Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
residential mortgage-backed securities (RMBS), and selection bias in this sample (arising from. ... incentives for RMBS issuers to only include high-quality loans) may plausibly bias this multiple higher.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Reserve Bank of Australia Annual Report 2017 - Abbreviations
12 Sep 2017
RBA Annual Report
2017
PDF
1457KB
https://www.rba.gov.au/publications/annual-reports/rba/2017/pdf/abbreviations.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
Figure 1: Non-bank ABS Issuance and Pricing. Notes: (a) AAA-rated notes of prime residential mortgage-backed securities (RMBS) and other ABS, spread to 1-month bank bill swap. ... 100. 140. 180. bps. Other ABS(b). RMBS(b). RMBS secondary. 3. the
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
Operations in Financial Markets
9 Aug 2023
RBA Annual Report
- 2022
PDF
764KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/operations-in-financial-markets.pdf
Reserve Bank of Australia Annual Report 2010 - Glossary
26 Oct 2010
RBA Annual Report
2010
PDF
50KB
https://www.rba.gov.au/publications/annual-reports/rba/2010/pdf/glossary.pdf
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
801KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/operations-in-financial-markets.pdf
RBA Annual Report - Glossary
3 Sep 2003
Annual Report
PDF
34KB
RMBS Residential mortgage-backed securities. RTGS Real-time gross settlement. SDRs Special drawing rights.
https://www.rba.gov.au/publications/annual-reports/rba/2003/pdf/glossary.pdf
Promoting Liquidity: Why and How?
2 Dec 2009
RDP
PDF
484KB
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/rdp/2008/pdf/rdp2008-06.pdf
Risk Management
9 Aug 2023
RBA Annual Report
- 2022
PDF
545KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/risk-management.pdf
Reserve Bank of Australia Annual Report 2020 - Risk Management
14 Oct 2020
Annual Report
PDF
657KB
The Bank accepts the securities issued out of the RMBS (and secured by the mortgages) as collateral. ... Liquidity Facility (CLF) were allowed to post internal RMBS as collateral under the Bank’s standing facilities.
https://www.rba.gov.au/publications/annual-reports/rba/2020/pdf/risk-management.pdf