Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
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Trends in the Funding and Lending Behaviour of Australian Banks
2 Feb 2015
RDP
PDF
1090KB
At the margin, the relatively low level of government intervention in the residential mortgage-backed securities (RMBS) market might have also contributed. ... 4 The use of RMBS was also facilitated by improvements in technology, the fall in nominal.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-15.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
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
Operations in Financial Markets
25 Sep 2017
RBA Annual Report
– 2017
Around 95 per cent of the outstanding amount of open repos is backed by self-securitised RMBS. ... Asset-backed securities – particularly self-securitised RMBS – are also the major asset provided as collateral for the Committed Liquidity Facility (CLF
https://www.rba.gov.au/publications/annual-reports/rba/2017/operations-in-financial-markets.html
Discussion of The Sub-prime Crisis: Causal Distortions and Regulatory Reform
22 Oct 2008
Conferences
PDF
85KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/blundell-wignall-atkinson-disc.pdf
The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
Their presence is indisputable. But does this factor cause the explosion in RMBS and levered conduits? ... These events fit with the timing of the surge in RMBS issuance and are exogenous events.
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson.html
Appendix A: Summary Statistics and Variable Definitions
22 Jul 2020
RDP
2020-03
RDP 2020-03: The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis Appendix A: Summary Statistics and Variable Definitions. Michelle Bergmann. July 2020. Download the Paper 1,854. KB. Table A1: Summary
https://www.rba.gov.au/publications/rdp/2020/2020-03/appendix-a.html
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Operations in Financial Markets
24 Oct 2016
RBA Annual Report
– 2016
To collateralise these open repos, the Bank has permitted the use of certain related-party assets issued by bankruptcy remote vehicles, such as self-securitised RMBS. ... As a result, the Bank uses an externally reviewed internal valuation model for
https://www.rba.gov.au/publications/annual-reports/rba/2016/operations-in-financial-markets.html
Discussion | Conference – 2016
18 Mar 2016
Conferences
This would be an interesting development and I think it could have implications for the internationalisation of the renminbi (RMB). ... China is pushing the internationalisation of its currency and wants more RMB to be used internationally.
https://www.rba.gov.au/publications/confs/2016/ma-roberts-kelly-discussion.html
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