SMP
– August 2011
PDF
2031KB
https://www.rba.gov.au/publications/smp/2011/aug/pdf/0811.pdf
Domestic Financial Markets and Conditions
7 Feb 2006
SMP
– February 2006
Similarly, premia on credit default swaps (which are financial derivatives that provide ‘insurance’ against defaults on corporate bonds) are at low levels (Graph 50).
https://www.rba.gov.au/publications/smp/2006/feb/dom-fin-mkts.html
Statement on Monetary Policy - August 2009
7 Aug 2009
SMP
PDF
1115KB
Reserve Bank of Australia
https://www.rba.gov.au/publications/smp/2009/aug/pdf/0809.pdf
International and Foreign Exchange Markets
9 Feb 2012
SMP
– February 2012
PDF
1556KB
https://www.rba.gov.au/publications/smp/2012/feb/pdf/intl-fx-mkts.pdf
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
Domestic Financial Markets
3 Nov 2011
SMP
- November 2011
PDF
562KB
https://www.rba.gov.au/publications/smp/2011/nov/pdf/dom-fin-mkts.pdf