Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
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Discussion of The Sub-prime Crisis: Causal Distortions and Regulatory Reform
22 Oct 2008
Conferences
PDF
85KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/blundell-wignall-atkinson-disc.pdf
A History of Australian Corporate Bonds
29 Jan 2015
RDP
PDF
606KB
The increase in RMBS issuance was driven by:. Strong growth in housing finance in Australia. ... purchases, though in recent times purchases of RMBS by the AOFM has led to a modest increase.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
Trends in the Funding and Lending Behaviour of Australian Banks
2 Feb 2015
RDP
PDF
1090KB
At the margin, the relatively low level of government intervention in the residential mortgage-backed securities (RMBS) market might have also contributed. ... 4 The use of RMBS was also facilitated by improvements in technology, the fall in nominal.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-15.pdf
Discussion of Capital Account Liberalisation and China's Effect on Global Capital Flows
28 Oct 2016
Conferences
PDF
64KB
RBA Conference Volume 2016
https://www.rba.gov.au/publications/confs/2016/pdf/rba-conference-volume-2016-schipke-discussion.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
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 bias this multiple higher.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Discussion of Central Bank Liquidity Provision and Core Funding Markets
19 Dec 2013
Conferences
PDF
85KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/johnson-santor-disc.pdf
The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
1853KB
Data Description. 3.1 Securitisation Dataset. The Reserve Bank of Australia (RBA) accepts residential mortgage-backed securities (RMBS) as. ... to move meaningfully away from 0. 10 Loans may also be removed from the dataset when a marketed RMBS deal is
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf
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
The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
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. ... 100. 140. 180. bps. Other ABS(b). RMBS(b). RMBS secondary. 3. the
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
Securitisation and the Commercial Property Cycle
10 Dec 2012
Conferences
PDF
1300KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/packer-riddiough.pdf