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RBA Glossary definition for RMBS

RMBS – Residential Mortgage-backed securities

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2.2 Operations in Financial Markets

19 Oct 2023 RBA Annual Report – October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
Around 90 per cent of the outstanding value of TFF repos is backed by self-securitised RMBS. ... Self-securitised RMBS are not eligible as collateral for OMO repos.). Asset-backed securities – particularly self-securitised RMBS – are also the major
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

Risk Management

12 Apr 2020 RBA Annual Report – 2020
Footnotes. An internal RMBS is a bankruptcy-remote trust set up by an ADI which contains mortgages they have written. ... The Bank accepts the securities issued out of the RMBS (and secured by the mortgages) as collateral.
https://www.rba.gov.au/publications/annual-reports/rba/2020/risk-management.html

Operations in Financial Markets

12 Apr 2020 RBA Annual Report – 2020
Self-securitised RMBS are not eligible as collateral for daily OMO repos.) Self-securitised RMBS do not have directly observable market prices. ... Asset-backed securities – particularly self-securitised RMBS – are also the major asset held as
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html

Operations in Financial Markets

20 Sep 2018 RBA Annual Report – 2018
Around 95 per cent of the outstanding amount of open repos is backed by self-securitised RMBS. ... Asset-backed securities – particularly self-securitised RMBS – are also the major asset provided as collateral for the Committed Liquidity Facility (CLF
https://www.rba.gov.au/publications/annual-reports/rba/2018/operations-in-financial-markets.html

Operations in Financial Markets

17 Oct 2019 RBA Annual Report – 2019
Around 95 per cent of the outstanding value of open repos is backed by self-securitised RMBS. ... Asset-backed securities – particularly self-securitised RMBS – are also the major asset provided as collateral for the Committed Liquidity Facility
https://www.rba.gov.au/publications/annual-reports/rba/2019/operations-in-financial-markets.html

5.5 Abbreviations

19 Oct 2023 RBA Annual Report – 2023
RMBS. residential mortgage-backed securities. RTGS. real-time gross settlement. R&D. research and development.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.html

Operations in Financial Markets

25 Sep 2017 RBA Annual Report – 2017
Around 95 per cent of the outstanding amount of open repos is backed by self-securitised RMBS. ... Asset-backed securities – particularly self-securitised RMBS – are also the major asset provided as collateral for the Committed Liquidity Facility (CLF
https://www.rba.gov.au/publications/annual-reports/rba/2017/operations-in-financial-markets.html

Operations in Financial Markets

24 Oct 2016 RBA Annual Report – 2016
To collateralise these open repos, the Bank has permitted the use of certain related-party assets issued by bankruptcy remote vehicles, such as self-securitised RMBS. ... As a result, the Bank uses an externally reviewed internal valuation model for
https://www.rba.gov.au/publications/annual-reports/rba/2016/operations-in-financial-markets.html

Abbreviations

9 Aug 2023 RBA Annual Report - 2022 PDF 65KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/abbreviations.pdf