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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International and Foreign Exchange Markets
10 Aug 2011
SMP
– August 2011
The International Swaps and Derivatives Association (ISDA) suggested that a ‘credit event’ on Greek sovereign credit default swaps is unlikely to be declared due to the voluntary nature of the debt ... Regulatory reforms regarding the standardisation
https://www.rba.gov.au/publications/smp/2011/aug/intl-fx-mkts.html
International and Foreign Exchange Markets
10 Feb 2012
SMP
– February 2012
In contrast, there was a large net outflow of capital from the private sector, predominantly reflecting financial derivative outflows (including margin or final payments made on derivative positions that had acquired
https://www.rba.gov.au/publications/smp/2012/feb/intl-fx-mkts.html
Domestic Financial Markets
10 May 2006
SMP
– May 2006
Premia on credit default swaps, which are financial derivatives that provide insurance against losses from default on corporate bonds and loans, are also at low levels.
https://www.rba.gov.au/publications/smp/2006/may/dom-fin-mkts.html
International and Foreign Exchange Markets
10 Nov 2013
SMP
– November 2013
While the authorities in Brazil continue to intervene in foreign exchange markets to support the local currency, this has primarily been conducted through auctions of derivatives that are settled in local
https://www.rba.gov.au/publications/smp/2013/nov/intl-fx-mkts.html
Domestic Financial Conditions
27 Nov 2018
SMP
– November 2018
using derivatives.
https://www.rba.gov.au/publications/smp/2018/nov/domestic-financial-conditions.html
International Financial Conditions
5 Nov 2020
SMP
– November 2020
Graph 2.25. In October, the PBC removed the requirement for holding reserves against some foreign exchange derivatives that would benefit from a depreciation in the renminbi.
https://www.rba.gov.au/publications/smp/2020/nov/international-financial-conditions.html
Domestic Financial Markets and Conditions
7 Feb 2006
SMP
– February 2006
Similarly, premia on credit default swaps (which are financial derivatives that provide ‘insurance’ against defaults on corporate bonds) are at low levels (Graph 50).
https://www.rba.gov.au/publications/smp/2006/feb/dom-fin-mkts.html
Inflation Trends and Prospects
10 Aug 2006
SMP
– August 2006
Liaison has particularly highlighted cost pressures from rising prices of fuel and oil derivatives, such as plastics and packaging, and an increasing share of firms is reporting an intention to pass
https://www.rba.gov.au/publications/smp/2006/aug/inflation-trends.html
International and Foreign Exchange Markets
15 May 2017
SMP
– May 2017
The Chinese authorities have given foreign financial institutions access to the onshore foreign exchange derivative market to hedge the foreign currency exposure associated with their purchases of Chinese bonds.
https://www.rba.gov.au/publications/smp/2017/may/international-and-foreign-exchange-markets.html
Box C: Australian Financial Markets and the UK Referendum
10 Aug 2016
SMP
– August 2016
For example, the central clearing counterparties (CCPs) that are responsible for the clearing of exchange-traded products (such as bond and equity futures) and OTC derivative instruments in Australia had established
https://www.rba.gov.au/publications/smp/2016/aug/box-c-australian-financial-markets-and-the-uk-referendum.html