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RBA Glossary definition for RMBS

RMBS – Residential Mortgage-backed securities

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Financial Stability Review - September 2004

6 Jan 2005 FSR PDF 1099KB
CONTENTS. 1 Overview. 3 The Macroeconomic and Financial Environment. 16 Box A: Credit Card Indicators. 18 Box B: The Housing Market Slowdown in the Netherlands. 21 Financial Intermediaries. 37 Box C: Measures of Housing Loan Quality. 39 Box D: The
https://www.rba.gov.au/publications/fsr/2004/sep/pdf/0904.pdf

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

Abbreviations

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

Box C: Measures of Housing Loan Quality

10 Sep 2004 FSR – September 2004
Data on loans past due are also available from rating agencies for the home loans underlying residential mortgage-backed securities (RMBS). ... This largely reflects the requirement that only housing loans free of payment difficulties are used for new
https://www.rba.gov.au/publications/fsr/2004/sep/box-c.html

The Australian Financial System

7 Oct 2022 FSR – October 2022
Funding conditions in the residential mortgage-backed securities (RMBS) market have tightened in recent months, which might weigh on non-banks credit growth or profits. ... Consistent with this, over the past year or so, the bulk of non-bank RMBS
https://www.rba.gov.au/publications/fsr/2022/oct/australian-financial-system.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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Box D: A Closer Look at the Shadow Banking System in Australia

27 Mar 2012 FSR – March 2012 PDF 147KB
https://www.rba.gov.au/publications/fsr/2012/mar/pdf/box-d.pdf

Box A: The Australian Asset-backed Commercial Paper Market

21 Sep 2007 FSR – September 2007 PDF 46KB
https://www.rba.gov.au/publications/fsr/2007/sep/pdf/box-a.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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The Australian Financial System

8 Apr 2022 FSR – April 2022
This is because non-banks typically fund their lending initially by using warehouse facilities provided by banks and subsequently by selling residential mortgage-backed securities (RMBS). ... Further, most investors in RMBS expect loans to broadly
https://www.rba.gov.au/publications/fsr/2022/apr/australian-financial-system.html