Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
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Developments in the Financial System Architecture
10 Mar 2009
FSR
– March 2009
For example, risk weights on senior exposures to CDOs of RMBS will roughly triple across all ratings levels. ... The Government also stipulated that at least half of the investments in RMBS be allocated to issuers that are not ADIs.
https://www.rba.gov.au/publications/fsr/2009/mar/dev-sys-arch.html
The Global Financial Environment
20 Apr 2016
FSR
– April 2016
Policy actions around the RMB and capital account are another important financial stability consideration. ... net capital outflow increases to the point where the Chinese authorities are pressured to allow the RMB to depreciate more quickly.
https://www.rba.gov.au/publications/fsr/2016/apr/global-fin-env.html
List of graphs
10 Sep 2008
FSR
– September 2008
Graph 3: US Sub-prime RMBS Index Prices. ... Graph 34: Spreads on Domestically Issued Prime RMBS.
https://www.rba.gov.au/publications/fsr/2008/sep/graphs.html
Box A: Financial Guaranty Insurers (Monolines)
10 Mar 2008
FSR
– March 2008
Instruments such as RMBS and CDOs instead typically rely on subordination, over-collateralisation, lenders' mortage insurance and excess spread reserves for credit enhancement.
https://www.rba.gov.au/publications/fsr/2008/mar/box-a.html
The Australian Financial System
15 Oct 2015
FSR
October 2015
PDF
452KB
https://www.rba.gov.au/publications/fsr/2015/oct/pdf/aus-fin-sys.pdf
The Global Financial Environment
14 Apr 2016
FSR
April 2016
PDF
798KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/global-fin-env.pdf
List of graphs
20 Apr 2016
FSR
– April 2016
Graph 3.8: Australian RMBS.
https://www.rba.gov.au/publications/fsr/2016/apr/graphs.html
Financial Stability Review – September 2008
13 Oct 2008
FSR
– September 2008
PDF
692KB
https://www.rba.gov.au/publications/fsr/2008/sep/pdf/0908.pdf
The Australian Financial System
10 Sep 2008
FSR
– September 2008
As noted in the March 2008 Review, conditions have been difficult in both the ABCP market and the RMBS market. ... At these spreads, funding mortgages by issuing RMBS is unlikely to be profitable for many types of loans at existing mortgage rates.
https://www.rba.gov.au/publications/fsr/2008/sep/aus-fin-sys.html
Box A: Covered Bonds
10 Mar 2011
FSR
– March 2011
The European mortgages that typically back covered bonds also became less distressed than the US mortgages that backed many US residential mortgage-backed securities (RMBS). ... at about 250 basis points on average in 2009, while spreads for prime RMBS
https://www.rba.gov.au/publications/fsr/2011/mar/box-a.html