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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Developments in the Structure of the Australian Financial System
10 Jun 2011
Bulletin
– June 2011
Lenders who had relied heavily on securitisation experienced significant falls in their market share. ... In the latest year, however, the smaller lenders have begun to recover market share as conditions in securitisation markets have improved.
https://www.rba.gov.au/publications/bulletin/2011/jun/5.html
Developments in the Financial System Infrastructure
10 Mar 2007
FSR
– March 2007
The new Basel II capital framework includes internationally agreed guidance on the capital treatment of securitisation. ... In November 2006, APRA released a draft revised prudential standard (‘APS 120 – Securitisation’) to reflect this guidance
https://www.rba.gov.au/publications/fsr/2007/mar/dev-sys-infra.html
Bulletin
18 Apr 2024
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/
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
2.2 Operations in Financial Markets
19 Oct 2023
RBA Annual Report
– October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.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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Appendix A: – The Canadian Securitisation Market | Submission to the Inquiry into Competition in the Banking and Non-Banking Sectors – July …
10 Jul 2008
Submissions
Submission to the Inquiry into Competition in the Banking and Non-Banking Sectors Appendix A: The Canadian Securitisation Market.
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-competition-in-banking-and-non-banking-sector/appendix-a.html
April | 2024
18 Apr 2024
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2024/apr/
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
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