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
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
Housing Finance | Supplementary Submission to the Financial System Inquiry – August 2014 | Financial Sector | Submissions
1 Aug 2014
Submissions
III. APRA, in consultation with CFR members, considered the market characteristics of domestic RMBS against the qualifying criteria issued by the Basel Committee on Banking Supervision. ... In APRA's view, reached in consultation with the Bank, RMBS do
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-08/housing-finance.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
Box C: Measures of Housing Loan Quality
10 Sep 2004
FSR
– September 2004
Data on loans past due are also available from rating agencies for the home loans underlying residential mortgage-backed securities (RMBS). ... This largely reflects the requirement that only housing loans free of payment difficulties are used for new
https://www.rba.gov.au/publications/fsr/2004/sep/box-c.html