Search: securitisation
RBA Glossary definition for securitisation
securitisation – Asset securitisation is the process of converting a pool of illiquid assets, such as residential mortgages, into tradeable securities.
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Estimation Strategy
22 Jul 2020
RDP
2020-03
Loans may also be removed from the dataset when a marketed RMBS deal is called, or when collateral is substituted out of a self-securitisation.
https://www.rba.gov.au/publications/rdp/2020/2020-03/estimation-strategy.html
What Can Previous Research Tell Us?
22 Jul 2020
RDP
2020-03
These studies typically examine either foreclosure mitigation policies or the role of securitisation, rather than the double-trigger hypothesis (Piskorski, Seru and Vig 2010; Kruger 2018).
https://www.rba.gov.au/publications/rdp/2020/2020-03/what-can-previous-research-tell-us.html