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The Australian securitisation market 10 years on from 'the global financial crisis'

Chris Dalton

JASSA: The Finsia Journal of Applied Finance2017article
ABDC B
Weight
0.26

Abstract

While the outlook for the Australian securitisation market is very buoyant, the market is currently transitioning to meet the requirements of the new prudential standard on 1 January 2018. Over the medium term, an additional challenge for the market will be to attain economic pricing of cross-currency swaps to enable the issue of tranches of residential mortgage-backed securities (RMBS) and asset-backed securities (ABS) in currencies other than Australian dollars, thereby providing greater access to a wider investor base. This paper was prepared for the Monash University and Australian Centre for Financial Studies' 22nd Melbourne Money and Finance Conference on 10-11 July 2017.

Cite this paper

@article{chris2017,
  title        = {{The Australian securitisation market 10 years on from 'the global financial crisis'}},
  author       = {Chris Dalton},
  journal      = {JASSA: The Finsia Journal of Applied Finance},
  year         = {2017},
}

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The Australian securitisation market 10 years on from 'the global financial crisis'

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Evidence weight

0.26

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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