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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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3.3 Risk Management

19 Oct 2023 RBA Annual Report – October 2023
Risk Management | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/risk-management.html

2.2 Operations in Financial Markets

19 Oct 2023 RBA Annual Report – October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html

2.1 Annual Performance Statement for 2022/23

19 Oct 2023 RBA Annual Report – October 2023
Annual Performance Statement for 2022/23 | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/annual-performance-statement.html

Risk Management

27 Oct 2022 RBA Annual Report – October 2022
Previously, only ADIs with access to the Committed Liquidity Facility were permitted to post self-securitisations as collateral under the Banks standing facilities. ... Following this adjustment to the policy, ADIs use of self-securitisations as
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
Given the importance of asset-backed securities to the Reserve Banks operations, the Bank has mandatory reporting requirements for securitisations to remain eligible for repo. ... agreements. Source: RBA. Reflecting the Reserve Banks interest in
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

Annual Performance Statement for 2021/22

27 Oct 2022 RBA Annual Report – October 2022
The Bank has also made increasing use of the loan-level data contained in the Securitisation Dataset and the disaggregated business level data available in the Business Longitudinal Analysis Data Environment
https://www.rba.gov.au/publications/annual-reports/rba/2022/annual-performance-statement.html

Risk Management

21 Oct 2021 RBA Annual Report – 2021
Previously, only ADIs with access to the Committed Liquidity Facility (CLF) were allowed to post self-securitisations as collateral under the Bank's standing facilities. ... When the TFF was established, the Reserve Bank froze prices of eligible
https://www.rba.gov.au/publications/annual-reports/rba/2021/risk-management.html

Operations in Financial Markets

21 Oct 2021 RBA Annual Report – 2021
Given the importance of asset-backed securities to the Reserve Bank's operations, the Bank has mandatory reporting requirements for securitisations to remain eligible for repo. ... Source: RBA. Reflecting the Reserve Bank's interest in promoting
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html

Risk Management

12 Apr 2020 RBA Annual Report – 2020
When the TFF was established, the Reserve Bank froze prices of eligible self-securitisations for three years for the purpose of valuing collateral accepted under repo.
https://www.rba.gov.au/publications/annual-reports/rba/2020/risk-management.html

Operations in Financial Markets

12 Apr 2020 RBA Annual Report – 2020
Given the importance of asset-backed securities to the Reserve Bank's operations, the Bank has mandatory reporting requirements for securitisations to remain eligible for repo. ... Reflecting the Reserve Bank's interest in promoting transparency for
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html