Search: RMBS
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
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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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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Promoting Financial Infrastructure that Reduces Information Asymmetries
27 Oct 2008
RDP
2008-06
For RMBS, one possibility is for an exchange or another entity to set and monitor ‘qualifying’ standards, with RMBS that meet these standards being traded on an exchange. ... While not advocating a move to exchange trading, the American
https://www.rba.gov.au/publications/rdp/2008/2008-06/pro-financial.html
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References
9 Oct 2019
RDP
2019-10
Merrill CB, T Nadauld, RM Stulz and SM Sherlund (2014), ‘Were There Fire Sales in the RMBS Market?’, Charles A.
https://www.rba.gov.au/publications/rdp/2019/2019-10/references.html
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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
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Funding Behaviour
31 Dec 2013
RDP
2013-15
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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References
9 Dec 2019
RDP
2019-11
PBC (People's Bank of China) (2005), ‘Public Announce of the People's Bank of China on Reforming the RMB Exchange Rate Regime’, 21 July.
https://www.rba.gov.au/publications/rdp/2019/2019-11/references.html
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1980s to Today: Deregulation and Capital Account Liberalisation
31 Dec 2012
RDP
2012-09
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
Institutional Background
31 Dec 2013
RDP
2013-05
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
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