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 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
Appendix 2: Leverage and Financial Markets | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector |…
1 Mar 1999
Submissions
There are three general ways in which this can be done: transactions in the foreign exchange market, undertaking repos, and the purchase and sale of derivatives (such as options). ... Up-front margins also need to be paid on other derivatives contracts.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/appendix-2.html
Appendix D: International Framework of Bank Supervision | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector…
6 Sep 1996
Submissions
The Basle Committee over its twenty-year history has produced work on most aspects of banking supervision – restrictions on concentrations of risk/large exposures, liquidity management, risk management systems for derivatives,
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/appendix-d.html
List of figures | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector | Submissions
6 Sep 1996
Submissions
Figure A10: Banks' Derivatives Activity.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/graphs.html
Executive Summary | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
shadow banking’; and making derivatives markets safer, including through enhancing the role of financial market infrastructures (FMIs). ... With reforms in over-the-counter (OTC) derivatives markets increasingly concentrating activity in central
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/executive-summary.html
References | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector | Submissions
1 Mar 1999
Submissions
1998), ‘Derivatives in International Capital Flows’, NBER Working Paper, No. 6623.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/references.html
Appendix 3: The Capital Treatment of Financial Market Activities | Hedge Funds, Financial Stability and Market Integrity – March 1999 |…
1 Mar 1999
Submissions
In contrast, if the same exposure is generated through a derivatives contract, the risk weight is only 50 per cent risk.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/appendix-3.html
Background: Financial System Trends | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector | Submissions
6 Sep 1996
Submissions
Banks are responsible for almost 90 per cent of foreign exchange dealing and around 80 per cent of over-the-counter (OTC) derivatives ( Table 1). ... In professional markets there has been a sharp expansion in the use of derivatives products for
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/background-financial-system-trends.html
Sources and Management of Systemic Risk | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
Contagion in banking markets can stem from interconnections between banks through borrowing and lending activities, payment or derivative transactions, as well as correlated exposures and similar funding structures. ... The complexity of a bank's
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/sources-and-management-of-systemic-risk.html
Why Something Needs to be Done | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector | Submissions
1 Mar 1999
Submissions
Perhaps the biggest shortcoming is the handling of off-balance sheet exposures through the use of derivatives. ... Derivatives have allowed hedge funds to take on much larger exposures to market movements than would be possible using on-balance sheet
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/why-something-needs-to-be-done.html