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RBA Glossary definition for RMBS

RMBS – Residential Mortgage-backed securities

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Discussion of Capital Account Liberalisation and China's Effect on Global Capital Flows

28 Oct 2016 Conferences PDF 64KB
RBA Conference Volume 2016
https://www.rba.gov.au/publications/confs/2016/pdf/rba-conference-volume-2016-schipke-discussion.pdf

The Evolving Financial Situation

18 Mar 2010 Speech PDF 167KB
Another significant change to our collateral policy we made was to accept so-called self-securitised RMBS from the issuing institution. ... By the end of December 2008, self-securitised RMBS accounted for just under half of our repo.
https://www.rba.gov.au/speeches/2010/pdf/sp-ag-160210.pdf

The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis

19 Jul 2020 RDP PDF 1853KB
Data Description. 3.1 Securitisation Dataset. The Reserve Bank of Australia (RBA) accepts residential mortgage-backed securities (RMBS) as. ... to move meaningfully away from 0. 10 Loans may also be removed from the dataset when a marketed RMBS deal is
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf

Discussion of Central Bank Liquidity Provision and Core Funding Markets

19 Dec 2013 Conferences PDF 85KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/johnson-santor-disc.pdf

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

The Term Funding Facility, Other Policy Measures, and Financial Conditions

10 Jun 2021 Speech PDF 489KB
For example, spreads on newly issued residentialmortgage-backed securities (RMBS) have declined to their lowest level since 2007 (Graph 4). ... https://www.rba.gov.au/speeches/2021/sp-ag-2021-06-09.html 5/15. Graph 4Non-Bank RMBS Issuance and
https://www.rba.gov.au/speeches/2021/pdf/sp-ag-2021-06-09.pdf

Transcript of Question & Answer Session

18 Mar 2010 Speech PDF 23KB
Mortgage Finance Industry Association, Industry Leaders Panel Forum
https://www.rba.gov.au/speeches/2009/pdf/sp-ag-220709.pdf

Financial Stability and the Financial Health of Australian Mortgagors

8 Dec 2023 Speech PDF 776KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-so-2023-12-08.pdf

Promoting Liquidiity: Why and How?

23 Oct 2008 Conferences PDF 224KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/kearns-lowe.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