Complexity Premia Podcast, Episode 3
Budget Surplus, Could Banks Cut for RBA, RMBS Risks, Great Housing Debate, Unisuper investing $1.3bn in Hybrids and More
Month: March 2019
Complexity Premia Podcast, Episode 2
Will the RBA Blow the Bubble Back-Up, the ESG Alpha Mirage, and Much More
RMBS default rates trending higher as house prices plunge
Coolabah developed the world’s first compositionally-adjusted, or hedonic, regression-based index of RMBS default rates, covering all prime deals that Bloomberg reports on (you can download the paper here). We update this index monthly, and the results are enclosed below. Contrary to S&P’s SPIN Index, we find that Aussie RMBS arrears (nb: legally there is no difference …
RMBS default rates trending higher as house prices plunge Read More »
Complexity Premia Podcast, Episode 1
Welcome to the Complexity Premia Podcast
