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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.

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

19 Jul 2020 RDP PDF 1853KB
These. studies typically examine either foreclosure mitigation policies or the role of securitisation, rather. ... Note: First arrears events. Sources: Author’s calculations; CoreLogic data; RBA; Securitisation System.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf

Robustness Tests

31 Dec 2013 RDP 2013-05
Gianni La Cava
β. 1. < 0). Moreover, the effect of private securitisation would be greater than the effect of public securitisation (β. ... The results are shown in Table 5. Table 5: Private and Public Securitisation.
https://www.rba.gov.au/publications/rdp/2013/2013-05/robustness-tests.html
See 9 more results from "RDP 2013-05"

April | 2024

18 Apr 2024 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2024/apr/

The Term Funding Facility: Has It Encouraged Business Lending?

8 Dec 2022 RDP PDF 2133KB
securitisations, which are notes backed by loans already on the banks’ balance sheets. ... influencing TFF participation). As noted above, banks with self-securitisations could access the TFF.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf

December | 2018

13 Jul 2022 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2018/dec/

Some Comments on Securitisation

13 Aug 2004 Bulletin PDF 90KB
150. 100. 50. 0. Residential mortgage-backed Other. Some Comments on Securitisation August 2004. ... No doubt, this is a factor in the. Some Comments on Securitisation August 2004.
https://www.rba.gov.au/publications/bulletin/2004/aug/pdf/bu-0804-3.pdf

Managing the Risks of Holding Self-securitisations as Collateral

9 Jun 2021 Bulletin - September 2020 PDF 513KB
https://www.rba.gov.au/publications/bulletin/2020/sep/pdf/managing-the-risks-of-holding-self-securitisations-as-collateral.pdf

Appendix C: Full Results

13 Dec 2022 RDP 2022-07
Sharon Lai, Kevin Lane and Laura Nunn
May. Jun. Jul. Aug. Sep. Oct. Self-securitisation adequacy. 0.001. (0.000). 0.001. ... May. Jun. Jul. Aug. Sep. Oct. Self-securitisation dummy. 0.304. (0.099). 0.304.
https://www.rba.gov.au/publications/rdp/2022/2022-07/appendix-c.html
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Green and Sustainable Finance in Australia

21 Sep 2023 Bulletin – September 2023
Cameron Armour, Declan Hunt and Jeremy Lwin
Australia has committed to achieving net zero greenhouse gas emissions by 2050. This will require significant amounts of investment and financing as we move away from a carbon-intensive economy.
https://www.rba.gov.au/publications/bulletin/2023/sep/green-and-sustainable-finance-in-australia.html

Bulletin Articles – 2009

9 Mar 2023 Bulletin
The Reserve Bank Bulletin is a monthly publication that contains economic commentary, feature articles, speeches and a set of statistical tables
https://www.rba.gov.au/publications/bulletin/2009/