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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Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting
1 Dec 1994
RDP
9409
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1994/9409.html
Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting
1 Dec 1994
RDP
9409
Research Discussion Paper – RDP 9409 Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting.
https://www.rba.gov.au/publications/rdp/1994/9409/
Interest Rate Swaps
1 Dec 1994
RDP
9409
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting 2.
https://www.rba.gov.au/publications/rdp/1994/9409/int-rat-swa.html
Coverage
1 Dec 1994
RDP
9409
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting 7.
https://www.rba.gov.au/publications/rdp/1994/9409/coverage.html
Credit Exposure
1 Dec 1994
RDP
9409
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting 3.
https://www.rba.gov.au/publications/rdp/1994/9409/credit-exposure.html
References
1 Dec 1994
RDP
9409
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting References. ... Das, S. (1994),. Swaps and Financial Derivatives. , IFR Publishing Ltd, London.
https://www.rba.gov.au/publications/rdp/1994/9409/references.html
Conclusion
1 Dec 1994
RDP
9409
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting 8. ... Exchange rate and other, more complex, derivatives have not been considered.
https://www.rba.gov.au/publications/rdp/1994/9409/conclusion.html
Appendix 2
1 Dec 1994
RDP
9409
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting Appendix 2.
https://www.rba.gov.au/publications/rdp/1994/9409/appendix-2.html
Appendix 1
1 Dec 1994
RDP
9409
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting Appendix 1.
https://www.rba.gov.au/publications/rdp/1994/9409/appendix-1.html
Introduction
1 Dec 1994
RDP
9409
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting 1. ... both on and off balance sheet activities of banks (including their derivative transactions).
https://www.rba.gov.au/publications/rdp/1994/9409/introduction.html