Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
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The Australian Financial System
10 Sep 2013
FSR
– September 2013
Australian financial institutions issued over $10 billion in RMBS in the six months to September 2013. ... Banks' holdings of self-securitised RMBS have risen substantially in recent years, and now total over $200 billion (8 per cent of their Australian
https://www.rba.gov.au/publications/fsr/2013/sep/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
The Australian Financial System
10 Sep 2014
FSR
– September 2014
Primary market issuance spreads on senior RMBS tranches have tightened further this year for both bank and non-bank issuers, and issuance volumes have increased (Graph 2.11). ... As discussed, RMBS issuance has picked up since 2013 and spreads have
https://www.rba.gov.au/publications/fsr/2014/sep/aus-fin-sys.html
Financial Intermediaries
10 Mar 2007
FSR
– March 2007
The ability of banks and non-bank lenders to access funding through the residential mortgage-backed securities (RMBS) market at attractive spreads has been one of the factors that has sustained ... Investors currently require spreads of around 22 and 16
https://www.rba.gov.au/publications/fsr/2007/mar/fin-intermed.html
The Australian Financial System
10 Mar 2012
FSR
– March 2012
November. For the major banks, covered bond issuance could have crowded out RMBS to some extent. ... Banks' holdings of internal RMBS also increased slightly over the past six months and now total $150 billion.
https://www.rba.gov.au/publications/fsr/2012/mar/aus-fin-sys.html
Assessing the Effects of Housing Lending Policy Measures
20 Oct 2018
FSR
– October 2018
An alternative measure of their growth comes from their funding – which mostly comes from residential mortgage-backed securities (RMBS). ... Quarterly issuance of RMBS has averaged around $4 billion over the past two years, which is more than double
https://www.rba.gov.au/publications/fsr/2018/oct/assessing-effects-housing-lending-policy-measures.html
The Global Financial Environment
10 Sep 2008
FSR
– September 2008
For example, the ABX index of AAA-rated tranches of sub-prime RMBS that began trading in the first half of 2007 has lost half its value, while lower-rated tranches ... In a similar vein, the American Securitisation Forum (ASF) – a private-sector
https://www.rba.gov.au/publications/fsr/2008/sep/global-fin-env.html
The Global Financial Environment
10 Mar 2011
FSR
– March 2011
Most of the recent issuance of residential mortgage-backed securities (RMBS) in the United States has been by the government-sponsored mortgage agencies, with private label markets still effectively closed.
https://www.rba.gov.au/publications/fsr/2011/mar/global-fin-env.html
The Australian Financial System
10 Sep 2011
FSR
– September 2011
Conditions in the residential mortgage-backed securities (RMBS) market have generally improved this year.
https://www.rba.gov.au/publications/fsr/2011/sep/aus-fin-sys.html
Household and Business Balance Sheets
10 Mar 2010
FSR
– March 2010
and the almost total cessation of new RMBS issuance over much of this period.
https://www.rba.gov.au/publications/fsr/2010/mar/house-bus-bal-sheet.html