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RBA Glossary definition for RMBS

RMBS – Residential Mortgage-backed securities

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Abbreviations

9 Aug 2023 RBA Annual Report - 2022 PDF 65KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/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

Promoting Liquidity: Why and How? | Conference – 2008

14 Jul 2008 Conferences
Jonathan Kearns and Philip Lowe
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/confs/2008/kearns-lowe.html

Reserve Bank of Australia Annual Report 2023

16 Oct 2023 RBA Annual Report - 2023 PDF 201KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/abbreviations.pdf

Securitisation and the Commercial Property Cycle

10 Dec 2012 Conferences PDF 1300KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/packer-riddiough.pdf

Discussion on The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008

14 Jul 2008 Conferences
not sufficient condition for the sudden acceleration of the RMBS market after 2004. ... US RMBS market toward less experienced players, contributing to the sub-prime crisis.
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson-disc.html

Operations in Financial Markets

21 Oct 2021 RBA Annual Report – 2021
Self-securitised RMBS are not eligible as collateral for daily OMO repos.) Self-securitised RMBS do not have directly observable market prices. ... Asset-backed securities – particularly self-securitised RMBS – are also the major asset held as
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html

Introduction

13 Dec 2022 RDP 2022-07
Sharon Lai, Kevin Lane and Laura Nunn
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 rates
https://www.rba.gov.au/publications/rdp/2022/2022-07/introduction.html
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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

Credit Loss Modelling

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
However, the latter estimate is based on a smaller sample of publicly traded 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
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html
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