Search: RMBS

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RBA Glossary definition for RMBS

RMBS – Residential Mortgage-backed securities

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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

Operations in Financial Markets

24 Oct 2016 RBA Annual Report – 2016
To collateralise these open repos, the Bank has permitted the use of certain related-party assets issued by bankruptcy remote vehicles, such as self-securitised RMBS. ... As a result, the Bank uses an externally reviewed internal valuation model for
https://www.rba.gov.au/publications/annual-reports/rba/2016/operations-in-financial-markets.html

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
Frank Packer and Timothy Riddiough
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

Abbreviations

27 Oct 2022 RBA Annual Report – 2022
RMBS. residential mortgage-backed securities. RTGS. real-time gross settlement. R&D. research and development.
https://www.rba.gov.au/publications/annual-reports/rba/2022/abbreviations.html

Operations in Financial Markets

21 Oct 2021 RBA Annual Report – 2021
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/2021/operations-in-financial-markets.html

The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008

14 Jul 2008 Conferences
Adrian Blundell-Wignall and Paul Atkinson
Their presence is indisputable. But does this factor cause the explosion in RMBS and levered conduits? ... These events fit with the timing of the surge in RMBS issuance and are exogenous events.
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson.html

Promoting Liquidity: Why and How? | Conference – 2008

14 Jul 2008 Conferences
Jonathan Kearns and Philip Lowe
Unlike the case in the United States, Australian RMBS have not suffered a deterioration of fundamentals, with arrears and default rates remaining low. ... Yet in early 2008, large selling by offshore structured investment vehicles contributed to a
https://www.rba.gov.au/publications/confs/2008/kearns-lowe.html

Abbreviations

21 Oct 2021 RBA Annual Report – 2021
RMBS. residential mortgage-backed securities. RTGS. real-time gross settlement. R&D. research and development.
https://www.rba.gov.au/publications/annual-reports/rba/2021/abbreviations.html

Glossary

10 Sep 2012 RBA Annual Report – 2012
Reserve Bank Information and Transfer System. RMB. Renminbi. RMBS. Residential mortgage-backed securities.
https://www.rba.gov.au/publications/annual-reports/rba/2012/glossary.html