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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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The Reserve Bank's Securitisation Dataset

13 Dec 2018 Bulletin – December 2018
Kate Fernandes and Dominic Jones
The Reserve Bank's Securitisation Dataset contains timely and detailed data on each and every one of the mortgages underlying Australian residential mortgage-backed securities (RMBS).
https://www.rba.gov.au/publications/bulletin/2018/dec/the-reserve-banks-securitisation-dataset.html

List of tables

10 Sep 2004 FSR – September 2004
Financial Stability Review – September 2004 List of tables. Boxes. Table B1: Dutch Banking Sector. Articles. Table 1: House Prices. Percentage change over half-year. ABS. APM. (a). CBA. REIA. 2003II. 2004I. 2003II. 2004I. 2003II. 2004I. 2003II.
https://www.rba.gov.au/publications/fsr/2004/sep/tables.html

Managing the Risks of Holding Self-securitisations as Collateral

17 Sep 2020 Bulletin – September 2020
Duke Cole and Calebe de Roure
Self-securitisations are structured pools of assets, such as residential mortgages, created by banks specifically to use as collateral to access liquidity from the Reserve Bank.
https://www.rba.gov.au/publications/bulletin/2020/sep/managing-the-risks-of-holding-self-securitisations-as-collateral.html

Asset Securitisation in Australia

10 Sep 2004 FSR – September 2004
The rapid growth in the asset-backed securities market in the past decade has been driven by securitisations of residential mortgages. ... The basic structure of a residential mortgage securitisation is outlined inSecurities with an original maturity of
https://www.rba.gov.au/publications/fsr/2004/sep/asset-sec-in-aus.html

Shadow Banking – International and Domestic Developments

19 Mar 2015 Bulletin – March 2015
Josef Manalo, Kate McLoughlin and Carl Schwartz
One of the lessons from the global financial crisis is that systemic risk to the financial system can arise from outside the regular banking system, in so-called ‘shadow banking’. This article reviews post-crisis international and domestic
https://www.rba.gov.au/publications/bulletin/2015/mar/8.html

RBA Measuring Credit

10 Sep 2009 Bulletin – September 2009
Laura Berger-Thomson and Paul Bloxham
securitisations by these institutions where an associated decline in their balance sheets was identified. ... While this approach was satisfactory when there was little securitisation, it had become increasingly problematic over time.
https://www.rba.gov.au/publications/bulletin/2009/sep/3.html

List of figures

10 Sep 2004 FSR – September 2004
Figure 1: Residential Mortgage Securitisation Structure.
https://www.rba.gov.au/publications/fsr/2004/sep/figures.html

List of graphs

10 Sep 2004 FSR – September 2004
Graph 1: Australian Securitisation Vehicles.
https://www.rba.gov.au/publications/fsr/2004/sep/graphs.html

Credit Risk Transfer Markets: An Australian Perspective

10 May 2003 Bulletin – May 2003
Keith Hall and Erin Stuart
This avoids the costs and complexities of transferring assets. (See Appendix for some details on securitisation structures.). ... Securitisation schemes also commonly build-in some form of structural enhancement to reallocate any losses among investors.
https://www.rba.gov.au/publications/bulletin/2003/may/2.html

Box D: A Closer Look at the Shadow Banking System in Australia

10 Mar 2012 FSR – March 2012
In Australia, non-prudentially regulated institutions include registered financial corporations (RFCs), securitisation vehicles, money market funds and other investment funds. ... In Australia, securitisation has not posed the same risks as in some
https://www.rba.gov.au/publications/fsr/2012/mar/box-d.html