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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Financial Markets and Unemployment
12 Dec 2011
Research Workshop
PDF
1637KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/monacelli.pdf
Shopping Externalities and Self-Fulfilling Unemployment Fluctuations
13 Dec 2012
Research Workshop
PDF
527KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/kaplan-menzio.pdf
Multiple Filtering Devices for the Estimation of Cyclical DSGE Models
3 Dec 2008
Research Workshop
PDF
346KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/canova.pdf
Submission to the Inquiry into the Financial Sector Legislation Amendment (Crisis Resolution Powers and Other Measures) Bill 2017 –…
21 Dec 2017
Submissions
Stay provisions: APRA's ability to prevent counterparties of a failing entity from taking action (such as exercising termination rights for derivative contracts) on the grounds of APRA exercising its crisis
https://www.rba.gov.au/publications/submissions/financial-sector/submission-to-the-senate-inquiry-into-crisis-management-bill-2017-12/index.html
Submission to the Financial System Inquiry March 2014
10 Nov 2017
Submissions
PDF
3041KB
Financial System Inquiry
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/pdf/financial-system-inquiry-2014-03.pdf
Present Regulatory Responsibilities | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector | Submissions
6 Sep 1996
Submissions
The exchanges have detailed rules for the conduct of derivatives and securities trading. ... Nearly all securities and derivatives markets in Australia are computer-based and face substantial potential competition from equivalent markets overseas.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/present-regulatory-responsitilities.html
Optimal Automatic Stabilizers
17 Jan 2017
Research Workshop
PDF
592KB
https://www.rba.gov.au/publications/workshops/research/2016/pdf/rba-workshop-2016-mckay.pdf
Market Structure and Monetary Non-neutrality
4 Jan 2018
Research Workshop
PDF
1832KB
Since η > θ, then π̃i isincreasing in µj. Combined, these imply that the cross-partial derivative of π̃i is positive. ... Static complementarity Prices are static complements when the cross-partial derivative of a firm’s.
https://www.rba.gov.au/publications/workshops/research/2017/pdf/rba-workshop-2017-simon-mongey.pdf
Appendix 1: Some Basic Facts About Hedge Funds | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector |…
1 Mar 1999
Submissions
Additionally, derivatives offer a method of obtaining leverage, beyond that of simply borrowing money from other financial institutions. ... Economic leverage can be obtained through the use of repurchase agreements, short positions, and derivatives
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/appendix-1.html
Abbreviations | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
MAGD. Macroeconomic Assessment Group Derivatives. MFAA. Mortgage & Finance Association of Australia. ... Net stable funding ratio. ODRG. Over-the-counter Derivatives Regulators Group. OECD. Organisation for Economic Co-operation and Development.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/abbreviations.html