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
8 May 2024
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
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
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
The Rise of Niche Consumption
19 Dec 2019
Research Workshop
PDF
799KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-vavra.pdf
The Role of Auctions and Negotiation in Housing Prices
19 Dec 2019
Research Workshop
PDF
4167KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-hansen.pdf
Bank of England Staff Working Paper No. 827
20 Sep 2019
Research Workshop
PDF
4321KB
Employment and the collateral channel of monetary policy
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-foulis.pdf
Credit, Money, Interest and Prices
26 Nov 2018
Research Workshop
PDF
1403KB
A Model of Intermediation, Money, Interest, andPrices. DRAFT: November 2018. Saki Bigio† and Yuliy Sannikov‡. November 21, 2018. Abstract. A model integrates a modern implementation of monetary policy into an incomplete-. markets monetary
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-bigio.pdf
Mortgage Prepayment and Path-Dependent Effects of Monetary Policy∗ David ...
20 Nov 2018
Research Workshop
PDF
691KB
Mortgage Prepayment and Path-Dependent Effects of Monetary. Policy. David Berger† Konstantin Milbradt‡ Fabrice Tourre Joseph Vavra. November 2018. Abstract. How much ability does the Fed have to stimulate the economy by cutting interest rates?
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-berger.pdf
QUANTITATIVE EASINGEmail: w.cui@ucl.ac.uk and v.sterk@ucl.ac.uk. We thank Marios Angeletos, Richard Harrison, and seminar participants at…
18 Nov 2018
Research Workshop
PDF
872KB
derivatives of the aggregate demand function, and will be denoted by MPCL CL(L, I,Γ)and MPCI CI(L, I,Γ).
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-sterk.pdf
Submission on Data Sharing and Release Legislation
18 Oct 2018
Submissions
PDF
207KB
of derivative trade repositories.
https://www.rba.gov.au/publications/submissions/other/data-sharing-and-release-legislation/pdf/data-sharing-and-release-legislation_2018-08.pdf