Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey
Jason Ahn,
Mihovil Matic and
Christian Vallence
Additional contact information
Jason Ahn: Reserve Bank of Australia
Mihovil Matic: Reserve Bank of Australia
Christian Vallence: Reserve Bank of Australia
RBA Bulletin (Print copy discontinued), 2012, 39-46
Abstract:
The Reserve Bank of Australia recently commenced surveying participants in Australian over-the-counter (OTC) derivatives markets as part of the Bank for International Settlements’ (BIS) semiannual global OTC derivatives survey. Australia’s contribution to the survey complements regulatory efforts to improve the resilience and transparency of Australia’s OTC derivatives markets. It also facilitates a higher frequency comparison of the Australian and foreign OTC derivatives markets. The survey results show that the structure of the Australian market is broadly similar to that of global markets: Australia’s market is primarily an interbank market, with most activity in interest rate and foreign exchange derivatives contracts.
Keywords: OTC derivatives; Australian derivatives markets; derivatives markets reform; BIS semi-annual survey; BIS semiannual survey; derivatives market size; notional principal outstanding (search for similar items in EconPapers)
Date: 2012
References: View complete reference list from CitEc
Citations:
Downloads: (external link)
https://www.rba.gov.au/publications/bulletin/2012/dec/pdf/bu-1212-5.pdf (application/pdf)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:rba:rbabul:dec2012-05
Access Statistics for this article
RBA Bulletin (Print copy discontinued) is currently edited by Luci Ellis
More articles in RBA Bulletin (Print copy discontinued) from Reserve Bank of Australia Contact information at EDIRC.
Bibliographic data for series maintained by Paula Drew ().