Search: derivative

Sort by: Relevance Date
51–60 of 1,009 search results for 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

Box E: The Council of Financial Regulators

10 Feb 2020 FSR October 2018 PDF 585KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/box-e.pdf

The Efficiency of Central Clearing: A Segmented Markets Approach

24 Oct 2016 RDP PDF 2054KB
the-counter derivative contracts provide an effective hedge against underlying risk. However, the. ... central clearing requirements for certain interest rate derivatives (APRA, ASIC and RBA 2015;.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.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

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

Payments System Board Annual Report 2014 - Abbreviations

26 Sep 2014 PSB Annual Report 2014 PDF 142KB
https://www.rba.gov.au/publications/annual-reports/psb/2014/pdf/abbreviations.pdf

Payments System Board Annual Report 2011 - Liaison Activity

20 Sep 2011 PSB Annual Report 2011 PDF 443KB
https://www.rba.gov.au/publications/annual-reports/psb/2011/pdf/liaison-act.pdf

Reserve Bank of Australia Annual Report 2023

18 Oct 2023 RBA Annual Report - 2023 PDF 402KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/notes.pdf

Central Counterparty Loss Allocation and Transmission of Financial Stress

16 Mar 2015 RDP PDF 1285KB
To do this, we use data on the total derivative assets and liabilities of 41 financial institutions across 5 categories of OTC derivatives at the end of 2012. ... These data were compiled for the Macroeconomic Assessment Group on Derivatives (MAGD 2013).
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf

Payments System Board Annual Report 2010 - International Regulatory Developments

25 Oct 2010 PSB Annual Report 2010 PDF 215KB
https://www.rba.gov.au/publications/annual-reports/psb/2010/pdf/int-reg-dev.pdf

Domestic Regulatory Developments

21 Nov 2022 FSR - October 2022 PDF 170KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/04-regulatory-developments.pdf