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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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List of tables

10 Nov 2007 SMP – November 2007
9.8. (a) Excludes securitisation. Sources: APRA; RBA.
https://www.rba.gov.au/publications/smp/2007/nov/tables.html

Articles

30 Oct 2023 FSR
A number of articles on topics of special interest are published in the Financial Stabiilty Review. These articles can be read as stand-alone documents or within the relevant Financial Stability Review.
https://www.rba.gov.au/publications/fsr/articles/

Developments in the Financial System Infrastructure

10 Mar 2007 FSR – March 2007
The new Basel II capital framework includes internationally agreed guidance on the capital treatment of securitisation. ... In November 2006, APRA released a draft revised prudential standard (‘APS 120 – Securitisation’) to reflect this guidance
https://www.rba.gov.au/publications/fsr/2007/mar/dev-sys-infra.html

Appendix A: – The Canadian Securitisation Market | Submission to the Inquiry into Competition in the Banking and Non-Banking Sectors – July …

10 Jul 2008 Submissions
Submission to the Inquiry into Competition in the Banking and Non-Banking Sectors Appendix A: The Canadian Securitisation Market.
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-competition-in-banking-and-non-banking-sector/appendix-a.html

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
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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

List of tables

10 May 2008 SMP – May 2008
56. Funded by:. – Intermediaries. 529. 1,620. 89. 83. – Securitisation.
https://www.rba.gov.au/publications/smp/2008/may/tables.html

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

14 Jul 2008 Conferences
Adrian Blundell-Wignall and Paul Atkinson
What were the catalysts? The main players in the securitisation and structured products process are shown schematically in Figure 4. ... Where banks had been warehousing mortgages and bonds in the securitisation process, this was a direct hit on their
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson.html

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

Discussion of Securitisation and the Commercial Property Cycle

10 Dec 2012 Conferences PDF 479KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/packer-riddiough-disc.pdf