Search: securitisation
RBA Glossary definition for securitisation
securitisation – Asset securitisation is the process of converting a pool of illiquid assets, such as residential mortgages, into tradeable securities.
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Read me file for Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
168KB
RDP 2022-03 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-03/rdp-2022-03-read-me.pdf
Box C: Trends in Intermediation
8 May 2008
SMP
- May 2008
PDF
34KB
https://www.rba.gov.au/publications/smp/2008/may/pdf/box-c.pdf
The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
1853KB
These. studies typically examine either foreclosure mitigation policies or the role of securitisation, rather. ... Note: First arrears events. Sources: Author’s calculations; CoreLogic data; RBA; Securitisation System.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf
Read me file for The Determinants of Mortgage Defaults in Australia - Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
501KB
RDP 2020-03 supplementary information
https://www.rba.gov.au/publications/rdp/2020/2020-03/rdp-2020-03-read-me.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
securitisations, which are notes backed by loans already on the banks’ balance sheets. ... influencing TFF participation). As noted above, banks with self-securitisations could access the TFF.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
Domestic Financial Conditions
10 Feb 2020
SMP
- August 2018
PDF
2043KB
https://www.rba.gov.au/publications/smp/2018/aug/pdf/03-domestic-financial-conditions.pdf
Domestic Financial Conditions
6 Dec 2023
SMP
- August 2023
PDF
2357KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/03-domestic-financial-conditions.pdf
Domestic Financial Conditions
20 Nov 2023
SMP
- November 2023
PDF
2300KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/03-domestic-financial-conditions.pdf
Semi-Annual Statement on Monetary Policy
5 Aug 2003
SMP
PDF
41KB
The statistics shownhere avoid the problem of ‘double counting’since securitisation of loans by banks has theeffect of reducing their balance sheets (andcredit) while boosting the level ofnon-intermediated debt.
https://www.rba.gov.au/publications/smp/1998/may/pdf/box-f.pdf
Liquidity Shocks and the US Housing Credit Crisis of 2007–2008
2 Feb 2015
RDP
PDF
756KB
7.2 Private versus Public Securitisation 28. 7.3 Afilliated Non-bank Mortgage Lenders 30. ... I assume that loan sales and loan securitisations are equivalent,so that I can directly observe the extent of securitisation activity by each mortgagelender.7 I
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-05.pdf