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RBA Glossary definition for RMBS

RMBS – Residential Mortgage-backed securities

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Institutional Background

31 Dec 2013 RDP 2013-05
Gianni La Cava
Securitised bonds backed by home mortgages are known as ‘residential mortgage-backed securities’ (RMBS). ... In the United States, the RMBS market can be divided into two sectors: agency and non-agency (or private-label) RMBS.
https://www.rba.gov.au/publications/rdp/2013/2013-05/institutional-background.html
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Loan-level Determinants of Housing Loan Arrears

31 Dec 2014 RDP 2014-13
Matthew Read, Chris Stewart and Gianni La Cava
securities (RMBS)). ... In the first case this information comes from APRA, while in the second case it is from Perpetual (the trustee for the majority of RMBS in Australia).
https://www.rba.gov.au/publications/rdp/2014/2014-13/loan-level-determinants.html

Operations in Financial Markets

16 Oct 2015 RBA Annual Report – 2015
As a result, the Bank uses an internal valuation model for self-securitised RMBS based on observed market prices of similarly structured RMBS. ... These required reporting transaction and securities-related data to the Bank, as well as information on the
https://www.rba.gov.au/publications/annual-reports/rba/2015/operations-in-financial-markets.html

Reserve Bank of Australia Annual Report 2019 - Operations in Financial Markets

10 Feb 2020 RBA Annual Report 2019 PDF 1143KB
https://www.rba.gov.au/publications/annual-reports/rba/2019/pdf/operations-in-financial-markets.pdf

Abbreviations

21 Oct 2021 RBA Annual Report – 2021
RMBS. residential mortgage-backed securities. RTGS. real-time gross settlement. R&D. research and development.
https://www.rba.gov.au/publications/annual-reports/rba/2021/abbreviations.html

Reserve Bank of Australia Annual Report 2017 - Abbreviations

12 Sep 2017 RBA Annual Report 2017 PDF 1457KB
https://www.rba.gov.au/publications/annual-reports/rba/2017/pdf/abbreviations.pdf

Reserve Bank of Australia Annual Report 2020 - Risk Management

14 Oct 2020 Annual Report PDF 657KB
The Bank accepts the securities issued out of the RMBS (and secured by the mortgages) as collateral. ... Liquidity Facility (CLF) were allowed to post internal RMBS as collateral under the Bank’s standing facilities.
https://www.rba.gov.au/publications/annual-reports/rba/2020/pdf/risk-management.pdf

Operations in Financial Markets

4 Sep 2008 RBA Annual Report – 2008
The RMBS and ABCP can be sponsored by both ADIs, namely banks, building societies and credit unions, as well as non‑ADIs. ... By end June, eight institutions had created these ‘self-securitised’ RMBS and several more were in the process of doing so.
https://www.rba.gov.au/publications/annual-reports/rba/2008/balance-sheet.html

Reserve Bank of Australia Annual Report 2017 - Operations in Financial Markets

10 Feb 2020 RBA Annual Report 2017 PDF 2373KB
https://www.rba.gov.au/publications/annual-reports/rba/2017/pdf/operations-in-financial-markets.pdf

Reserve Bank of Australia Annual Report 2014 - Operations in Financial Markets

16 Oct 2014 RBA Annual Report 2014 PDF 978KB
https://www.rba.gov.au/publications/annual-reports/rba/2014/pdf/ops-fin-mkts.pdf