Consultation on New Reporting Templates for Repo-Eligible Asset Backed Securities
December 2013
Following its period of consultation in October, the Reserve Bank has now finalised its new reporting requirements for repo-eligible CMBS and other ABS, as well as its measures to strengthen borrower privacy.
October 2013
Following on from the finalisation of new eligibility criteria for residential mortgage backed securities (RMBS) earlier in the year, the Reserve Bank has announced its intention to introduce new criteria for eligibility of commercial mortgage backed securities (CMBS) and other asset backed securities (ABS) in its market operations, as well as proposals to strengthen borrower privacy. Issuers of CMBS and ABS will be required to provide more detailed information than is currently the case, with the specific information set out in new reporting templates. The Bank is seeking submissions from interested parties on the templates and privacy measures.
| Media release | Media Release 2013-21: New Eligibility Criteria for Commercial Mortgage Backed Securities and Other Asset Backed Securities, and Measures to Strengthen Privacy |
|---|---|
| Proposed reporting templates for CMBS |
DRAFT Transaction-level Data Template
DRAFT Security-level Data Template DRAFT Loan-level Data Template DRAFT Postcode-Pool-level Data Template |
| Proposed reporting templates for ABS |
DRAFT Transaction-level Data Template
DRAFT Security-level Data Template DRAFT Pool-level Data Template |
| Measures to strengthen privacy |
Amendments to RMBS loan-level reporting templates to enhance borrower privacy and DRAFT RMBS postcode pool-level reporting template
DRAFT RMBS postcode pool-level reporting template |
| Closing date for submissions | 28 October 2013 |
July 2013
The Reserve Bank has finalised the cash flow waterfall template for repo-eligible RMBS after a consultation that closed on 15 May 2013.
April 2013
Following on from the consultation on the proposed reporting templates for repo-eligible residential mortgage backed securities (RMBS), announced in October 2012, the Reserve Bank has introduced a new reporting template. This new template will be required for all repo-eligible RMBS. The Bank is seeking submissions from interested parties on this template.
| Media release | Media Release 2013-08: Finalisation of New Eligibility Criteria for Residential Mortgage Backed Securities |
|---|---|
| Proposed reporting template |
Waterfall Data Template
Guidance Notes for the Waterfall Data Template 95KB |
| Making a submission | Parties wishing to comment should contact the Head of Domestic Markets Department no later than 15 May 2013 at dmsubmissions@rba.gov.au |
| Closing date for submissions | 15 May 2013 |
| Response to submissions | The RBA's Response to the Consultation on its Proposed RMBS Cash Flow Waterfall Reporting Template |
October 2012
The Reserve Bank has announced its intention to introduce new criteria for eligibility of residential mortgage backed securities (RMBS) in its market operations. Issuers of RMBS will be required to provide more detailed information than is currently the case, with the specific information set out in new reporting templates. The Bank is seeking submissions from interested parties on the templates.
| Media release | Media Release 2012-31: New Eligibility Criteria for Residential Mortgage Backed Securities |
|---|---|
| Proposed reporting templates |
DRAFT Transaction-level Data Template
DRAFT Security-level Data Template DRAFT Pool-level Data Template DRAFT Loan-level Data Template |
| Closing date for submissions | 28 December 2012 |
| Response to submissions | The RBA's Response to Consultation on its Proposed RMBS Reporting Templates |
| Marked-up draft reporting templates |
DRAFT Transaction-level Data Template (with mark-up)
DRAFT Security-level Data Template (with mark-up) DRAFT Loan-level Data Template (with mark-up) |