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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The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
31 Jan 2023
RDP
2023-01
I use heterogeneous willingness to pay (WTP) data from a stated preference experiment in Fuster and Zafar (2021) to estimate the effects of changes in mortgage rates and collateral constraints on ... Changing the mortgage rate has the same average effect
https://www.rba.gov.au/publications/rdp/2023/2023-01.html
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The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
1853KB
negative equity. JEL Classification Numbers: D11, D12, G21, G51. Keywords: mortgage, mortgage default, foreclosure, loan-level data. ... the broader mortgage market, as well as a lower share of fixed-rate mortgages (Fernandes and.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf
Non-technical summary for 'The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis'
17 Jul 2020
RDP
PDF
425KB
RDP 2020-03 non-technical summary
https://www.rba.gov.au/publications/rdp/2020/2020-03/rdp-2020-03-non-technical-summary.pdf
Non-technical summary for 'Macroprudential Limits on Mortgage Products: The Australian Experience'
22 Jul 2021
RDP
PDF
526KB
RDP 2021-07 non-technical summary
https://www.rba.gov.au/publications/rdp/2021/2021-07/rdp-2021-07-non-technical-summary.pdf
Read me file for The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
9 Jul 2019
RDP
PDF
504KB
RDP 2019-06 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-06/rdp-2019-06-read-me.pdf
MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model
18 Jan 2022
RDP
2022-01
Research Discussion Paper – RDP 2022-01 MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model. Anthony Brassil, Mike Major and Peter Rickards. January 2022. 1.71. MB. Supplementary information. banking, COVID-19,
https://www.rba.gov.au/publications/rdp/2022/2022-01.html
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Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. Supplementary information. financial stability, banking, modelling.
https://www.rba.gov.au/publications/rdp/2022/2022-03.html
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The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Research Discussion Paper – RDP 2022-08 The Consequences of Low Interest Rates for the Australian Banking Sector. Anthony Brassil. December 2022. 1.6. MB. 435. KB. Supplementary information. banking, interest rates, monetary policy. There is a
https://www.rba.gov.au/publications/rdp/2022/2022-08.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
16 Sep 2019
RDP
2019-09
Research Discussion Paper – RDP 2019-09 Australian Money Market Divergence: Arbitrage Opportunity or Illusion? Belinda Cheung and Sebastien Printant. September 2019. 1.5. MB. Supplementary information. banking, financial markets, interest rates,
https://www.rba.gov.au/publications/rdp/2019/2019-09.html
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The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
1 Feb 2020
RDP
2020-02
0.724). 0.043. (0.768). 0.153. (2.155). Mortgage servicing share (%). 0.133. (3.339). ... In addition, the OLS model suggests that these results are driven by high mortgage servicing ratios, as opposed to rental payments.
https://www.rba.gov.au/publications/rdp/2020/2020-02/full.html
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