Research Library


General Market and Product Material

Housing and Property Market

Lenders' Mortgage Insurance

Legal and Regulatory

Credit Rating Agencies - Methodology, Criteria and Reports



General Market and Product Material

Structural Features of Australian RMBS
Reserve Bank of Australia, June 2015

Housing and Property Market

Monthly Housing and Economic Market Update
CoreLogic RP Data
Australian Residential Mortgage Delinquency Map (Excel)
Sector comment: NSW improves, but most states deteriorate (PDF)  
Moody's Investor Services, September 2015
Australian Housing Affordability: Steady on a National Basis, But Sydney and Melbourne Deteriorate (PDF)
Moody's Investor Services, April 2015
Property capital markets report (PDF)
CoreLogic RP Data, April 2015
Deloitte Mortgage Report 2015 and related infographic Let the Good Times Roll (PDF)
Deloitte, March 2015
An Overview of Australia's Housing Market and Residential Mortgage-Backed Securities (PDF)
Standard & Poor's Ratings Services, March 2015
The US Leads The Global Securitization Rebound, But Interest Rate Hikes Could Threaten That Trend (PDF)
Standard & Poor's Ratings Services, January 2015
Comparing the UK, Dutch, Australian and Japanese RMBS and Mortgage Markets (PDF)
Standard & Poor's Ratings Services, September 2014
Australian property market – bubble or bubble-like? (PDF)
Realm Investment House, May 2012
2011 First time property investors survey: national results (PDF)
Mortgage Choice, July 2011
Housing in Australia in the 2000s - On the agenda too late? (PDF)
Judith Yates, RBA, 2011
Bubbling Over: The End of Australia’s $2 Trillion Housing Party (PDF)
Philip Soos

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Lenders' Mortgage Insurance

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Legal and Regulatory

International Comparative Legal Guide (ICLG) Securitisation 2017 (view separate chapters Australia, Hong Kong or China
King & Wood Mallesons, April 2017
The Regulatory Capital Framework for Residential Mortgages (PDF)
Reserve Bank of Australia, October 2015
Structural Features of Australian Residential Mortgage-Backed Securities (PDF)
Reserve Bank of Australia, June 2015
International Comparative Legal Guide (ICLG) Securitisation: Australian, Hong Kong & China (download Chapter 8: AustraliaChapter 20: Hong Kong or Chapter 14: China)
King & Wood Mallesons, May 2015
CRR 122a replacement report (PDF)
European Banking Authority, December 2014
Letter to ADIs reinforcing sound residential mortgage-lending practices (PDF)
APRA, December 2014
Prudential Practice Guide - APG-223 Residential Mortgage Lending (PDF)
APRA, November 2014
Briefing Note - New EU securitisation risk retention rules - redrawing the roadmap (PDF)
Clifford Chance, January 2014
Bubbles, banks and financial stability (PDF)
European Central Bank, November 2012
Principles for Sound Residential Mortgage Underwriting Practices (PDF)
Financial Stability Board, April 2012
Prudent mortgage lending standards help ensure financial stability (PDF)
Reserve Bank of Australia, February 2012
Mortgage Choices and Housing Speculation (PDF)
Federal Reserve Bank of Chicago, June 2011

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Credit Rating Agencies - Methodology, Criteria and Reports

Australian RMBS Sponsored By Regional Banks: Stable Performance Supports Rating Stability (PDF)
S&P Global Ratings, August 2017
An Overview of Australia's Housing Market and Residential Mortgage Backed Securities (PDF)
S&P Global Ratings, July 2017
Ten Years After The Financial Crisis, Global Securitization Lending Transformed By Regulation And Economic Growth (PDF)
S&P Global Ratings, July 2017
Australian RMBS Sponsored By Major Banks: Stable Performance Supports Rating Stability (PDF)
S&P Global Ratings, June 2017
Australia and New Zealand Structured Finance Scenario and Sensitivity Analysis (PDF)
S&P Global Ratings, April 2017
Australian RMBS Originated By Other Banks: Strong Collateral Quality Supports Rating Stability (PDF)
S&P Global Ratings, March 2017
APAC Residential Mortage Criteria (PDF)
Fitch Ratings, June 2015
Moody's Approach to Rating RMBS Using the MILAN Framework (PDF)
Moody's Investor Services, January 2015
Australian RMBS Index Report Q3 2014 - Housing Loan Arrears Hit Eight-Year Low (PDF)
Standard & Poor's, November 2014
A Primer - Comparing Japanese, Australian, Dutch and UK RMBS and Mortgage Markets (PDF)
Moody's Investor Services, March 2013
Australian residential mortgage delinquencies to stabilize after a slight decline, but regional disparity persists (PDF)
Moody's Investor Services, October 2012
Key drivers of default in Irish RMBS pools will persist in 2013 (PDF)
Moody's Investor Services, September 2012
Reduced use of receiver of rent is credit positive for UK buy-to-let RMBS (PDF)
Moody's Investor Services, March 2012
Australian Government’s recommendation for flood insurance is credit positive for RMBS (PDF)
Moody's Investor Services, November 2011
Australian RMBS rating methodology and assumptions (PDF)
Standard & Poor’s, September 2011
Changing use and dependence of LMI in Australian RMBS (PDF)
Moody's Investor Services, April 2011 
Modified loans (PDF)
Moody's Investor Services, February 2011
Giving the bullet to investors (PDF)
Moody's Investor Services, December 2010
Methodology and assumptions for analyzing the cash flow and payment structures of Australian and New Zealand RMBS (PDF)
Standard & Poor’s, June 2010
Cash Flow Analysis of Synthetic ABS-RMBS Transactions (PDF)
Moody's Investor Services, September 2009
Australian house price indices - Review and impact on RMBS loss severity (PDF)
Moody's Investor Services, May 2009
Updated Moody's Servicer Quality Rating Scale and Definitions (PDF)
Moody's Investor Services, May 2005

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What's On

Upcoming courses, seminars and networking opportunities for your professional development

OCT

13

Securitisation Fundamentals

Sydney

OCT

26/27

Securitisation Applied

Sydney

OCT

31

Women in Securitisation Annual Cocktail Lunch

Sydney

NOV

20/21

Australian Securitisation Conference

Hilton, Sydney

NOV

27/28

Securitisation Professionals

Melbourne

Australian Securitisation Journal

The Australian Securitisation Journal (ASJ) is the official journal of the Australian Securitisation Forum. The ASJ is published by KangaNews on a semi-annual basis.

Read the official journal of the ASF

Market snapshot

View a snapshot of the Australian structured credit market, courtesy of Macquarie Debt Markets Research. Key data is refreshed on a monthly basis.

View the latest market activity