Search: Sub-prime mortgage
RBA Glossary definition for Sub-prime mortgage
Sub-prime mortgage – While there is no precise definition of sub-prime mortgages, in the United States, they are typically loans made to borrowers with impaired credit histories, which might include one or more payment defaults, a previous loan foreclosure, or bankruptcy.
Search Results
Box A: Developments in the US Sub-prime Mortgage Market
10 Mar 2007
FSR
– March 2007
Financial Stability Review – March 2007 Box A: Developments in the US Sub-prime Mortgage Market. ... Investors in the securities backed by sub-prime mortgages are also facing valuation losses as a result of the increase in sub-prime delinquencies.
https://www.rba.gov.au/publications/fsr/2007/mar/box-a.html
The Performance of Australian Residential Mortgage-backed Securities
10 Mar 2006
FSR
– March 2006
As at December 2005, there were $121 billion of prime and $5 billion of sub-prime Australian RMBS outstanding. ... Losses on both prime and sub-prime loans have shown an upward trend over 2005.
https://www.rba.gov.au/publications/fsr/2006/mar/perf-aus-res-mort-sec.html
List of tables
10 Mar 2006
FSR
– March 2006
Income. quintile. Mortgage repaymentsof. owner-occupiers. (a). Per cent of average after-tax earnings. ... 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 graphs
10 Mar 2006
FSR
– March 2006
Graph 3: Losses on Loans in Prime RMBS Collateral Pools. ... Graph 4: Sub-prime RMBS Loan Losses and Excess Spread.
https://www.rba.gov.au/publications/fsr/2006/mar/graphs.html
The Global Financial Environment
10 Sep 2007
FSR
– September 2007
The total potential losses on sub-prime mortgages remain difficult to determine, although some estimates exceed US$100 billion (compared with total outstanding mortgage debt in the United States of around ... The problems in the sub-prime mortgage
https://www.rba.gov.au/publications/fsr/2007/sep/global-fin-env.html
Boxes
22 Mar 2024
FSR
A number of Boxes on topics of special interest are published in the Financial Stabiilty Review. These boxes can be read as stand-alone documents or within the relevant Financial Stability Review.
https://www.rba.gov.au/publications/fsr/boxes.html
The Global Financial Environment
10 Mar 2008
FSR
– March 2008
According to data from the Mortgage Bankers Association, by number of loans, the 30-day arrears rate on US sub-prime adjustable-rate mortgages rose from 17 per cent in June ... poor underwriting and some fraudulent practices in the US sub-prime mortgage
https://www.rba.gov.au/publications/fsr/2008/mar/global-fin-env.html
Financial Stability Review – March 2007
27 Mar 2007
FSR
Financial Stability Review March 2007. Download the complete Review 620. KB. The material in this. Financial Stability Review. was finalised on 23 March 2007. (A disclaimer notice applies to data obtained from the HILDA Survey and used in the Review.
https://www.rba.gov.au/publications/fsr/2007/mar/
Box B: The ABX.HE Credit Default Swap Indices
10 Mar 2008
FSR
– March 2008
One set of indices that has received considerable attention recently, particularly given the problems in the US sub-prime mortgage market, is the ABX.HE indices, which track CDS on US ... Each ABX.HE index tracks CDS on a fixed sample of 20 RMBS, for
https://www.rba.gov.au/publications/fsr/2008/mar/box-b.html
Box A: Financial Guaranty Insurers (Monolines)
10 Mar 2008
FSR
– March 2008
Over the past decade, however, structured credit products, including securities backed by US sub-prime mortgages, have been an increasingly important source of business for the FGIs. ... Of this, around 1 per cent is accounted for by sub-prime mortgages
https://www.rba.gov.au/publications/fsr/2008/mar/box-a.html