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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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
Interest Rate Benchmark Reform
15 May 2018
Speech
PDF
191KB
These benchmarks are referenced in a wide range of financial contracts,including derivatives, loans and securities. ... 2. to identify robust alternative risk-free rates and encourage derivatives to be referenced to theminstead of the IBORs.
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-2.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 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
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
Benchmark Reforms
18 Nov 2020
Speech
PDF
161KB
Accordingly, ASIC, APRA and the Reserve Bank are strongly encouraging Australian financialinstitutions and corporations that use derivatives contracts referencing LIBOR to review and,wherever practical, adhere to the ISDA protocol by
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-11-17.pdf
US Monetary Policy and Australian Financial Conditions
10 Dec 2018
Speech
PDF
338KB
Also, thematurities of the derivatives used were well matched to the maturities of the underlying debtsecurities. ... By matching maturities, banks also avoided the riskthat they might not be able to obtain replacement derivatives at some point in the
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-12-10.pdf
Representative Offices of Foreign Banks
1 Jul 2002
Media Release
PDF
96KB
for remittance overseas); granting loans; drawing, accepting, endorsing or discounting bills of exchange; establishing letters of credit; dealing in or issuing securities; dealing in derivative products; buying or selling foreign exchange
https://www.rba.gov.au/media-releases/1997/pdf/prud-stmt-j3.pdf
3/19/2019 Bonds and Benchmarks | Speeches https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.html ...
19 Mar 2019
PDF
493KB
This is an important issue for Australian financialinstitutions, which have substantial exposures to LIBOR through derivatives, bonds and syndicatedlending. ... The transition to risk-free rates is accelerating internationally across derivatives and bond
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-03-19.pdf