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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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2.1 Annual Performance Statement for 2022/23

19 Oct 2023 RBA Annual Report – October 2023
Annual Performance Statement for 2022/23 | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/annual-performance-statement.html

The Distribution of Mortgage Rates

15 Mar 2018 Bulletin – March 2018
Michelle Bergmann and Michael Tran
c) Measured in $100,000s. (d) Measured in $10,000s. Sources: RBA; Securitisation System. ... Variable rate mortgages represent around 85 per cent of loans in the Securitisation Dataset.
https://www.rba.gov.au/publications/bulletin/2018/mar/the-distribution-of-mortgage-rates.html

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
Given the importance of asset-backed securities to the Reserve Banks operations, the Bank has mandatory reporting requirements for securitisations to remain eligible for repo. ... agreements. Source: RBA. Reflecting the Reserve Banks interest in
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

Box C: Trends in Intermediation

8 May 2008 SMP - May 2008 PDF 34KB
https://www.rba.gov.au/publications/smp/2008/may/pdf/box-c.pdf

Macrofinancial Stress Testing on Australian Banks

13 Sep 2023 RDP PDF 1940KB
Dynamics in Australia (HILDA) Survey (as in Bilston, Johnson and Read (2015)) or the Securitisation. ... price of the dwelling) reported in the Securitisation Dataset (see Fernandes and Jones (2018) for.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf

Read me file for Macrofinancial Stress Testing on Australian Banks

13 Sep 2023 RDP PDF 168KB
RDP 2022-03 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-03/rdp-2022-03-read-me.pdf

Regulatory Policy Issues in Australia | Conference – 1996

9 Jul 1996 Conferences
Graeme Thompson
Australian banks are also relatively free to establish subsidiaries for ‘non-bank’ financial activities – funds management, superannuation, securitisation, and so on. ... More recently, they have set up their own mortgage origination and
https://www.rba.gov.au/publications/confs/1996/thompson.html

Bulletin September Quarter 2023

15 Feb 2024 Bulletin - September 2023 PDF 8611KB
https://www.rba.gov.au/publications/bulletin/2023/sep/pdf/bulletin-2023-09.pdf

Domestic Financial Conditions

10 Feb 2020 SMP - August 2018 PDF 2043KB
https://www.rba.gov.au/publications/smp/2018/aug/pdf/03-domestic-financial-conditions.pdf

Read me file

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
The model detailed in the RDP uses confidential data provided by banks to APRA and from the RBA's Securitisation Dataset. ... Default_settings_function.R generates the default model parameters for each model run. Data_import_functions.R imports the
https://www.rba.gov.au/publications/rdp/2022/2022-03/read-me.html
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