S&P Global Ratings

Credit analyst Erin Kitson joins us this week to discuss the Australian RMBS sector's likely resilience to rising interest rates in the country due to inflationary pressures. We do deep dives on a scenario analysis we performed to explore borrower sensitivity to rising interest rates, the fixed-rate phenomenon in the sector, property prices, unemployment, geographic diversity, and ratings performance. Related Article: Monetary Tightening To Test Australian RMBS