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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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Benchmark Reforms

18 Nov 2020 Speech PDF 161KB
Accordingly, ASIC, APRA and the Reserve Bank are strongly encouraging Australian financialinstitutions and corporations that use derivatives contracts referencing LIBOR to review and,wherever practical, adhere to the ISDA protocol by
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-11-17.pdf

Benchmark Reforms

17 Nov 2020 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the Australian Securitisation Forum Virtual Symposium, Sydney
https://www.rba.gov.au/speeches/2020/sp-ag-2020-11-17.html

Speeches – 2019

31 Dec 2019
Speeches by senior staff of the Reserve Bank
https://www.rba.gov.au/speeches/2019/

Transcript of Question & Answer Session on 19 November 2019

19 Nov 2019 Speech
Christopher Kent
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-11-19-q-and-a-transcript.html

Transcript of Question & Answer Session on 23 October 2019

23 Oct 2019 Speech
Christopher Kent
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-10-23-q-and-a-transcript.html

8/15/2019 Risks to the Outlook | Speeches ...

15 Aug 2019 PDF 295KB
Usageof RFRs in derivatives markets is increasing, and they are being adopted in some cash products.There has also been good progress on developing more robust fall-back provisions in contractsreferencing
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-08-15.pdf

Risks to the Outlook

15 Aug 2019 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at the 14th Annual Risk Australia Conference, Sydney
https://www.rba.gov.au/speeches/2019/sp-dg-2019-08-15.html

Transcript of Question & Answer Session on 13 May 2019

13 May 2019 Speech
Guy Debelle
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2019/sp-dg-2019-05-13-q-and-a-transcript.html

Progress on Benchmark Reform

12 Apr 2019 Speech PDF 191KB
Furthermore, theFSB has made it clear that derivatives markets will largely need to transition to the overnight RFRs toensure financial stability. ... 7]. See FSB (2019), ‘FSB Letter to ISDA about derivative contract robustness to risks of interest
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf

Progress on Benchmark Reform

11 Apr 2019 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at ISDA's 34th Annual General Meeting,
https://www.rba.gov.au/speeches/2019/sp-dg-2019-04-11.html