RMBS

In assessing whether to get long or short residential mortgage-backed securities (RMBS), we undertake a great deal of quantitative analysis, including revaluing the...

Coolabah developed the world's first compositionally-adjusted, or hedonic, regression-based index of RMBS default rates, covering all prime deals that Bloomberg...

One of our best “short” (as opposed to “long”) ideas this year has been to bet that the credit spreads on residential mortgage-backed securities (RMBS) would...

Today I argue that the Hayne royal commission's interim report is flawed in several respects that will force lenders to hike mortgage rates and reduce access to credit...

We have just published our August RMBS default index report, which you can download here. Key take-aways are as follows: Contrary to S&P data, Coolabah’s...

In the AFR I reveal that luxury home values are tanking, particularly in ultra-high-end beach-side suburbs like Sydney's Palm Beach, and then unveil our new hedonic...

I've been asked by a few clients why we exited our circa $250m position in AAA rated RMBS, which was a modest ~10% portfolio exposure that had performed brilliantly...

The average variable home loan rate in Australia has fallen from 8.3% to 5.1% in the past ten years, enabling households to borrow more and drive house prices higher....