Search: RMBS
RBA Glossary definition for RMBS
RMBS – Residential Mortgage-backed securities
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The Performance of Australian Residential Mortgage-backed Securities
10 Mar 2006
FSR
– March 2006
Furthermore, the post-issuance credit rating performance of Australian RMBS has been strong. ... LMI. Demand for RMBS by domestic and non-resident investors remains very strong.
https://www.rba.gov.au/publications/fsr/2006/mar/perf-aus-res-mort-sec.html
The RBA's Response to Consultation on its Proposed RMBS Reporting Templates | Consultations
10 Oct 2012
Consultations
The RBA's Response to Consultation on its Proposed RMBS Reporting Templates
https://www.rba.gov.au/publications/consultations/201210-response-re-new-rmbs-reporting-templates/
Asset Securitisation in Australia
10 Sep 2004
FSR
– September 2004
Prime RMBS mortgage pools will often contain some low-documentation (‘low-doc’) loans. ... Non-conforming RMBS account for a relatively small proportion of Australian RMBS issuance.
https://www.rba.gov.au/publications/fsr/2004/sep/asset-sec-in-aus.html
List of tables
10 Mar 2006
FSR
– March 2006
Table 1: Ratings Changes of Australian RMBS. (a). Number of individual tranches outstanding as at February 2006. ... 356. 0. 0. Subordinated tranches. 217. 74. 9. Sub-prime RMBS. Senior tranches.
https://www.rba.gov.au/publications/fsr/2006/mar/tables.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
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
Box D: Non-bank Lending for Property
12 Apr 2019
FSR
– April 2019
The flow of non-bank RMBS issuance in 2018 was close to the pre-crisis peak. ... funding. In addition, it does not currently appear feasible to significantly increase the capacity of RMBS markets.
https://www.rba.gov.au/publications/fsr/2019/apr/box-d.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
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
Box B: The ABX.HE Credit Default Swap Indices
10 Mar 2008
FSR
– March 2008
There are five sub-indices, each corresponding to a different rating class of the RMBS (Figure B1). ... series. This can be done using assumptions about the expected duration of the underlying RMBS.
https://www.rba.gov.au/publications/fsr/2008/mar/box-b.html