Search: Sub-prime mortgage
RBA Glossary definition for Sub-prime mortgage
Sub-prime mortgage – While there is no precise definition of sub-prime mortgages, in the United States, they are typically loans made to borrowers with impaired credit histories, which might include one or more payment defaults, a previous loan foreclosure, or bankruptcy.
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Promoting Liquidity: Why and How?
2 Dec 2009
RDP
PDF
484KB
Liquidity issues have also been at the forefront of concerns arising from the sub-prime problem in the United States. ... One example of a market in which low transaction transparency appears to have hampered liquidity is the market for Australian
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf
The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
22 Jul 2020
RDP
2020-03
Research Discussion Paper – RDP 2020-03 The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis. ... I explore the determinants of mortgage defaults in Australia. Specifically, I use a novel two-stage hazard
https://www.rba.gov.au/publications/rdp/2020/2020-03.html
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Housing Prices, Mortgage Interest Rates and the Rising Share of Capital Income in the United States
9 Jun 2016
RDP
2016-04
Research Discussion Paper – RDP 2016-04 Housing Prices, Mortgage Interest Rates and the Rising Share of Capital Income in the United States.
https://www.rba.gov.au/publications/rdp/2016/2016-04.html
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The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
11 Jul 2019
RDP
2019-06
Research Discussion Paper – RDP 2019-06 The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data. ... consumption, debt, households, income and wealth. We explore the relationship between owner-occupier mortgage debt and
https://www.rba.gov.au/publications/rdp/2019/2019-06.html
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Mortgage-related Financial Difficulties: Evidence from Australian Micro-level Data
25 Nov 2014
RDP
2014-13
Research Discussion Paper – RDP 2014-13 Mortgage-related Financial Difficulties: Evidence from Australian Micro-level Data Abstract. ... KB. banking, debt, financial markets, households, households, housing. We investigate the factors associated with
https://www.rba.gov.au/publications/rdp/2014/2014-13.html
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Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
Research Discussion Paper – RDP 2021-07 Macroprudential Limits on Mortgage Products: The Australian Experience. ... Unlike similar policies in other countries, these imposed limits on particular mortgage products – first investor mortgages, then
https://www.rba.gov.au/publications/rdp/2021/2021-07.html
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Household Liquidity and Mortgage Debt Dynamics
10 Nov 2021
RDP
2021-10
it. ) and an interaction between that dummy and the change in mortgage debt. (. ... prices, as well as lagged levels of both liquid assets and mortgage debt.
https://www.rba.gov.au/publications/rdp/2021/2021-10/household-liquidity-and-mortgage-debt-dynamics.html
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Appendix D: The Measurement of Subprime Mortgage Lending
31 Dec 2013
RDP
2013-05
RDP 2013-05: Liquidity Shocks and the US Housing Credit Crisis of 2007–2008 Appendix D: The Measurement of Subprime Mortgage Lending. ... First, it may be biased as the share of high-priced mortgages can change over time due to changes in the yield
https://www.rba.gov.au/publications/rdp/2013/2013-05/appendix-d.html
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Appendix A. Model Specification for RBA76
1 Sep 1979
RDP
7904
LMAP. Mortgage approvals of permanent building societies. LMAS. Mortgage approvals of savings banks. ... mortgage rate, %. RMOR. Interest rate on private first mortgages, N.S.W., %. RP. Gross payroll tax rate, ratio. RPBL. Interest rate on permanent
https://www.rba.gov.au/publications/rdp/1979/7904/appendix-a.html
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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
The absence of historical experience with large losses on banks’ mortgage portfolios makes. ... residential mortgage-backed securities (RMBS), and selection bias in this sample (arising from.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf