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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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22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
Second, before participants can enter into OTC derivatives contracts, they must negotiate extensive documentation. ... The three OTC derivatives CCPs licensed in Australia all meet the ‘cover two’ standard.
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Box B: Central Clearing of Over-the-counter Credit Derivatives

25 Mar 2009 FSR - March 2009 PDF 99KB

Australian OTC Derivatives Market Activity | Report on the Australian OTC Derivatives Market – October 2012

9 Mar 2023
Report on the Australian OTC Derivatives Market 4. Australian OTC Derivatives Market Activity. ... There is also some activity in other types of derivatives, though on a much smaller scale.

Box A: Developments in the Electricity Derivatives Market

28 Sep 2022 PSB Annual Report – 2022
Payments System Board Annual Report – 2022 Box A: Developments in the Electricity Derivatives Market. ... Generators and retailers access the derivatives market as clients of the participants of ASX Clear (Futures).

Consultations | Consultations

16 Jun 2023 Consultations
Index of Consultations


16 Mar 2023 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia

Eligible Securities | Criteria for Domestic Market Operations

14 Sep 2023
Information on the criteria established by the Reserve Bank to determine whether securities are eligible for use in the Reserve Bank's domestic market operations.

Appendix A: Derivations for Bivariate SVAR

9 Mar 2023 RDP 2022-04
λ. approaches zero from above, this derivative approaches. , which implies that the lower bound is extremely sensitive to small changes in. ... κ. , particularly for small values of. κ. ; the derivative of the lower bound tends to.

Domestic Regulatory Developments

7 Oct 2022 FSR – October 2022
First, it undertook an assessment of the use of derivatives by superannuation funds following a request for advice by the Morrison Government. ... Funds capabilities in respect of derivatives investment are monitored by APRA for ongoing compliance with

List of tables

10 Mar 2006 FSR – March 2006
33. Derivative positions to hedge equity. 10. Net FX position on equity (after derivatives). ... 23. Foreign currency position (after derivatives). 5. (a) Negative values indicate a net foreign currency liability position.