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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Contents | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
Survey of the OTC Derivatives Market in Australia May 2009. Download the complete Report 502.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/
Central Clearing of OTC Derivatives in Australia | Consultations
7 Jun 2011
Consultations
Central Clearing of OTC Derivatives in Australia
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives.html
Report on the Australian OTC Derivatives Market – October 2012
9 Mar 2023
Report on the Australian OTC Derivatives Market
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/
OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
Using data on OTC derivative positions across products, sourced from the Bank for International Settlements, the authors demonstrate that the central clearing of credit derivatives alone would be unlikely to satisfy ... In the mixed clearing case, we
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html
Survey of Foreign Exchange and Derivatives Markets
26 Sep 2007
Media Releases
Results of April 2007 survey of foreign exchange and derivatives markets
https://www.rba.gov.au/media-releases/2007/mr-07-15.html
Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011
15 Jul 2011
Consultations
PDF
875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf
Non-dealer Clearing of Over-the-counter Derivatives
20 Mar 2014
Bulletin
– March 2014
In 2009, the G20 leaders agreed that all standardised over-the-counter (OTC) derivatives should be cleared through central counterparties (CCPs). Accordingly, an increasing proportion of OTC derivatives are now centrally cleared, particularly where
https://www.rba.gov.au/publications/bulletin/2014/mar/9.html
The Australian Foreign Exchange and Derivatives Markets
10 Jun 2005
Bulletin
– June 2005
According to the most recent Bank for International Settlements (BIS) Triennial Survey of Foreign Exchange and Derivatives Market Activity,. ... The Australian foreign exchange derivatives market continued to become more integrated with global financial
https://www.rba.gov.au/publications/bulletin/2005/jun/1.html
Survey of Foreign Exchange and OTC Derivatives Turnover
29 Sep 1998
Media Releases
Results of foreign exchange and over-the-counter (OTC) derivatives turnover survey
https://www.rba.gov.au/media-releases/1998/mr-98-12.html