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
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
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
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
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
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