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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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ISO 20022 Migration for the Australian Payments System – Responses and Options Paper

11 Sep 2019 Consultations PDF 1175KB
provides cash settlement services to the OTC debt market and for derivatives traded on the.
https://www.rba.gov.au/publications/consultations/201909-iso-20022-migration-for-the-australian-payments-system-responses-options/pdf/consultation-paper.pdf

Appendix D: International Framework of Bank Supervision | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector…

6 Sep 1996 Submissions
The Basle Committee over its twenty-year history has produced work on most aspects of banking supervision – restrictions on concentrations of risk/large exposures, liquidity management, risk management systems for derivatives,
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/appendix-d.html

List of figures | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector | Submissions

6 Sep 1996 Submissions
Figure A10: Banks' Derivatives Activity.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/graphs.html

Central Clearing of Repos in Australia: A Consultation Paper

25 May 2015 Consultations PDF 389KB
Consistent with developments in other core markets, such as that for over-the-counter (OTC) interest rate derivatives, central counterparty (CCP) clearing could improve market functioning and reduce systemic risk by ... Australian authorities have
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/pdf/201503-central-clearing-of-repos-in-australia.pdf

Introduction | Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
Consistent with developments in other core markets, such as that for over-the-counter (OTC) interest rate derivatives, central counterparty (CCP) clearing could improve market functioning and reduce systemic risk by
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/introduction.html

Margins | Submission to the Inquiry into the Post-Global Financial Crisis Banking Sector – May 2012 | Financial Sector | Submissions

1 May 2012 Submissions
of derivatives to hedge interest rate risk on assets and liabilities and the size of banks' equity buffers.
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-post-gfc-banking-sector-2012/margins.html

Sources and Management of Systemic Risk | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions

1 Mar 2014 Submissions
Contagion in banking markets can stem from interconnections between banks through borrowing and lending activities, payment or derivative transactions, as well as correlated exposures and similar funding structures. ... The complexity of a bank's
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/sources-and-management-of-systemic-risk.html

Appendix 2: Leverage and Financial Markets | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector |…

1 Mar 1999 Submissions
There are three general ways in which this can be done: transactions in the foreign exchange market, undertaking repos, and the purchase and sale of derivatives (such as options). ... Up-front margins also need to be paid on other derivatives contracts.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/appendix-2.html

ISO 20022 Migration for the Australian Payments System – Conclusions Paper

25 Feb 2020 Consultations PDF 560KB
derivatives traded on the ASX (equities) and ASX 24 (futures) markets.
https://www.rba.gov.au/publications/consultations/202002-iso-20022-migration-for-the-australian-payments-system/pdf/iso-20022-migration-for-the-australian-payments-system-conclusions-paper.pdf

Supplementary Submission to the Financial System Inquiry - 13 January 1997 (Published as Occasional Paper No. 15)

23 Jun 2010 Submissions PDF 116KB
29. The net effect of the growth of derivatives on financial system risk is amuch debated question. ... Technology has provided the tools forfinancial institutions to develop complex risk management systems and products,including derivatives.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-supplement-1997/pdf/financial-system-inquiry-supplement-1997.pdf