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.
Search Results
The Impact of the Financial Crisis on the Bond Market
10 Jun 2010
Bulletin
– June 2010
strong demand for housing finance;. increased competition from mortgage originators, which typically relied on securitisation for funding;. ... See Debelle (2008) for a comparison of the Australian and US securitisation markets.
https://www.rba.gov.au/publications/bulletin/2010/jun/8.html
The Reserve Bank's Collateral Framework
7 Dec 2017
Bulletin
– December 2017
The Reserve Bank, like other central banks, holds collateral to reduce the risk of financial loss in its domestic market operations. The Reserve Bank's collateral framework sets out how the diverse portfolio of collateral assets is managed and
https://www.rba.gov.au/publications/bulletin/2017/dec/2.html
Household and Business Finances in Australia
7 Oct 2022
FSR
– October 2022
The Reserve Banks Securitisation Dataset indicates that, as at August, a little over 35 per cent of all borrowers had prepayment buffers (in the form of offset and redraw account balances) ... Just 5 per cent of loans in the Banks Securitisation
https://www.rba.gov.au/publications/fsr/2022/oct/household-business-finances-in-australia.html
5.2 Focus Topic: An Update on Fixed-rate Borrowers
6 Oct 2023
FSR
– October 2023
5.2 Focus Topic: An Update on Fixed-rate Borrowers | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/focus-topic-an-update-on-fixed-rate-borrowers.html
For the Record: Explanatory Note on Revisions to Housing Credit Data
12 Sep 2005
Bulletin
PDF
88KB
Reserve Bank of Australia Bulletin September 2005
https://www.rba.gov.au/publications/bulletin/2005/sep/pdf/bu-0905-3.pdf
Financial Stability Review – September 2004
10 Sep 2004
FSR
- September 2004
https://www.rba.gov.au/publications/fsr/2004/sep/
Structural Features of Australian Residential Mortgage-backed Securities
18 Jun 2015
Bulletin
– June 2015
This article provides a summary of structural features typically found in Australian residential mortgage-backed securities and their evolution over the past decade. Understanding the structural features of the securities is essential to the
https://www.rba.gov.au/publications/bulletin/2015/jun/6.html
3. Resilience of the Australian Financial System
9 Oct 2023
FSR
- October 2023
PDF
607KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/03-australian-financial-system.pdf
Box B: Housing Price Falls and Negative Equity
12 Apr 2019
FSR
– April 2019
The RBA's Securitisation Dataset contains the most extensive and timely data on loan balances and purchase prices. ... Graph B1. Estimates of negative equity from the Securitisation Dataset may, however, be under-or overstated.
https://www.rba.gov.au/publications/fsr/2019/apr/box-b.html
The Effects of Funding Costs and Risk on Banks' Lending Rates
10 Mar 2011
Bulletin
– March 2011
The share of securitisation has also fallen since the onset of the financial crisis, as the amortisation of the outstanding stock of residential mortgage-backed securities (RMBS) has exceeded new issuance. ... The cost of new securitisation funding is
https://www.rba.gov.au/publications/bulletin/2011/mar/6.html