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RBA Glossary definition for RMBS

RMBS – Residential Mortgage-backed securities

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Mortgage-related Financial Difficulties: Evidence from Australian Micro-level Data

4 Feb 2015 RDP PDF 728KB
2.1 Data. The loan-level dataset used in this paper is provided by MARQ Services (a firmthat provides investors with information on the collateral pools backing residentialmortgage-backed securities ... In the first case thisinformation comes from APRA,
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-13.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

Liquidity Shocks and the US Housing Credit Crisis of 2007–2008

2 Feb 2015 RDP PDF 756KB
Securitised bonds backed by home mortgages are known as ‘residential mortgage-backed securities’ (RMBS). ... In the United States, the RMBS market can bedivided into two sectors: agency and non-agency (or private-label) RMBS.The agency market
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-05.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

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

Funding Behaviour

31 Dec 2013 RDP 2013-15
Chris Stewart, Benn Robertson and Alexandra Heath
In the 2000s, banks' use of wholesale funding was supported by financial innovation, particularly the parcelling and redistribution of risk through RMBS that were designed, in part, to reduce the capital ... The use of RMBS funding allowed the market
https://www.rba.gov.au/publications/rdp/2013/2013-15/funding-behaviour.html
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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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1980s to Today: Deregulation and Capital Account Liberalisation

31 Dec 2012 RDP 2012-09
Susan Black, Joshua Kirkwood, Alan Rai and Thomas Williams
The increase in RMBS issuance was driven by:. Strong growth in housing finance in Australia. ... RMBS issuance has subsequently picked up a little, assisted by government support through the Australian Office of Financial Management (AOFM).
https://www.rba.gov.au/publications/rdp/2012/2012-09/dereg-capital-acct-liberalisation.html

Global Relative Price Shocks: The Role of Macroecnomic Policies

11 Jan 2010 RDP PDF 199KB
US$b. 200620032000199719941991. 1 000. RMB. US$ exchange rate(LHS). 1 500. 2 000.
https://www.rba.gov.au/publications/rdp/2009/pdf/rdp2009-10.pdf

Promoting Liquidity: Why and How?

2 Dec 2009 RDP PDF 484KB
Unlike the case in the United States, Australian RMBS have not suffered a deterioration of fundamentals, with arrears and default rates remaining low. ... Yet in early 2008, large selling by offshore structured investment vehicles contributed to a
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf