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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Property Prices and Bank Risk-taking | Conference – 2012
20 Aug 2012
Conferences
This was in addition to the effect of housing price appreciation, mortgage securitisation and other economic fundamentals. ... The increasingly widespread use of securitisation (especially for subprime loans) obviously contributed to the real estate boom.
https://www.rba.gov.au/publications/confs/2012/dellariccia.html
General discussion of Australian Industry Perspectives on the Future of the Financial System
7 Dec 2006
Conferences
PDF
10KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/general-disc.pdf
Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
Government-backed mortgage securitisations (60 per cent). Private-label securitisations (10 per cent). ... Opacity around the underlying assets that support securitisations can lead to valuation uncertainty.
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html
The Rise in US Household Indebtedness: Causes and Consequences | Conference – 2007
20 Aug 2007
Conferences
One aspect of innovation that has received some attention is the effect of mortgage securitisation on interest rates. ... while others argue that the link between securitisation and mortgage spreads is much weaker (for example, see Rothberg, Nothaft and
https://www.rba.gov.au/publications/confs/2007/dynan-kohn.html
Discussion of The Australian Financial System in the 2000s: Dodging the Bullet
13 Dec 2011
Conferences
PDF
276KB
RBA Conference Volume 2011
https://www.rba.gov.au/publications/confs/2011/pdf/davis-disc.pdf
Banking Concentration, Financial Stability and Public Policy | Conference – 2007
20 Aug 2007
Conferences
The share of the four majors in the fast-growing securitisation market is relatively low, suggesting that the on-balance sheet figures understate the increasing role of other participants in lending ... 1997. 2002. 2007. Securitisation. 1.7. 5.7. 7.0.
https://www.rba.gov.au/publications/confs/2007/davis.html
Closing Remarks: Property Markets and Financial Stability – Issues and Interpretations
10 Dec 2012
Conferences
PDF
479KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/cecchetti.pdf
Biographies of Contributors | Conference – 2012
20 Aug 2012
Conferences
He is best known for his work on credit risk in mortgage lending, mortgage securitisation, real options, REIT investment and corporate finance, and land use regulation. ... He has served on the boards of several organisations and has consulted on
https://www.rba.gov.au/publications/confs/2012/bios-2012.html
Banking Concentration, Financial Stability and Public Policy
20 Nov 2007
Conferences
PDF
191KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/davis.pdf
When is a Housing Market Overheated Enough to Threaten Stability? | Conference – 2012
20 Aug 2012
Conferences
RBA Annual Conference – 2012 When is a Housing Market Overheated Enough to Threaten Stability? John Muellbauer. In many economies, housing prices are subject to boom-bust cycles and in some cases these cycles are linked to severe economic and
https://www.rba.gov.au/publications/confs/2012/muellbauer.html