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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The Australian Securities and Investments Commission's Review of the EFT Code of Conduct – April 2006 | Responses and Options Paper
14 Jun 2023
Submissions
the SFE’s systems clear and settle SFE derivatives trades and settle OTC debt trades. ... The only instances where the ASX and SFE facilities clear and settle similar products is where their markets offer similar products (equity index derivatives and
https://www.rba.gov.au/publications/submissions/payments-system/proposed-asx-sfe-merger/index.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
The Next Ten Years | Supplementary Submission to the Financial System Inquiry – 13 January 1997 | Financial Sector | Submissions
13 Jan 1997
Submissions
intermediation. 28. The rapid growth in the use of derivatives has been widely chronicled in Australia and elsewhere. ... 29. The net effect of the growth of derivatives on financial system risk is a much debated question.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-supplement-1997/next-ten-years.html
Optimal Monetary Policy and the Sources of Local-Currency Price Stability
13 Dec 2007
Research Workshop
PDF
411KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/corsetti.pdf
The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
30 May 2022
Research Workshop
PDF
805KB
RBA Workshop 2022
https://www.rba.gov.au/publications/workshops/research/2022/pdf/rba-workshop-2022-read.pdf
Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences
12 Dec 2013
Research Workshop
PDF
934KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/swanson.pdf
A Model of the Consumption Response to Fiscal Stimulus Payments
12 Dec 2011
Research Workshop
PDF
2654KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/kaplan.pdf
Macro-prudential Policy in a Neo-Fisherian Model of Financial Innovation
12 Dec 2011
Research Workshop
PDF
1171KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/mendoza.pdf
Are Inflationary Shocks Regressive? A Feasible Set Approach
19 Dec 2023
Research Workshop
PDF
842KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-del-canto-grigsby-qian-walsh.pdf
Proposed Merger Between ASX and SFE - 13 April 2006
7 May 2008
Submissions
PDF
32KB
Submission to the ACCC regarding proposed merger between ASX and SFE
https://www.rba.gov.au/publications/submissions/payments-system/pdf/proposed-asx-sfe-merger.pdf