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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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Discussion of Regulating the New Financial Markets

7 Dec 2006 Conferences PDF 19KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/sherwin-disc.pdf

The Extraordinary Decline in Australia's Net Foreign Liabilities

18 Oct 2023 Speech PDF 781KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-so-2023-10-18.pdf

A Tokenised Future for the Australian Financial System?

16 Oct 2023 Speech PDF 504KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-ag-2023-10-16.pdf

The Economics of Shadow Banking

6 Jan 2014 Conferences PDF 316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf

The Reserve Bank Review and Monetary Policy

12 Jul 2023 Speech PDF 232KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-gov-2023-07-12.pdf

Abbreviations

27 Sep 2022 PSB Annual Report - 2022 PDF 76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf

Progress on Benchmark Reform

12 Apr 2019 Speech PDF 191KB
Furthermore, theFSB has made it clear that derivatives markets will largely need to transition to the overnight RFRs toensure financial stability. ... 7]. See FSB (2019), ‘FSB Letter to ISDA about derivative contract robustness to risks of interest
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf

3/26/2021 The End of Libor and the Australian Market ...

26 Mar 2021 Speech PDF 188KB
All new ISDA interest rate derivatives contracts referencing LIBOR now automatically include thesefallbacks. ... products. We know progress has beenslower in non-derivatives markets in part for these reasons.
https://www.rba.gov.au/speeches/2021/pdf/sp-ag-2021-03-18.pdf

Identification and Inference under Narrative Restrictions

20 Oct 2023 RDP PDF 1128KB
Identification and Inference under Narrative Restrictions. Raffaella Giacomini, Toru Kitagawa and Matthew Read. Research Discussion Paper. R DP 2023- 07. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf

5.4 Focus Topic: Interest Rate Risk

9 Oct 2023 FSR - October 2023 PDF 276KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/08-focus-topic-interest-rate-risk.pdf