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.
Search Results
OTC Derivatives Reforms and the Australian Cross-currency Swap Market
24 Jun 2013
Bulletin
– June 2013
Reforms to improve the management of counterparty credit risk in over-the-counter (OTC) derivatives markets are underway globally. A key pillar of the reforms is the migration of these markets to central counterparties (CCPs), while higher capital
https://www.rba.gov.au/publications/bulletin/2013/jun/7.html
Joint Report on the Australian OTC Derivatives Market – October 2012
30 Oct 2012
Media Releases
The Australian Prudential Regulation Authority, the Australian Securities and Investments Commission and the Reserve Bank of Australia are releasing a Report on the Australian OTC Derivatives Market – October 2012
https://www.rba.gov.au/media-releases/2012/jmr-12-32.html
Survey of Foreign Exchange and Derivatives Markets
10 Oct 2001
Media Releases
Results of April 2001 survey of foreign exchange and derivatives markets
https://www.rba.gov.au/media-releases/2001/mr-01-20.html
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
The Australian Foreign Exchange and Derivatives Markets
10 Jan 2008
Bulletin
– January 2008
Growth in global derivatives transactions was 66 per cent. Table 3: Australian OTC Derivatives Activity. ... 2004. 2007. Interest rate derivatives. Forward rate agreements. 2.0. 1.5. 5.5.
https://www.rba.gov.au/publications/bulletin/2008/jan/2.html
Consultations
4 Apr 2024
Consultations
Index of Consultations
https://www.rba.gov.au/publications/consultations/
Developments in Foreign Exchange and OTC Derivatives Markets
19 Dec 2013
Bulletin
– December 2013
Global activity in foreign exchange and over-the-counter (OTC) derivatives markets continued to increase over the three years to April 2013. The increase in foreign exchange turnover was mostly driven by growth in the United Kingdom. Turnover in
https://www.rba.gov.au/publications/bulletin/2013/dec/7.html
Bulletin
18 Apr 2024
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/
OTC Derivatives Market Reform Considerations: A report by the Council of Financial Regulators - March 2012
9 Mar 2023
This paper sets out some conclusions of the Council of Financial Regulators on reforms in the Australian over-the-counter (OTC) derivatives market
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201203-otc-derivatives-market-reform-considerations/