Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
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Discussion | Conference – 2016
18 Mar 2016
Conferences
This would be an interesting development and I think it could have implications for the internationalisation of the renminbi (RMB). ... China is pushing the internationalisation of its currency and wants more RMB to be used internationally.
https://www.rba.gov.au/publications/confs/2016/ma-roberts-kelly-discussion.html
Discussion on The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
not sufficient condition for the sudden acceleration of the RMBS market after 2004. ... US RMBS market toward less experienced players, contributing to the sub-prime crisis.
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson-disc.html
Promoting Liquidity: Why and How? | Conference – 2008
14 Jul 2008
Conferences
Unlike the case in the United States, Australian RMBS have not suffered a deterioration of fundamentals, with arrears and default rates remaining low. ... Yet in early 2008, large selling by offshore structured investment vehicles contributed to a
https://www.rba.gov.au/publications/confs/2008/kearns-lowe.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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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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Promoting Liquidiity: Why and How?
23 Oct 2008
Conferences
PDF
224KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/kearns-lowe.pdf
Discussion of Capital Account Liberalisation and China's Effect on Global Capital Flows
28 Oct 2016
Conferences
PDF
64KB
RBA Conference Volume 2016
https://www.rba.gov.au/publications/confs/2016/pdf/rba-conference-volume-2016-schipke-discussion.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
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. ... 100. 140. 180. bps. Other ABS(b). RMBS(b). RMBS secondary. 3. the
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
Securitisation and the Commercial Property Cycle
10 Dec 2012
Conferences
PDF
1300KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/packer-riddiough.pdf
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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