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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List of tables
10 Sep 2012
FSR
– September 2012
b) Expressed as a share of funding liabilities (total liabilities including equity less derivatives and other non-debt liabilities).
https://www.rba.gov.au/publications/fsr/2012/sep/tables.html
Developments in the Financial System Architecture
10 Sep 2012
FSR
– September 2012
In June, the FSB published a third progress report on jurisdictions' implementation of the G-20 commitments relating to OTC derivatives, namely, that all standardised OTC derivative contracts should be traded ... To support the G-20 OTC
https://www.rba.gov.au/publications/fsr/2012/sep/dev-fin-sys-arch.html
The Australian Financial System
10 Sep 2014
FSR
– September 2014
In particular, with most interest rate derivatives trades between large internationally active dealers being centrally cleared, liquidity and pricing are generally more favourable for centrally cleared trades. ... The two CCPs licensed in Australia to
https://www.rba.gov.au/publications/fsr/2014/sep/aus-fin-sys.html
List of tables | Submission to the Financial System Inquiry March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
LCH.Clearnet Ltd. Clearing of OTC interest rate derivatives. $15 billion notional value. ... a) Average for year ended 31 December 2013; OTC derivatives data for April 2013.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/tables.html
Box C: Foreign Currency Exposure and Hedging Practices of Australian Banks
27 Mar 2006
FSR
– March 2006
PDF
37KB
https://www.rba.gov.au/publications/fsr/2006/mar/pdf/box-c.pdf
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 Australian Financial System
8 Apr 2022
FSR
– April 2022
Graph 3.12. One way in which superannuation funds manage liquidity flows from member contributions, withdrawals and portfolio rebalancing is through the use of derivatives. ... Banks further hedge their interest rate risk by engaging in derivative trades
https://www.rba.gov.au/publications/fsr/2022/apr/australian-financial-system.html
The Australian Financial System
10 Sep 2013
FSR
– September 2013
In Australia, the evidence to date is that the transition to central clearing of interest rate derivatives is accelerating. ... An additional $100 million is to be contributed as more participants join the OTC derivatives clearing service.
https://www.rba.gov.au/publications/fsr/2013/sep/aus-fin-sys.html
The Australian Financial System
8 Apr 2021
FSR
– April 2021
In recognition of this, the London-based CCP LCH Limited (LCH Ltd), which provides clearing services to Australian participants in the over-the-counter interest rate derivatives market via its SwapClear
https://www.rba.gov.au/publications/fsr/2021/apr/australian-financial-system.html
The Australian Financial System
20 Apr 2016
FSR
– April 2016
This is particularly important given the G20's commitment that all standardised over-the-counter (OTC) derivatives should be centrally cleared. ... The proportion of Australian banks' OTC interest rate derivatives (IRD) exposures that are centrally
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html