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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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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

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

Resilience of the Australian Financial System

6 Oct 2023 FSR – October 2023
Resilience of the Australian Financial System | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/australian-financial-system.html

The Structure of the Australian Financial System

10 Mar 2006 FSR – March 2006
In contrast, in 1990, securitisation vehicles accounted for less than 1 per cent of total assets. ... Securitisation has had a profound effect on the structure of the mortgage market in Australia.
https://www.rba.gov.au/publications/fsr/2006/mar/struct-aus-fin-sys.html

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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Box D: Non-bank Lending for Property

10 Feb 2020 FSR April 2019 PDF 615KB
https://www.rba.gov.au/publications/fsr/2019/apr/pdf/box-d.pdf

Liquidity Shocks and the US Housing Credit Crisis of 2007–2008

2 Feb 2015 RDP PDF 756KB
7.2 Private versus Public Securitisation 28. 7.3 Afilliated Non-bank Mortgage Lenders 30. ... I assume that loan sales and loan securitisations are equivalent,so that I can directly observe the extent of securitisation activity by each mortgagelender.7 I
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-05.pdf

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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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

Financial Stability Review - March 2024

26 Mar 2024 FSR - March 2024 PDF 2619KB
https://www.rba.gov.au/publications/fsr/2024/mar/pdf/financial-stability-review-2024-03.pdf