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RBA Glossary definition for RMBS

RMBS – Residential Mortgage-backed securities

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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

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
Around 90 per cent of the outstanding value of TFF repos is backed by self-securitised RMBS. ... Self-securitised RMBS are not eligible as collateral for OMO repos.). Asset-backed securities – particularly self-securitised RMBS – are also the major
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

Risk Management

12 Apr 2020 RBA Annual Report – 2020
Footnotes. An internal RMBS is a bankruptcy-remote trust set up by an ADI which contains mortgages they have written. ... The Bank accepts the securities issued out of the RMBS (and secured by the mortgages) as collateral.
https://www.rba.gov.au/publications/annual-reports/rba/2020/risk-management.html

Operations in Financial Markets

20 Sep 2018 RBA Annual Report – 2018
Around 95 per cent of the outstanding amount of open repos is backed by self-securitised RMBS. ... Asset-backed securities – particularly self-securitised RMBS – are also the major asset provided as collateral for the Committed Liquidity Facility (CLF
https://www.rba.gov.au/publications/annual-reports/rba/2018/operations-in-financial-markets.html

Operations in Financial Markets

17 Oct 2019 RBA Annual Report – 2019
Around 95 per cent of the outstanding value of open repos is backed by self-securitised RMBS. ... Asset-backed securities – particularly self-securitised RMBS – are also the major asset provided as collateral for the Committed Liquidity Facility
https://www.rba.gov.au/publications/annual-reports/rba/2019/operations-in-financial-markets.html

Operations in Financial Markets

12 Apr 2020 RBA Annual Report – 2020
Self-securitised RMBS are not eligible as collateral for daily OMO repos.) Self-securitised RMBS do not have directly observable market prices. ... Asset-backed securities – particularly self-securitised RMBS – are also the major asset held as
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html

5.5 Abbreviations

19 Oct 2023 RBA Annual Report – 2023
RMBS. residential mortgage-backed securities. RTGS. real-time gross settlement. R&D. research and development.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.html

Operations in Financial Markets

25 Sep 2017 RBA Annual Report – 2017
Around 95 per cent of the outstanding amount of open repos is backed by self-securitised RMBS. ... Asset-backed securities – particularly self-securitised RMBS – are also the major asset provided as collateral for the Committed Liquidity Facility (CLF
https://www.rba.gov.au/publications/annual-reports/rba/2017/operations-in-financial-markets.html

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

Appendix A: Summary Statistics and Variable Definitions

22 Jul 2020 RDP 2020-03
Michelle Bergmann
RDP 2020-03: The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis Appendix A: Summary Statistics and Variable Definitions. Michelle Bergmann. July 2020. Download the Paper 1,854. KB. Table A1: Summary
https://www.rba.gov.au/publications/rdp/2020/2020-03/appendix-a.html
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