Search: Sub-prime mortgage
RBA Glossary definition for Sub-prime mortgage
Sub-prime mortgage – While there is no precise definition of sub-prime mortgages, in the United States, they are typically loans made to borrowers with impaired credit histories, which might include one or more payment defaults, a previous loan foreclosure, or bankruptcy.
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Box A: The Australian Asset-backed Commercial Paper Market
10 Sep 2007
FSR
– September 2007
Only a small share of these loans was non-conforming (2 per cent) and, according to Standard & Poor's, Australian ABCP has little, if any, exposure to US sub-prime mortgages ... or collateralised debt obligations backed by US sub-prime RMBS.
https://www.rba.gov.au/publications/fsr/2007/sep/box-a.html
The Impact of the Financial Crisis on the Bond Market
10 Jun 2010
Bulletin
– June 2010
As has been well documented elsewhere, the collapse of the US sub-prime mortgage market led to a general reappraisal of the risks involved with all structured credit markets and a ... Bulletin. , October, pp 1–12. Debelle G (2008), ’A Comparison of
https://www.rba.gov.au/publications/bulletin/2010/jun/8.html
The Asset-backed Commercial Paper Market
10 Jan 2008
Bulletin
– January 2008
exposure to US sub-prime mortgages or collateralised debt obligations (CDOs) backed by US sub-prime RMBS. ... their portfolios of assets are highly concentrated in US sub-prime mortgages, mainly through RMBS and CDOs of ABS;.
https://www.rba.gov.au/publications/bulletin/2008/jan/1.html
Overview
10 Sep 2007
FSR
– September 2007
The catalyst for the adjustment was the difficulties in the sub-prime mortgage market in the United States. ... Investors have been unsure about both the size of the losses arising from the sub-prime problems, and who will ultimately bear these losses.
https://www.rba.gov.au/publications/fsr/2007/sep/overview.html
Ownership of Australian Equities and Corporate Bonds
10 Sep 2010
Bulletin
– September 2010
Graph 5. Securitisation markets globally were greatly affected by investors' reappraisal of risk following the collapse of the US sub-prime market in 2007. ... Bulletin. , November, pp 1–6. Debelle G (2008), ‘A Comparison of the US and Australian
https://www.rba.gov.au/publications/bulletin/2010/sep/4.html
Recent Developments in Collateralised Debt Obligations in Australia
10 Nov 2007
Bulletin
– November 2007
While it is difficult to quantify the exposure of Australian CDOs to the US sub-prime mortgage market, it appears to be very low. ... In contrast, since July 2007, S&P has downgraded 123 US CDOs (with a face value of US$6.2 billion) that have an exposure
https://www.rba.gov.au/publications/bulletin/2007/nov/1.html
List of graphs
10 Sep 2007
FSR
– September 2007
Graph 2: US Sub-prime Mortgage Delinquency Rates. ... Graph 3: Sub-prime RMBS Index Prices.
https://www.rba.gov.au/publications/fsr/2007/sep/graphs.html
Boxes
31 Dec 2007
FSR
– 2007
A number of Boxes on topics of special interest are published in the Financial Stabiilty Review. These boxes can be read as stand-alone documents or within the relevant Financial Stability Review.
https://www.rba.gov.au/publications/fsr/2007/boxes.html
Overview
10 Sep 2008
FSR
– September 2008
While the losses associated with the sub-prime problems are equivalent to only a small fraction of global wealth, these losses have been concentrated on the balance sheets of highly leveraged ... The banking system is soundly capitalised, it has only
https://www.rba.gov.au/publications/fsr/2008/sep/overview.html
Overview
10 Mar 2008
FSR
– March 2008
While the strains originated in the US sub-prime residential mortgage market, they have become much more pervasive over recent months. ... The banking system remains highly profitable and well capitalised, with the banks having minimal direct exposure to
https://www.rba.gov.au/publications/fsr/2008/mar/overview.html