Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
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Box B: The ABX.HE Credit Default Swap Indices
10 Mar 2008
FSR
– March 2008
There are five sub-indices, each corresponding to a different rating class of the RMBS (Figure B1). ... series. This can be done using assumptions about the expected duration of the underlying RMBS.
https://www.rba.gov.au/publications/fsr/2008/mar/box-b.html
Domestic Financial Conditions
9 Aug 2019
SMP
– August 2019
Graph 3.4. Issuance of residential mortgage-backed securities (RMBS) increased strongly in the June quarter to its highest level since the global financial crisis (Graph 3.5).
https://www.rba.gov.au/publications/smp/2019/aug/domestic-financial-conditions.html
Domestic Financial Conditions
6 Aug 2021
SMP
– August 2021
Even so, in July Macquarie Bank issued the second-largest RMBS since the Global Financial Crisis, at $3.8 billion. ... RMBS spreads to benchmark rates remained well below pre-pandemic levels as investors sought alternative investments to bank bonds.
https://www.rba.gov.au/publications/smp/2021/aug/domestic-financial-conditions.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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Domestic Financial Conditions
4 Feb 2021
SMP
– February 2021
Nonetheless, benchmark rates also declined significantly over 2020, causing yields on RMBS to decline to historically low levels. ... Spreads on ADI RMBS fell below the levels observed at the beginning of 2020, consistent with the decline in RMBS
https://www.rba.gov.au/publications/smp/2021/feb/domestic-financial-conditions.html
June | 2018
21 Jun 2018
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2018/jun/
Domestic Financial Conditions
10 Nov 2023
SMP
– November 2023
Domestic Financial Conditions | Statement on Monetary Policy – November 2023
https://www.rba.gov.au/publications/smp/2023/nov/domestic-financial-conditions.html
Domestic Financial Conditions
5 Nov 2021
SMP
– November 2021
The first RMBS issuance by a major bank in over a year also occurred in the quarter. ... Meanwhile, pricing on RMBS remains at the tightest levels seen in the post-GFC period.
https://www.rba.gov.au/publications/smp/2021/nov/domestic-financial-conditions.html
Operations in Financial Markets
12 Apr 2020
RBA Annual Report
– 2020
Self-securitised RMBS are not eligible as collateral for daily OMO repos.) Self-securitised RMBS do not have directly observable market prices. ... Asset-backed securities – particularly self-securitised RMBS – are also the major asset held as
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html
Housing Finance | Supplementary Submission to the Financial System Inquiry – August 2014 | Financial Sector | Submissions
1 Aug 2014
Submissions
III. APRA, in consultation with CFR members, considered the market characteristics of domestic RMBS against the qualifying criteria issued by the Basel Committee on Banking Supervision. ... In APRA's view, reached in consultation with the Bank, RMBS do
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-08/housing-finance.html