Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
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List of tables
10 Sep 2004
FSR
– September 2004
Source: DNB. Table 1: Australian Entities' RMBS Issuance. 2000-August 2004, A$ billion. ... 1.4. 0.7. Average spread (basis points). (a). 33. 28. 30. (a) Spreads are weighted averages of spreads above bank bill rates for the senior tranches of prime RMBS.
https://www.rba.gov.au/publications/fsr/2004/sep/tables.html
Bonds and Benchmarks
19 Mar 2019
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the KangaNews DCM Summit, Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.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
Domestic Financial Conditions
10 Feb 2023
SMP
– February 2023
Graph 3.14. Issuance of residential mortgage backed securities (RMBS) in 2022 was higher than in most of the past 15 years (Graph 3.15). ... Similarly, liaison with banks suggests this spread widening has made RMBS issuance less appealing for banks
https://www.rba.gov.au/publications/smp/2023/feb/domestic-financial-conditions.html
Trends in China's Capital Account
21 Jun 2018
Bulletin
– June 2018
between the freely traded offshore RMB and the more restricted onshore RMB) (Graph 3). ... deposits. At the same time, foreign entities withdrew RMB deposits from the mainland.
https://www.rba.gov.au/publications/bulletin/2018/jun/trends-in-chinas-capital-account.html
List of tables
20 Oct 2015
FSR
– October 2015
b) Average half-yearly change. Sources: APRA; RBA. Table 3.4: Characteristics of RMBS Issuance. ... 7. 3. 13. (a) For all marketed RMBS issuances with available data; weighted by loan values except per cent of sub-AAA tranches, which is based on tranche
https://www.rba.gov.au/publications/fsr/2015/oct/tables.html
Domestic Financial Conditions
4 Nov 2022
SMP
– November 2022
Graph 3.12. Issuance of residential mortgage backed securities (RMBS) have remained robust in recent months. ... Spreads on RMBS widened further. Market liaison with banks confirmed that wider spreads in RMBS markets made issuance less appealing for them
https://www.rba.gov.au/publications/smp/2022/nov/domestic-financial-conditions.html
Resilience of the Australian Financial System
6 Oct 2023
FSR
– October 2023
Resilience of the Australian Financial System | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/australian-financial-system.html
Domestic Financial Conditions
6 May 2022
SMP
– May 2022
Of the $10 billion residential mortgage backed securities (RMBS) issued in the quarter, non-banks issued $8 billion (Graph 3.14). ... Spreads on RMBS have risen for both banks and non-banks since the start of the year, likely reflecting increased
https://www.rba.gov.au/publications/smp/2022/may/domestic-financial-conditions.html
The RBA's Response to the Consultation on its Proposed RMBS Cash Flow Waterfall Reporting Template | Consultations
18 Jul 2013
Consultations
The RBA's Response to the Consultation on its Proposed RMBS Cash Flow Waterfall Reporting Template
https://www.rba.gov.au/publications/consultations/20130718-response-to-consultation-on-proposed-rmbs-cash-flow-waterfall-reporting-template.html