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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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Bulletin Articles – 2004

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/2004/

2020

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/2020/

The Distribution of Mortgage Rates

15 Mar 2018 Bulletin – March 2018
Michelle Bergmann and Michael Tran
c) Measured in $100,000s. (d) Measured in $10,000s. Sources: RBA; Securitisation System. ... Variable rate mortgages represent around 85 per cent of loans in the Securitisation Dataset.
https://www.rba.gov.au/publications/bulletin/2018/mar/the-distribution-of-mortgage-rates.html

Macrofinancial Stress Testing on Australian Banks

13 Sep 2023 RDP PDF 1940KB
Dynamics in Australia (HILDA) Survey (as in Bilston, Johnson and Read (2015)) or the Securitisation. ... price of the dwelling) reported in the Securitisation Dataset (see Fernandes and Jones (2018) for.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf

Bulletin September Quarter 2023

15 Feb 2024 Bulletin - September 2023 PDF 8611KB
https://www.rba.gov.au/publications/bulletin/2023/sep/pdf/bulletin-2023-09.pdf

Read me file for Macrofinancial Stress Testing on Australian Banks

13 Sep 2023 RDP PDF 168KB
RDP 2022-03 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-03/rdp-2022-03-read-me.pdf

Read me file

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
The model detailed in the RDP uses confidential data provided by banks to APRA and from the RBA's Securitisation Dataset. ... Default_settings_function.R generates the default model parameters for each model run. Data_import_functions.R imports the
https://www.rba.gov.au/publications/rdp/2022/2022-03/read-me.html
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2024

18 Jan 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/

The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
Consistent with theory, the empirical literature tends to find this behaviour in banks that offload risk via securitisation, have low capital levels, or are poorly supervised. ... Governors of the Federal Reserve System; CANSTAR; RBA; Refinitiv;
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Bulletin

17 Apr 2024 Bulletin - April 2024 PDF 7253KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/bulletin-2024-04.pdf