Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
residential mortgage-backed securities (RMBS), and selection bias in this sample (arising from. ... incentives for RMBS issuers to only include high-quality loans) may plausibly bias this multiple higher.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
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
A History of Australian Corporate Bonds
29 Jan 2015
RDP
PDF
606KB
The increase in RMBS issuance was driven by:. Strong growth in housing finance in Australia. ... purchases, though in recent times purchases of RMBS by the AOFM has led to a modest increase.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
Domestic Financial Conditions
6 May 2021
SMP
– May 2021
Graph 3.20. Spreads on RMBS have narrowed significantly for both non-banks and banks in recent months, falling well below pre-pandemic levels. ... Spreads on RMBS are at their lowest level since 2007 (Graph 3.21).
https://www.rba.gov.au/publications/smp/2021/may/domestic-financial-conditions.html
The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
1853KB
Data Description. 3.1 Securitisation Dataset. The Reserve Bank of Australia (RBA) accepts residential mortgage-backed securities (RMBS) as. ... to move meaningfully away from 0. 10 Loans may also be removed from the dataset when a marketed RMBS deal is
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf
Appendix A: Summary Statistics and Variable Definitions
22 Jul 2020
RDP
2020-03
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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Domestic Financial Conditions
20 Nov 2023
SMP
- November 2023
PDF
2300KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/03-domestic-financial-conditions.pdf
Domestic Financial Conditions
4 Aug 2023
SMP
– August 2023
Domestic Financial Conditions | Statement on Monetary Policy – August 2023
https://www.rba.gov.au/publications/smp/2023/aug/domestic-financial-conditions.html
The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
Figure 1: Non-bank ABS Issuance and Pricing. Notes: (a) AAA-rated notes of prime residential mortgage-backed securities (RMBS) and other ABS, spread to 1-month bank bill swap. ... 100. 140. 180. bps. Other ABS(b). RMBS(b). RMBS secondary. 3. the
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
Introduction
13 Dec 2022
RDP
2022-07
Figure 1: Non-bank ABS Issuance and Pricing. Notes: (a) AAA-rated notes of prime residential mortgage-backed securities (RMBS) and other ABS, spread to 1-month bank bill swap rates
https://www.rba.gov.au/publications/rdp/2022/2022-07/introduction.html
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