Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
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Discussion | Conference – 2016
18 Mar 2016
Conferences
In fact, the recent renminbi (RMB) depreciation and the associated RMB outflows mainly reflected asset-liability rebalancing by mainland residents, rather than cross-border capital outflows by foreign investors. ... Now with increased volatility and
https://www.rba.gov.au/publications/confs/2016/schipke-discussion.html
Appendix A: Summary Statistics and Variable Definitions
22 Jul 2020
RDP
2020-03
RDP 2020-03: The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis Appendix A: Summary Statistics and Variable Definitions. Michelle Bergmann. July 2020. Download the Paper 1,854. KB. Table A1: Summary
https://www.rba.gov.au/publications/rdp/2020/2020-03/appendix-a.html
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Introduction
13 Dec 2022
RDP
2022-07
Figure 1: Non-bank ABS Issuance and Pricing. Notes: (a) AAA-rated notes of prime residential mortgage-backed securities (RMBS) and other ABS, spread to 1-month bank bill swap rates
https://www.rba.gov.au/publications/rdp/2022/2022-07/introduction.html
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Discussion | Conference – 2016
18 Mar 2016
Conferences
This would be an interesting development and I think it could have implications for the internationalisation of the renminbi (RMB). ... China is pushing the internationalisation of its currency and wants more RMB to be used internationally.
https://www.rba.gov.au/publications/confs/2016/ma-roberts-kelly-discussion.html
Table 3 in The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
Table 3: RMBS (Monthly) Model and Major Regulatory Structural Change. Dependant variable is the log of RMBS.
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson-table-3.html
Promoting Financial Infrastructure that Reduces Information Asymmetries
27 Oct 2008
RDP
2008-06
For RMBS, one possibility is for an exchange or another entity to set and monitor ‘qualifying’ standards, with RMBS that meet these standards being traded on an exchange. ... While not advocating a move to exchange trading, the American
https://www.rba.gov.au/publications/rdp/2008/2008-06/pro-financial.html
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Discussion on The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
not sufficient condition for the sudden acceleration of the RMBS market after 2004. ... US RMBS market toward less experienced players, contributing to the sub-prime crisis.
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson-disc.html
Securitisation and the Commercial Property Cycle | Conference – 2012
20 Aug 2012
Conferences
The logic underlying our conjecture is the mirror of our description of what was missing in the private-label RMBS market. ... More importantly, housing could be effectively and efficiently shorted through the development of CDS derivative indices on
https://www.rba.gov.au/publications/confs/2012/packer-riddiough.html
References
9 Oct 2019
RDP
2019-10
Merrill CB, T Nadauld, RM Stulz and SM Sherlund (2014), ‘Were There Fire Sales in the RMBS Market?’, Charles A.
https://www.rba.gov.au/publications/rdp/2019/2019-10/references.html
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Credit Loss Modelling
20 Sep 2022
RDP
2022-03
However, the latter estimate is based on a smaller sample of publicly traded residential mortgage-backed securities (RMBS), and selection bias in this sample (arising from incentives for RMBS issuers to ... only include high-quality loans) may plausibly
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html
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