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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Box D: Stress Testing and Australian Bank Resilience
7 Oct 2022
FSR
– October 2022
higher inflation and interest rates, based on data from the Reserve Banks Securitisation Dataset.
https://www.rba.gov.au/publications/fsr/2022/oct/box-d-stress-testing-and-australian-bank-resilience.html
Box B: The Impact of Rising Interest Rates and Inflation on Indebted Households' Cash Flows
7 Oct 2022
FSR
– October 2022
To estimate the combined impact of these forces, scenario analysis can be used to gauge the effect on individual borrowers over the next couple of years, drawing on the Banks Securitisation
https://www.rba.gov.au/publications/fsr/2022/oct/box-b-the-impact-of-rising-interest-rates-and-inflation-on-indebted-households-cash-flows.html
Household and Business Finances
8 Apr 2022
FSR
– April 2022
Estimates using the Reserve Bank's Securitisation dataset indicate that only around 5 per cent of loans have an outstanding loan-to-valuation ratio (LVR) greater than 75 per cent, compared ... Scenario analysis using information in the Securitisation
https://www.rba.gov.au/publications/fsr/2022/apr/household-business-finances.html
The Australian Financial System
8 Apr 2022
FSR
– April 2022
Data from the Reserve Bank's Securitisation dataset show that there has been some increase in high loan-to-income (LTI) loans securitised by non-banks over recent years, but a
https://www.rba.gov.au/publications/fsr/2022/apr/australian-financial-system.html
Household and Business Finances in Australia
8 Oct 2021
FSR
– October 2021
Consistent with this, loan-level data from the Reserve Bank's Securitisation dataset suggest prepayment buffers on the majority of housing loans (excluding loans to investors and fixed-rate loans where ... The Securitisation System data indicate that
https://www.rba.gov.au/publications/fsr/2021/oct/household-business-finances-in-australia.html
Household and Business Finances in Australia
9 Apr 2021
FSR
- April 2021
PDF
350KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/02-household-business-finances.pdf
Financial Stability Review
9 Apr 2021
FSR
- April 2021
PDF
1740KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/financial-stability-review-2021-04.pdf
Household and Business Finances in Australia
8 Apr 2021
FSR
– April 2021
Data from the Reserve Bank's Securitisation System suggest that just under two-thirds of these loans are held by investors and/or fixed-rate borrowers who have incentives to hold ... In addition, Securitisation System data suggest that for loans less
https://www.rba.gov.au/publications/fsr/2021/apr/household-business-finances.html
Domestic Regulatory Developments
8 Apr 2021
FSR
– April 2021
The disruption to financial markets during the early stages of the pandemic meant that non-bank lenders, which rely heavily on securitisation, slowed their lending for a period. ... The fund has made targeted investments in term securitisations and
https://www.rba.gov.au/publications/fsr/2021/apr/regulatory-developments.html
Domestic Regulatory Developments
8 Apr 2021
FSR
- April 2021
PDF
260KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/04-regulatory-developments.pdf