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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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
Submission on Data Sharing and Release Legislation – August 2018 | Data Sharing | Submissions
1 Aug 2018
Submissions
derivative trade repositories.
https://www.rba.gov.au/publications/submissions/other/data-sharing-and-release-legislation/
The Regulatory Response to the Global Financial Crisis | Submission to the Financial System Inquiry – March 2014 | Financial Sector |…
1 Mar 2014
Submissions
The third limits the scope for contagion arising from interconnections between counterparties in OTC derivatives markets. ... Reforms to OTC derivatives markets will make counterparty risk increasingly concentrated among a small number of CCPs.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/regulatory-response-to-the-global-financial-crisis.html
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
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
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
Crisis and Commitment: Inflation Credibility and the Vulnerability to Sovereign Debt Crises
13 Dec 2012
Research Workshop
PDF
474KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/gopinath.pdf
Interest Margins and Spreads | Submission to the Inquiry into Competition within the Australian Banking Sector – November 2010 | Financial…
30 Nov 2010
Submissions
Banks use derivatives to hedge the interest rate risk on their asset and liabilities. ... The effect of interest rate derivatives on margins can vary substantially over a short period of time, although over an entire interest rate cycle, the effect of
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-competition-within-australian-banking-sector-2010/interest-margins.html
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