Search: RMBS

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RBA Glossary definition for RMBS

RMBS – Residential Mortgage-backed securities

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Media Releases – 2013

31 Dec 2013 Media releases issued in 2013
https://www.rba.gov.au/media-releases/2013/

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

14 Jul 2008 Conferences
Adrian Blundell-Wignall and Paul Atkinson
Their presence is indisputable. But does this factor cause the explosion in RMBS and levered conduits? ... These events fit with the timing of the surge in RMBS issuance and are exogenous events.
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson.html

Bilateral Local Currency Swap Agreement with the People's Bank of China

8 Apr 2015 Media Releases
Bilateral Local Currency Swap Agreement with the People's Bank of China
https://www.rba.gov.au/media-releases/2015/mr-15-06.html

Introduction

13 Dec 2022 RDP 2022-07
Sharon Lai, Kevin Lane and Laura Nunn
Figure 1: Non-bank ABS Issuance and Pricing. Notes: (a) AAA-rated notes of prime residential mortgage-backed securities (RMBS) and other ABS, spread to 1-month bank bill swap rates
https://www.rba.gov.au/publications/rdp/2022/2022-07/introduction.html
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Media Releases – 2014

31 Dec 2014 Media releases issued in 2014
https://www.rba.gov.au/media-releases/2014/

Promoting Liquidiity: Why and How?

23 Oct 2008 Conferences PDF 224KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/kearns-lowe.pdf

Media Releases – 2017

31 Dec 2017 Media releases issued in 2017
https://www.rba.gov.au/media-releases/2017/

Credit Loss Modelling

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
However, the latter estimate is based on a smaller sample of publicly traded residential mortgage-backed securities (RMBS), and selection bias in this sample (arising from incentives for RMBS issuers to ... only include high-quality loans) may plausibly
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html
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Changes to Eligible Securities and Margining for Domestic Market Operations

16 Nov 2011 Media Releases
Asset-backed securities, including residential mortgage-backed securities (RMBS), commercial mortgage-backed securities (CMBS) and securities backed by auto loans/leases and credit card receivables. ... While margins on most asset-backed securities (such
https://www.rba.gov.au/media-releases/2011/mr-11-26.html

Media Releases – 2015

31 Dec 2015 Media releases issued in 2015
https://www.rba.gov.au/media-releases/2015/