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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OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
RBA Annual Conference – 2013 OTC Derivatives Reform: Netting and Networks Alexandra Heath, Gerard Kelly and Mark Manning. 1. Introduction. In the wake of the global financial crisis, member jurisdictions of the G20 have embarked upon an ambitious
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html
Innovation and Integration in Financial Markets and the Implications for Financial Stability | Conference – 2007
20 Aug 2007
Conferences
The process started in the early 1970s, with residential mortgage-backed securitisations by government agencies in the US. ... Typically, originated assets awaiting securitisation are built up in ‘warehouses’ financed by wholesale deposits.
https://www.rba.gov.au/publications/confs/2007/hamilton-jenkinson-penalver.html
Developments in the Business of Banking | Conference – 1996
9 Jul 1996
Conferences
that can be standardised into a commodity product and aggregated for securitisation. ... securitisation will all continue to look to banks for their credit needs.
https://www.rba.gov.au/publications/confs/1996/joss.html
Discussion on The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour | Conference – 1996
9 Jul 1996
Conferences
It was commented that the growth of institutional investors, and the related trend of securitisation, seemed set to continue. ... Even in small and medium-sized business loans, traditionally viewed as the core of banks' lending activities, the experience
https://www.rba.gov.au/publications/confs/1996/carmichael-disc.html
Discussion on Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
assets. While the securitisation market could not be considered ‘core’ in Australia (as funding the underlying assets on-balance sheet was an effective substitute for at least the larger players), this ... A more substantive intervention in the
https://www.rba.gov.au/publications/confs/2013/johnson-santor-disc.html
Financial Markets, Institutions and Liquidity | Conference – 2013
19 Aug 2013
Conferences
RBA Annual Conference – 2013 Financial Markets, Institutions and Liquidity Franklin Allen and Elena Carletti. One important reason for the global impact of the 2007–2009 financial crisis was massive illiquidity in combination with an extreme
https://www.rba.gov.au/publications/confs/2013/allen-carletti.html
The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
Nonetheless, it achieved new prominence in banks' business strategies with the securitisation of mortgages. ... Once the first sub-prime mortgage defaults materialised, standard covenants of the securitisations forced the originators to take back newly
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html
The Economics of Shadow Banking
6 Jan 2014
Conferences
PDF
316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf
Discussion on What Caused the Decline in US Business Cycle Volatility? | Conference – 2005
11 Jul 2005
Conferences
The forms of innovation they cite include the development of improved credit scoring and risk-based pricing of credit, the securitisation of mortgage and other loans, and the emergence of the
https://www.rba.gov.au/publications/confs/2005/gordon-disc.html
Closing Remarks: Property Markets and Financial Stability – Issues and Interpretations | Conference – 2012
20 Aug 2012
Conferences
real estate securitisation stabilises property prices.
https://www.rba.gov.au/publications/confs/2012/cecchetti.html