Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
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Discussion | Conference – 2016
18 Mar 2016
Conferences
In fact, the recent renminbi (RMB) depreciation and the associated RMB outflows mainly reflected asset-liability rebalancing by mainland residents, rather than cross-border capital outflows by foreign investors. ... Now with increased volatility and
https://www.rba.gov.au/publications/confs/2016/schipke-discussion.html
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
Capital Flows to China and the Issue of Hot Money: An Empirical Investigation
6 Dec 2010
Research Workshop
PDF
234KB
Reserve Bank of Australia Research Workshop 2010
https://www.rba.gov.au/publications/workshops/research/2010/pdf/lai.pdf
Securitisation and the Commercial Property Cycle | Conference – 2012
20 Aug 2012
Conferences
The logic underlying our conjecture is the mirror of our description of what was missing in the private-label RMBS market. ... More importantly, housing could be effectively and efficiently shorted through the development of CDS derivative indices on
https://www.rba.gov.au/publications/confs/2012/packer-riddiough.html
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
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 bias this multiple higher.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
Their presence is indisputable. But does this factor cause the explosion in RMBS and levered conduits? ... These events fit with the timing of the surge in RMBS issuance and are exogenous events.
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson.html
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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The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
1853KB
Data Description. 3.1 Securitisation Dataset. The Reserve Bank of Australia (RBA) accepts residential mortgage-backed securities (RMBS) as. ... to move meaningfully away from 0. 10 Loans may also be removed from the dataset when a marketed RMBS deal is
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf
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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Discussion of The Sub-prime Crisis: Causal Distortions and Regulatory Reform
22 Oct 2008
Conferences
PDF
85KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/blundell-wignall-atkinson-disc.pdf