Search: securitisation
RBA Glossary definition for securitisation
securitisation – Asset securitisation is the process of converting a pool of illiquid assets, such as residential mortgages, into tradeable securities.
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Read me file
20 Sep 2022
RDP
2022-03
The model detailed in the RDP uses confidential data provided by banks to APRA and from the RBA's Securitisation Dataset. ... Default_settings_function.R generates the default model parameters for each model run. Data_import_functions.R imports the
https://www.rba.gov.au/publications/rdp/2022/2022-03/read-me.html
References
20 Sep 2022
RDP
2022-03
Fernandes K and D Jones (2018), ‘The Reserve Bank's Securitisation Dataset’, RBA Bulletin, December.
https://www.rba.gov.au/publications/rdp/2022/2022-03/references.html
Credit Loss Modelling
20 Sep 2022
RDP
2022-03
of the dwelling) reported in the Securitisation Dataset (see Fernandes and Jones (2018) for more details). ... Using the HILDA Survey allows the model to include a rich set of personal characteristics that can influence default rates and are not in the
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
2015)) or the Securitisation Dataset. ... of the dwelling) reported in the Securitisation Dataset (see Fernandes and Jones (2018) for more details).
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html