Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
Search Results
Credit Loss Modelling
20 Sep 2022
RDP
2022-03
However, the latter estimate is based on a smaller sample of publicly traded 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
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
However, the latter estimate is based on a smaller sample of publicly traded 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
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
Contagion Modelling and Feedback Loops
20 Sep 2022
RDP
2022-03
a result of their (common) exposures to RMBS.
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html