Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
Search Results
The Australian Financial System
10 Mar 2013
FSR
– March 2013
Self-securitised RMBS will also be able to form part of the collateral for the CLF. ... Banks' holdings of self-securitised RMBS have increased markedly in recent years, and now total about $200 billion (8 per cent of their Australian dollar domestic
https://www.rba.gov.au/publications/fsr/2013/mar/aus-fin-sys.html
The Global Financial Environment
20 Oct 2015
FSR
– October 2015
the renminbi (RMB) exchange rate more market determined. ... While this policy is likely to be beneficial for macroeconomic stability, the reform's announcement prompted widespread concern about the potential for further depreciation of the RMB and added
https://www.rba.gov.au/publications/fsr/2015/oct/global-fin-env.html
The Australian Financial System
10 Sep 2012
FSR
– September 2012
again. Conditions in residential mortgage-backed securities (RMBS) markets have also improved in the past six months, with $8 billion of these securities issued over this period, compared with the very ... RMBS spreads in secondary markets are still
https://www.rba.gov.au/publications/fsr/2012/sep/aus-fin-sys.html
Financial Intermediaries
10 Mar 2006
FSR
– March 2006
One factor contributing to the fall in lending margins has been a decline in the spreads that investors require to hold residential mortgage‑backed securities (RMBS). ... Recently, AAA-rated RMBS have been issued at about 14 basis points over the bank
https://www.rba.gov.au/publications/fsr/2006/mar/fin-intermed.html
The Australian Financial System
20 Oct 2015
FSR
– October 2015
RMBS to junior sub-AAA tranches or through the use of lenders mortgage insurance (LMI). ... Mortgage originators' RMBS outstanding is equivalent to about 1 per cent of the total value of Australian mortgages.
https://www.rba.gov.au/publications/fsr/2015/oct/aus-fin-sys.html
Collateralised Debt Obligations in Australia
10 Sep 2005
FSR
– September 2005
In contrast, AA-rated tranches of residential mortgage-backed securities (RMBS) have been issued at around 50 basis points over swap rates in the past year, though these tranches have additional ... For more information on the influences of lenders
https://www.rba.gov.au/publications/fsr/2005/sep/collateral-debt.html
The Australian Financial System
10 Mar 2010
FSR
– March 2010
In mid 2007, by comparison, it was possible to sell AAA-rated RMBS at spreads of around 15 basis points. ... insurance, and no losses have been borne by investors in a rated tranche of an Australian RMBS.
https://www.rba.gov.au/publications/fsr/2010/mar/aus-fin-sys.html
The Australian Financial System
10 Mar 2011
FSR
– March 2011
Issuance of residential mortgage-backed securities (RMBS) picked up in the second half of 2010, particularly from the smaller ADIs that have traditionally relied the most on this form of funding ... The Australian Office of Financial Management continues
https://www.rba.gov.au/publications/fsr/2011/mar/aus-fin-sys.html
The Australian Financial System
20 Oct 2016
FSR
– October 2016
For example, mortgage originators' RMBS are backed by higher shares of loans with low documentation and high LVRs. ... However, outstanding RMBS issued by the shadow banking sector remains low, at around 1 per cent of Australian mortgages.
https://www.rba.gov.au/publications/fsr/2016/oct/aus-fin-sys.html
The Australian Financial System
10 Mar 2014
FSR
– March 2014
Spreads for banks' residential mortgage-backed securities (RMBS) are also currently around their lowest level since late 2007 (Graph 2.14). ... Self-securitised assets will also be eligible collateral for the CLF. Against this background, banks' holdings
https://www.rba.gov.au/publications/fsr/2014/mar/aus-fin-sys.html