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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Domestic Financial Conditions
7 Feb 2020
SMP
- February 2020
PDF
823KB
https://www.rba.gov.au/publications/smp/2020/feb/pdf/03-domestic-financial-conditions.pdf
Domestic Financial Conditions
4 Feb 2021
SMP
– February 2021
Since the March announcement of the Structured Finance Support Fund (SFSF), the Australian Office of Finance Management (AOFM) has provided funding to securitisation warehouses and has invested directly in ABS in
https://www.rba.gov.au/publications/smp/2021/feb/domestic-financial-conditions.html
Domestic Financial Markets
10 Feb 2015
SMP
– February 2015
Around $9 billion in securitisations have been issued since the previous Statement, with around 80 per cent in the form of residential mortgage-backed securities (RMBS) (Graph 4.11). ... Mortgage originators have raised around $1 billion in
https://www.rba.gov.au/publications/smp/2015/feb/dom-fin-mkts.html
Box E: The Reserve Bank's Term Funding Facility (TFF)
7 Aug 2020
SMP
– August 2020
months. Endnotes. The Australian Government has a complementary program of support for the non-bank financial sector, small lenders and the securitisation market, which is being implemented by the Australian Office
https://www.rba.gov.au/publications/smp/2020/aug/box-e-the-reserve-banks-term-funding-facility-tff.html
Domestic Financial Markets
10 Aug 2008
SMP
– August 2008
Institutions that rely heavily on capital markets, particularly securitisation, to fund their lending have been more affected than institutions with sizeable deposit bases. ... Spreads would need to fall somewhat further for securitisation to become an
https://www.rba.gov.au/publications/smp/2008/aug/dom-fin-mkts.html
Domestic Financial Conditions
5 Nov 2020
SMP
– November 2020
Since the March announcement of the Structured Finance Support Fund (SFSF), the AOFM has provided funding to securitisation warehouses and invested directly in the primary and secondary asset-backed securities (ABS)
https://www.rba.gov.au/publications/smp/2020/nov/domestic-financial-conditions.html
Box D: The Distribution of Variable Housing Interest Rates
8 Nov 2019
SMP
– November 2019
The distribution of interest rates is sourced from the Securitisation Dataset, which provides a monthly update on the interest rate paid on around one-quarter of mortgages in Australia. ... See Fernandes K and D Jones (2018), ‘. The Reserve Bank's
https://www.rba.gov.au/publications/smp/2019/nov/box-d-the-distribution-of-variable-housing-interest-rates.html
Domestic Financial Conditions
3 Nov 2022
SMP
- November 2022
PDF
1965KB
https://www.rba.gov.au/publications/smp/2022/nov/pdf/03-domestic-financial-conditions.pdf
Domestic Financial Markets
10 Feb 2014
SMP
– February 2014
Issuance in the Australian securitisation market of $32 billion in 2013 was the highest it has been since the start of the global financial crisis (Graph 4.10).
https://www.rba.gov.au/publications/smp/2014/feb/dom-fin-mkts.html
Domestic Financial Markets
10 Aug 2009
SMP
– August 2009
Investor demand for the additional equity has been strong. In contrast, securitisation markets remain dislocated, with all residential mortgage-backed securities (RMBS) issued since October last year having the Australian Office ... The bulk of losses
https://www.rba.gov.au/publications/smp/2009/aug/dom-fin-mkts.html