Search: securitisation
RBA Glossary definition for securitisation
securitisation – Asset securitisation is the process of converting a pool of illiquid assets, such as residential mortgages, into tradeable securities.
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The Reserve Bank's Securitisation Dataset
13 Dec 2018
Bulletin
– December 2018
The Reserve Bank's Securitisation Dataset contains timely and detailed data on each and every one of the mortgages underlying Australian residential mortgage-backed securities (RMBS).
https://www.rba.gov.au/publications/bulletin/2018/dec/the-reserve-banks-securitisation-dataset.html
Managing the Risks of Holding Self-securitisations as Collateral
17 Sep 2020
Bulletin
– September 2020
Self-securitisations are structured pools of assets, such as residential mortgages, created by banks specifically to use as collateral to access liquidity from the Reserve Bank.
https://www.rba.gov.au/publications/bulletin/2020/sep/managing-the-risks-of-holding-self-securitisations-as-collateral.html
List of tables
10 Sep 2004
FSR
– September 2004
Financial Stability Review – September 2004 List of tables. Boxes. Table B1: Dutch Banking Sector. Articles. Table 1: House Prices. Percentage change over half-year. ABS. APM. (a). CBA. REIA. 2003II. 2004I. 2003II. 2004I. 2003II. 2004I. 2003II.
https://www.rba.gov.au/publications/fsr/2004/sep/tables.html
Asset Securitisation in Australia
10 Sep 2004
FSR
– September 2004
The rapid growth in the asset-backed securities market in the past decade has been driven by securitisations of residential mortgages. ... The basic structure of a residential mortgage securitisation is outlined inSecurities with an original maturity of
https://www.rba.gov.au/publications/fsr/2004/sep/asset-sec-in-aus.html
Shadow Banking – International and Domestic Developments
19 Mar 2015
Bulletin
– March 2015
One of the lessons from the global financial crisis is that systemic risk to the financial system can arise from outside the regular banking system, in so-called ‘shadow banking’. This article reviews post-crisis international and domestic
https://www.rba.gov.au/publications/bulletin/2015/mar/8.html
Data Description
22 Jul 2020
RDP
2020-03
Balance-weighted share of securitised loans, June 2019. Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. ... Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. Regional economic data are
https://www.rba.gov.au/publications/rdp/2020/2020-03/data-description.html
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RBA Measuring Credit
10 Sep 2009
Bulletin
– September 2009
securitisations by these institutions where an associated decline in their balance sheets was identified. ... While this approach was satisfactory when there was little securitisation, it had become increasingly problematic over time.
https://www.rba.gov.au/publications/bulletin/2009/sep/3.html
List of figures
10 Sep 2004
FSR
– September 2004
Figure 1: Residential Mortgage Securitisation Structure.
https://www.rba.gov.au/publications/fsr/2004/sep/figures.html
List of graphs
10 Sep 2004
FSR
– September 2004
Graph 1: Australian Securitisation Vehicles.
https://www.rba.gov.au/publications/fsr/2004/sep/graphs.html
Credit Risk Transfer Markets: An Australian Perspective
10 May 2003
Bulletin
– May 2003
This avoids the costs and complexities of transferring assets. (See Appendix for some details on securitisation structures.). ... Securitisation schemes also commonly build-in some form of structural enhancement to reallocate any losses among investors.
https://www.rba.gov.au/publications/bulletin/2003/may/2.html