Academic literature on the topic 'Mortgages Australia'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Mortgages Australia.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Journal articles on the topic "Mortgages Australia"
Naoi, Michio, Piyush Tiwari, Yoko Moriizumi, Norifumi Yukutake, Norman Hutchison, Alla Koblyakova, and Jyoti Rao. "Household mortgage demand: a study of the UK, Australia and Japan." International Journal of Housing Markets and Analysis 12, no. 1 (February 4, 2019): 110–30. http://dx.doi.org/10.1108/ijhma-03-2017-0029.
Full textNorth, Gill. "Regulation Governing the Provision of Credit Assistance and Financial Advice in Australia: A Consumer's Perspective." Federal Law Review 43, no. 3 (September 2015): 369–96. http://dx.doi.org/10.22145/flr.43.3.2.
Full textOng, Rachel. "Unlocking Housing Equity Through Reverse Mortgages: The Case of Elderly Homeowners in Australia." European Journal of Housing Policy 8, no. 1 (January 22, 2008): 61–79. http://dx.doi.org/10.1080/14616710701817166.
Full textBurns, Fiona. "Mortgages, seniors and the common law contractual doctrine of mental incapacity in Australia." International Journal of Law and Psychiatry 34, no. 2 (March 2011): 79–93. http://dx.doi.org/10.1016/j.ijlp.2011.02.001.
Full textMihaylov, George, and Ralf Zurbruegg. "The Socioeconomic Impact of Shared Appreciation Mortgages on Borrowers: Empirical Evidence from South Australia." Urban Studies 51, no. 2 (June 6, 2013): 371–89. http://dx.doi.org/10.1177/0042098013489744.
Full textLiu, Ming-Hua, Dimitris Margaritis, and Zhuo Qiao. "The Global Financial Crisis and Retail Interest Rate Pass-Through in Australia." Review of Pacific Basin Financial Markets and Policies 19, no. 04 (December 2016): 1650026. http://dx.doi.org/10.1142/s0219091516500260.
Full textBullock, Katherine. "Caravanserai." American Journal of Islam and Society 21, no. 3 (July 1, 2004): 169–71. http://dx.doi.org/10.35632/ajis.v21i3.1786.
Full textOng, Rachel. "House Price Appreciation in Old Age: Analysis and Issues for the Use of Reverse Mortgages as a Retirement Funding Strategy in Australia." Journal of Population Ageing 2, no. 3-4 (December 2009): 139–60. http://dx.doi.org/10.1007/s12062-010-9021-5.
Full textFang, Hao, Yen-Hsien Lee, Jen-Sin Lee, and Wei-Jui Chen. "The adjustment speeds of short-run real estate investment trust (REIT) and corresponding stock returns in the USA and Australia." Investment Management and Financial Innovations 14, no. 3 (October 30, 2017): 173–88. http://dx.doi.org/10.21511/imfi.14(3-1).2017.02.
Full textSmith, Susan J., Melek Cigdem, Rachel Ong, and Gavin Wood. "Wellbeing at the edges of ownership." Environment and Planning A: Economy and Space 49, no. 5 (January 23, 2017): 1080–98. http://dx.doi.org/10.1177/0308518x16688471.
Full textDissertations / Theses on the topic "Mortgages Australia"
Chikolwa, Bwembya C. "Development and structuring of commercial mortgage-backed securities in Australia." Thesis, Curtin University, 2008. http://hdl.handle.net/20.500.11937/2062.
Full textChikolwa, Bwembya C. "Development and structuring of commercial mortgage-backed securities in Australia." Curtin University of Technology, Curtin Business School, School of Economics and Finance, 2008. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=18677.
Full textHigh property market transparency (Jones Lang LaSalle 2006b) and predominance of Listed Property Trusts (LPT) as CMBS issuers (Standard & Poor’s 2005b), who legally have to report their activities and underlying collateral performance to regulatory regimes such as Australian Stock Exchange (ASX)/Australian Securities and Investment Commission (ASIC) and their equity partners, have contributed to the success of the Australian CMBS market. Furthermore, the positive commercial real estate market outlook should support future CMBS issuance, with LPTs continuing their dominance as issuers. In investigating property risk assessment in Australian CMBSs, all the CMBSs issued over a six year period of 2000 to 2005 were obtained from Standard and Poor’s presale reports as found in their Ratings Direct database to identify and review how property risk factors were addressed in all issues and within specific property asset classes following the delineation of property risk by Adair and Hutchinson (2005). Adequate assessment of property risk and its reporting is critical to the success of CMBS issues. The proposed framework shows that assessing and reporting property risk in Australian CMBSs, which are primarily backed by direct property assets, under the headings of investment quality risk, covenant strength risk, and depreciation and obsolescence risk can easily be done. The proposed framework should prove useful to rating agencies, bond issuers and institutional investors. Rating agencies can adopt a more systematic and consistent approach towards reporting of assessed property risk in CMBSs. Issuers and institutional investors can examine the perceived consistency and appropriateness of the rating assigned to a CMBS issue by providing inferences concerning property risk assessment.
The ultimate goal of structuring CMBS transactions is to obtain a high credit rating as this has an impact on the yield obtainable and the success of the issue. The credit rating process involves highly subjective assessment of both qualitative and quantitative factors of a particular company as well as pertinent industry level or market level variables (Huang et al. 2004), with the final rating assigned by a credit committee via voting (Kwon et al. 1997). As such, credit rating agencies state that researchers cannot replicate their ratings quantitatively since their ratings reflect each agency’s opinion about an issue’s potential default risk and relies heavily on a committee’s analysis of the issuer’s ability and willingness to repay its debt. However, researchers have replicated bond ratings on the premise that financial ratios contain a large amount of information about a company’s credit risk. In this study, quantitative analysis of determinants of CMBS credit ratings issued by Standard and Poor’s from 2000 – 2006 using ANNs and OR and qualitative analysis of factors considered necessary to obtain a high credit rating and pricing issues necessary for the success of an issue through mail surveys of arrangers and issuers are undertaken. Of the quantitative variables propagated by credit rating agencies as being important to CMBS rating, only loan-to-value ratio (LTV) is found to be statistically significant, with the other variables being statistically insignificant using OR. This leads to the conclusion that statistical approaches used in corporate bond rating studies have limited replication capabilities in CMBS rating and that the endogeneity arguments raise significant questions about LTV and debt service coverage ratio (DSCR) as convenient, short-cut measures of CMBS default risk.
However, ANNs do offer promising predictive results and can be used to facilitate implementation of survey-based CMBS rating systems. This should contribute to making the CMBS rating methodology become more explicit which is advantageous in that both CMBS investors and issuers are provided with greater information and faith in the investment. ANN results show that 62.0% of CMBS rating is attributable to LTV (38.2%) and DSCR (23.6%); supporting earlier studies which have listed the two as being the most important variables in CMBS rating. The other variables’ contributions are: CMBS issue size (10.1%), CMBS tenure (6.7%), geographical diversity (13.5%) and property diversity (7.9%) respectively. The methodology used to obtain these results is validated when applied to predict LPT bond ratings. Both OR and ANN produce provide robust alternatives to rating LPT bonds, with no significant differences in results between the full models of the two methods. Qualitative analysis of surveys on arrangers and issuers provides insights into structuring issues they consider necessary to obtain a high credit rating and pricing issues necessary for the success of an issue. Rating of issues was found to be the main reason why investors invest in CMBSs and provision of funds at attractive rates as the main motivation behind CMBS issuance. Furthermore, asset quality was found to be the most important factor necessary to obtain a high credit rating supporting the view by Henderson and ING Barings (1997) that assets backing securitisation are its fundamental credit strength.
In addition, analyses of the surveys reveal the following: • The choice of which debt funding option to use depends on market conditions. • Credit tranching, over-collateralisation and cross-collateralisation are the main forms of credit enhancement in use. • On average, the AAA note tranche needs to be above AU$100 million and have 60 - 85% subordination for the CMBS issue to be economically viable. • Structuring costs range between 0.1% – 1% of issue size and structuring duration ranges from 4 – 9 months. • Preferred refinancing options are further capital market issues and bank debt. • Pricing CMBSs is greatly influenced by factors in the broader capital markets. For instance, the market had literary shut down as a result of the “credit crunch” caused by the meltdown in the US sub-prime mortgage market. These findings can be useful to issuers as a guide on the cost of going to the bond market to raise capital, which can be useful in comparing with other sources of funds. The findings of this thesis address crucial research priorities of the property industry as CMBSs are seen as a major commercial real estate debt instrument. By looking at how property risk can be assessed and reported in a more systematic way, and investigating quantitative and qualitative factors considered in structuring CMBSs, investor confidence can be increased through the increased body of knowledge. Several published refereed journal articles in Appendix C further validate the stature and significance of this thesis. It is evident that the property research in this thesis can lead aid in the revitalisation of the Australian CMBS market after the “shut down” caused by the melt-down in the US sub-prime mortgage market and can also be used to set up property-backed CMBSs in emerging countries where the CMBS market is immature or non-existent.
Chikolwa, Bwembya. "Development and structuring of commercial mortgage-backed securities in Australia." Thesis, Curtin University of Technology, 2008. https://eprints.qut.edu.au/19171/1/Development_and_Structuring_of_Commercial_Mortgage-Backed_Securities_in_Australia_Bwembya_Chikolwa.pdf.
Full textWilliams, David M. "Financial liberalism and innovation in Australia : the impact on house prices, mortgage markets and consumption." Thesis, University of Oxford, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.543604.
Full textHeddle, Gervaise Robert John. "Theories of credit rationing with an empirical application to the Australian home mortgage market /." Title page, abstract and table of contents only, 1993. http://web4.library.adelaide.edu.au/theses/09EC/09ech452.pdf.
Full textDaniel, John. "Prepayment modelling of (Australian) mortgage loans." Phd thesis, 2006. http://hdl.handle.net/1885/109351.
Full textYang, Yu-Hua, and 楊育華. "New Zealand and Australia Fund Performance Evaluation and The Impact of Subprime Mortgage Crisis." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/16181257721939967369.
Full text清雲科技大學
國際企業管理研究所
100
This study is aimed at analyzing the performance of six New Zealand and Australia funds sold in Taiwan, calculating their value at risk, and examining the impact of subprime mortgage crisis on the performance of the funds. The six funds - JF Australia (USD), Aberdeen Global Australasian Equity A2 (AUD), Parvest Equity Australia C (AUD), FF - Australia B (USD), Baring Australia A Class (USD) and the iShares MSCI Australia Index Fund - selected from Info Winner 2000 Database and TEJ Taiwan DB, are reviewed and further discussed. The average, the standard deviation, the β in the CAPM, and the Sharp Ratio are employed to compare the investment rates of return with the value at risk (VaR) for Australia and New Zealand funds before/during/after the subprime mortgage crisis in 2007. The absolute VaR- the relative VaR, the Historical Simulation, and the Monte Carlo Simulation are utilized as means of calculation. The results showed that, first, in the New Zealand and Australia markets, the maximum loss on investment
Lee, Yun-Teen, and 李運婷. "The impulse, causation and contagion of the subprime mortgage crisis for returns of bond index in U.S., EMU, United Kingdom, Australia and Japan." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/8528p6.
Full text銘傳大學
財務金融學系碩士在職專班
97
This paper examines the impact, causation, and contagion effect of subprime crisis on the returns on the U.S., EMU, UK, Australian and Japanese bond indices. We employ VECM to test the level of impact, VAR to test the causation, and GJR-GARCH within a VAR framework to test the contagion effect of subprime crisis. Our empirical results show that the occurrence of subprime crisis markedly increased the returns on U.S. EMU, UK and Australian bond indices. In addition, the lead-lag relationship in sovereign bond index between countries that sustained heavier financial losses in the subprime crisis, such as the U.S., EMU and UK and countries that sustained less losses, such as Australia and Japan remained the same and the phenomenon of risk contagion existed. After the subprime crisis, the relationship between the U.S. bond index and the EMU and UK bond indices turned from lead-lag to synchronous and the phenomenon of risk contagion existed. This result indicates that the commandingly leading position of the U.S. bond market in the worldwide bond markets has wiggled. The simultaneous responses of the U.S., EMU and UK bond markets to the tremendous impact brought about by the subprime crisis have created significant domino effect on the financial markets in the rest of the world. A “everybody’s in the same boat” model seems to have taken shape for the central banks of the U.S., EMU and UK at the time of a major financial crisis that if they adopt consistent monetary policies, it will help them cope better with material market changes and build up a defense network against the contagion of systemic risk induced by a financial storm.
Yu, Hsiu-Ling, and 尤綉綾. "Volatility Comovement and Contagion Effect among Stock Markets of Taiwan, Japan, Hong Kong and Australia: An Application of Multivariate Asymmetric GARCH and Effect from Events of Operation Iraqi Freedom, Subprime Mortgage and Financial Tsunami Crisis." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/17712771675819231465.
Full text國立臺北大學
國際企業研究所
98
The financial system of the Taiwan stock market has integrated fast with other stock markets in recent years. This may also enlarge the high linkages effects between Taiwan and other international financial markets. Since Taiwan, Japan, Hong Kong and Australia are located in Asia-Pacific area, there is an increase in bidirectional investment and trade from these four stock markets, which enhances the interactions among these four international markets. Also, the globalization of financial systems and the acceleration of information transmission have increased the risk of financial crises. Hence, the purpose of this thesis tries to investigate whether contagion effects exist, during the events of Operation Iraqi Freedom, Subprime Mortgage and Financial Tsunami Crisis, among these four stock markets. This thesis tries to establish the VEC-GJR DCC-GARCH model to prove the common volatility and volatility spillover effects among the stock markets of Taiwan, Japan, Hong Kong and Australia. The time for structural breaks in stock return volatility are detected first, based on the iterated cumulative sums of squares (ICSS) algorithm developed by Inclán and Tiao (1994), to identify the crisis period and to add dummies to avoid the overestimation of volatility. Then, time-varying correlation coefficients are estimated by the multivariate GARCH dynamic conditional correlation (DCC) model. In order to recognize the contagion effect, we test whether the DCC coefficients during the crisis period differs from that in the pre-crisis stable period. Empirical findings show that most of the stock markets demonstrate a significant increase of the mean correlation coefficients across countries after the crisis in comparison to periods before the crisis. The dynamic interactions among these stock markets are not just affected by volatility comovement but also by the contagion effect during the events as mentioned above occurred. These evidences suggest that domestic stock market investors need to consider financial impacts in neighborhood countries when making their investment decisions.
Books on the topic "Mortgages Australia"
Duncan, W. D. Mortgages law in Australia. 2nd ed. Annandale, NSW: Federation Press, 1996.
Find full textCseti, Del. Understanding personal property securities law. Sydney: CCH Australia, 2010.
Find full textDuncan, W. D. The law of real property mortgages. Annandale, NSW: Federation Press, 2007.
Find full textTyler, Edward Lawson Griffin. Fisher & Lightwood's law of mortgage. 2nd ed. [Sydney]: LexisNexis Butterworths, 2005.
Find full textTyler, Edward Lawson Griffin. Fisher and Lightwood's Law of mortgage. Sydney: Butterworths, 1995.
Find full textMortgage nation: The 2004 Australian election. Perth: API Network, 2005.
Find full textRajapakse, Pelma, and Shanuka Senarath. Commercial Law Aspects of Residential Mortgage Securitisation in Australia. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-00605-1.
Full textLockhart, Olive. Mortgage lifter and other stories. Nedlands, W.A: Tuart House, 1995.
Find full textSykes, Edward I. The law of securities: An account of the law pertaining to securities over real and personal property under the laws of Australian jurisdictions. 5th ed. North Ryde, N.S.W: Law Book Co., 1993.
Find full textThe law of securities: An account of the law pertaining to securities over real and personal property under the laws of the Australian states. 4th ed. North Ryde, N.S.W: Law Book Co., 1986.
Find full textBook chapters on the topic "Mortgages Australia"
Rajapakse, Pelma, and Shanuka Senarath. "Mortgage Origination." In Commercial Law Aspects of Residential Mortgage Securitisation in Australia, 69–86. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-00605-1_4.
Full textBerry, Mike. "Housing Wealth and Mortgage Debt in Australia." In The Blackwell Companion to the Economics of Housing, 126–46. Oxford, UK: Wiley-Blackwell, 2010. http://dx.doi.org/10.1002/9781444317978.ch6.
Full textRajapakse, Pelma, and Shanuka Senarath. "Structuring and Issuance in Residential Mortgage Securitisation." In Commercial Law Aspects of Residential Mortgage Securitisation in Australia, 43–67. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-00605-1_3.
Full textKaramujic, Muharem H. "Introduction to Contemporary Residential Mortgage (Home Loans) Lending Products." In Housing Affordability and Housing Investment Opportunity in Australia, 55–87. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137517937_4.
Full textRajapakse, Pelma, and Shanuka Senarath. "Insolvency Considerations Pertaining to Trustee-Issuer and Mortgage Originator." In Commercial Law Aspects of Residential Mortgage Securitisation in Australia, 189–213. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-00605-1_7.
Full textRajapakse, Pelma, and Shanuka Senarath. "Introduction." In Commercial Law Aspects of Residential Mortgage Securitisation in Australia, 1–17. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-00605-1_1.
Full textRajapakse, Pelma, and Shanuka Senarath. "Towards Formulating a Conceptual Framework." In Commercial Law Aspects of Residential Mortgage Securitisation in Australia, 19–41. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-00605-1_2.
Full textRajapakse, Pelma, and Shanuka Senarath. "The Legal Process for Transferring Mortgagee’s Rights to the Special Purpose Vehicle." In Commercial Law Aspects of Residential Mortgage Securitisation in Australia, 87–127. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-00605-1_5.
Full textRajapakse, Pelma, and Shanuka Senarath. "Law and Regulation of the Issue of Mortgage-Backed Securities." In Commercial Law Aspects of Residential Mortgage Securitisation in Australia, 129–87. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-00605-1_6.
Full textRajapakse, Pelma, and Shanuka Senarath. "Assessment of Current Regulation and Practice of RMBS Programmes." In Commercial Law Aspects of Residential Mortgage Securitisation in Australia, 215–68. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-00605-1_8.
Full textConference papers on the topic "Mortgages Australia"
"The Increasing Acceptance of Reverse Mortgages in Australia." In 14th Annual European Real Estate Society Conference: ERES Conference 2007. ERES, 2007. http://dx.doi.org/10.15396/eres2007_340.
Full text"Small area coupling of synthetic census and spatial micro-simulation applied to mortgage taxation in Australia." In 22nd International Congress on Modelling and Simulation (MODSIM2017). Modelling and Simulation Society of Australia and New Zealand, 2019. http://dx.doi.org/10.36334/modsim.2017.keynote.tanton.
Full text