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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Financial Stability Review
15 Nov 2023
FSR
- October 2023
PDF
4631KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/financial-stability-review-2023-10.pdf
About Our Gold Holdings | Questions & Answers
3 Nov 2023
Frequently asked questions about the RBA Website
https://www.rba.gov.au/qa/gold-holding.html
Developments | Assessment of ASX Clearing and Settlement Facilities
1 Nov 2023
ASX should consider introducing any scheduled intraday margin call holistically, taking account of operational synergies in margin calls for derivative products or any additional margin requirements from participants that exceed stress ... In mid-2022,
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2022-2023/developments.html
Appendix A: Summary of Progress 2022/23 | Assessment of ASX Clearing and Settlement Facilities
1 Nov 2023
CCP 16. Both CCPs. ASX intends this work to be included in the scope of the ASX derivatives project, which has extended the timeline for completion.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2022-2023/appendix-a.html
Frequentist Coverage
26 Oct 2023
RDP
2023-07
ϕ. at. ϕ. =. ϕ. 0. with non-zero derivatives. Propositions B.1-B.3 provide primitive conditions for Assumption 3 to hold in the case where there are shock-sign restrictions.
https://www.rba.gov.au/publications/rdp/2023/2023-07/frequentist-coverage.html
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Identification and Inference under Narrative Restrictions
20 Oct 2023
RDP
PDF
1128KB
Identification and Inference under Narrative Restrictions. Raffaella Giacomini, Toru Kitagawa and Matthew Read. Research Discussion Paper. R DP 2023- 07. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf
Notes to and Forming Part of the Financial Statements
19 Oct 2023
RBA Annual Report
– October 2023
Reserve Bank of Australia Annual Report – 2023 Financial Statements Notes to and Forming Part of the Financial Statements. Reserve Bank of Australia and Controlled Entity. Note 1 – Accounting Policies. The RBA reports its consolidated financial
https://www.rba.gov.au/publications/annual-reports/rba/2023/financial-statements/notes.html
3.3 Risk Management
19 Oct 2023
RBA Annual Report
– October 2023
Risk Management | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/risk-management.html
2.2 Operations in Financial Markets
19 Oct 2023
RBA Annual Report
– October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html
5.5 Abbreviations
19 Oct 2023
RBA Annual Report
– 2023
International Swaps and Derivatives Association. ISO. International Organization for Standardisation. IT.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.html