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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Functions and Objectives of the Reserve Bank
16 Oct 2013
RBA Annual Report
– 2013
Amendments to the Corporations Act in January 2013 in relation to the regulation of over-the-counter (OTC) derivative transactions gave the Bank an additional role, complementary to its financial stability ... regime. The amendments also provide for
https://www.rba.gov.au/publications/annual-reports/rba/2013/functions.html
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
Australia. (RBA/ASIC). LCH Ltd. SwapClear service: OTC IRDs and inflation rate derivatives. ... FEX service: Commodity, energy and environmental derivatives traded on the financial market operated by FEX Global Pty Ltd (FEX).
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Abbreviations
28 Sep 2022
PSB Annual Report
– 2022
IRD. Interest rate derivatives. IRS. Interest Rate Swaps. LCH Ltd. LCH Limited.
https://www.rba.gov.au/publications/annual-reports/psb/2022/abbreviations.html
Risk Management
12 Apr 2020
RBA Annual Report
– 2020
and Derivatives Association (ISDA) agreement with a credit support annex.
https://www.rba.gov.au/publications/annual-reports/rba/2020/risk-management.html
Statutory Reporting Obligations
16 Oct 2013
RBA Annual Report
– 2013
ASIC must also consult with APRA and the Bank in making derivative transaction rules. ... ASIC finalised derivative transaction rules in relation to this determination in July 2013.
https://www.rba.gov.au/publications/annual-reports/rba/2013/stat-oblig.html
Abbreviations
21 Oct 2021
RBA Annual Report
– 2021
International Swaps and Derivatives Association. ISO. International Organization for Standardisation. IT.
https://www.rba.gov.au/publications/annual-reports/rba/2021/abbreviations.html
Oversight of Clearing and Settlement Facilities
2 Oct 2013
PSB Annual Report
– 2013
including cash equities, pooled investment products, warrants, certain debt products and equity-related derivatives. ... This increase in resources was in part to support clearing of OTC derivatives (see below).
https://www.rba.gov.au/publications/annual-reports/psb/2013/oversight-clearing-set.html
List of graphs
24 Oct 2016
PSB Annual Report
– 2016
Graph 17: SwapClear: Notional Value of LCH.C Ltd AUD Interest Rate Derivatives Registered (Flow). ... Graph 18: SwapClear: Notional Value Outstanding of LCH.C Ltd AUD Interest Rate Derivatives (Stock).
https://www.rba.gov.au/publications/annual-reports/psb/2016/graphs.html
Liaison Activity
2 Oct 2013
PSB Annual Report
– 2013
competition in clearing and settlement (also with the Australian Competition and Consumer Commission), and OTC derivatives reform. ... of developments in OTC derivatives regulation around the world via discussions in various forums with other central
https://www.rba.gov.au/publications/annual-reports/psb/2013/liaison-act.html
Abbreviations
20 Sep 2018
PSB Annual Report
– 2018
IOSCO. International Organisation of Securities Commissions. IRD. Interest rate derivatives. IRS.
https://www.rba.gov.au/publications/annual-reports/psb/2018/abbreviations.html