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RBA Glossary definition for RMBS

RMBS – Residential Mortgage-backed securities

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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

Data Description

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Download the Paper 1,854. KB. The Reserve Bank of Australia (RBA) accepts residential mortgage-backed securities (RMBS) as collateral in its domestic market operations.
https://www.rba.gov.au/publications/rdp/2020/2020-03/data-description.html

Estimation Strategy

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Loans may also be removed from the dataset when a marketed RMBS deal is called, or when collateral is substituted out of a self-securitisation.
https://www.rba.gov.au/publications/rdp/2020/2020-03/estimation-strategy.html

The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis

22 Jul 2020 RDP 2020-03
Michelle Bergmann
3. Data Description. The Reserve Bank of Australia (RBA) accepts residential mortgage-backed securities (RMBS) as collateral in its domestic market operations.
https://www.rba.gov.au/publications/rdp/2020/2020-03/full.html