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.
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Discussion on Securitisation and the Commercial Property Cycle | Conference – 2012
20 Aug 2012
Conferences
How general is the REITs/securitisation explanation? How can the US empirical evidence, the main analysis of the paper, be strengthened? ... It should also be noted that securitisation in the housing market worked for 30 years in the United States prior
https://www.rba.gov.au/publications/confs/2012/packer-riddiough-disc.html
Table 4 in Securitisation and the Commercial Property Cycle | Conference – 2012
20 Aug 2012
Conferences
RBA Annual Conference – 2012 Securitisation and the Commercial Property Cycle.
https://www.rba.gov.au/publications/confs/2012/packer-riddiough-table-4.html
Data Description
22 Jul 2020
RDP
2020-03
Balance-weighted share of securitised loans, June 2019. Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. ... Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. Regional economic data are
https://www.rba.gov.au/publications/rdp/2020/2020-03/data-description.html
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Securitisation and the Commercial Property Cycle | Conference – 2012
20 Aug 2012
Conferences
RBA Annual Conference – 2012 Securitisation and the Commercial Property Cycle Frank Packer and Timothy Riddiough. ... Wall Street was also not very focused on commercial real estate securitisation at that time.
https://www.rba.gov.au/publications/confs/2012/packer-riddiough.html
Robustness Tests
31 Dec 2013
RDP
2013-05
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
The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
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
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
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
Property Markets and Financial Stability
20 Aug 2012
Conference
–
2012
The Reserve Bank of Australia 2012 conference, ‘Property Markets and Financial Stability’
https://www.rba.gov.au/publications/confs/2012/