RaoscaffIntelligence · Mirror Brief
The Australian Property Decode · AU-03
Australian Mortgage Stress · Decomposed by Measure and by Leverage

The Mortgage-Stress Cohort.

“Mortgage stress” arrives as one averaged headline — 1.447 million mortgage holders, 26.8%, “At Risk.” This brief decomposes it: a modelled estimate is not an observed count, and an average is not a distribution.

Window · 3 mo to March 2026 · RBA data to end-2025 Geography · Australia · national Measures · 1 modelled stress · 2 observed arrears Published · 2026-05-21
Mortgage stress · modelled estimate vs observed arrears
26.8%vs~1%
the modelled burden, against borrowers actually behind

Roy Morgan's modelled “At Risk” estimate covers 26.8% of mortgage holders — 1,447,000 — for the three months to March 2026. The RBA's observed data, to end-2025, records around 1% of variable-rate owner-occupiers with a cash-flow shortfall. A modelled estimate of burden; an observed count of distress — two different measures.

01 · The Headline

“1.4 million in mortgage stress.” What kind of number is that?

It is a sentence built to alarm: more than one in four Australian mortgage holders, 1.4 million households, in “mortgage stress.” It sounds like a count of people in trouble — borrowers falling behind, the system under strain. It is, more precisely, something narrower: a modelled estimate of repayment burden.

The figure is Roy Morgan's. Its modelled “At Risk” measure placed 1,447,000 mortgage holders — 26.8% — above an income-scaled repayment-burden threshold in the three months to March 2026. It is a real, carefully constructed figure, published by a respected research firm. It is also not a count of borrowers actually behind on the mortgage. That is a different measure, and a different — far smaller — number.

This brief places the measures on one sheet. The point is not that the headline is wrong. It is that “1.4 million in mortgage stress” answers a specific question — how many borrowers carry a heavy modelled repayment burden? — and a reader who takes it as how many are behind on the loan? has reached for the wrong number.

Mortgage stress · Roy Morgan
26.8%
1,447,000 “At Risk” · 3 mo to March 2026 · modelled
“Extremely At Risk” · Roy Morgan
18.9%
1,020,000 · the deeper modelled band
Cash-flow shortfall · RBA
~1%
variable-rate owner-occupiers · to end-2025 · observed
90+ day arrears · RBA
<1%
housing loans · declined to ~pre-pandemic · observed
02 · The Two Measures

A modelled estimate, and an observed count. Not one number.

The headline figure and the arrears figure are not two readings of one thing. One is a modelled estimate of repayment burden; the other is an observed count of borrowers behind. This brief draws them on two separate planes — because they are not on one axis.

ONE HEADLINE — TWO MEASURES A modelled estimate of repayment burden, and an observed count of borrowers behind — not one number. MODELLED · ROY MORGAN the modelled “At Risk” share of all mortgage holders · 3 months to March 2026 26.8% 1,447,000 mortgage holders — the modelled estimate of repayment burden above an income-scaled threshold. A borrower can be “At Risk” and paying every instalment on time. track = all mortgage holders (100%) DIFFERENT MEASURES · BOTH CORRECT · ROUGHLY 25× APART — BY DESIGN A modelled estimate of burden is not an observed count of distress. The two are not drawn on one axis. OBSERVED · RBA borrowers with a cash-flow shortfall, or behind on payments · data to end-2025 ~1% Around 1% of variable-rate owner-occupier borrowers ran a cash-flow shortfall at end-2025. Fewer than 1% of housing loans are 90+ days in arrears — a rate that has declined over the past year. track = all housing loans (100%) The headline quotes the modelled estimate. The observed count of borrowers behind is far smaller — both are real measures of related, but different, things. SOURCE · Roy Morgan, Mortgage Stress Risk (3 mo to March 2026) · RBA Financial Stability Review, March 2026 (data to end-2025). Each figure verbatim from the publisher.
The wide block is the modelled estimate — 26.8% of mortgage holders carry a repayment burden the model flags. The sliver is the observed count — around 1% of borrowers are actually behind. The headline quotes the first.
One headline, three measures beneath it · verified figures with reference periods
MeasureWhat it isLatest verified figurePeriod & source
Mortgage stressa modelled estimate — repayment burden above an income-scaled threshold1,447,000 / 26.8% “At Risk”Roy Morgan · 3 mo to March 2026
Arrearsobserved — borrowers with a cash-flow shortfall, or behind on payments~1% shortfall; <1% 90+ daysRBA Financial Stability Review · to end-2025
Arrears (alternate series)observed — 30+ days in arrears1.68% of mortgagesCotality · Q1 2025
Default / possessionthe outcomeno current national figure verified — not quantified

Roy Morgan's modelled “At Risk” share is 26.8% of mortgage holders. The RBA's observed cash-flow-shortfall measure is around 1%; 90-plus-day arrears are below 1%. The two sit roughly twenty-five-fold apart — and that gap is not an error in either. It is the distance between a model of burden and a count of distress. A modelled repayment-burden ratio is not a count of borrowers actually behind; the two were never the same number.

Both belong in the picture. Roy Morgan's estimate is correct as a modelled estimate; the RBA's data is correct as observed data. The brief alleges no error by either — it simply draws them on two planes, so neither is read as the other.

03 · Why They Differ

A model estimates a burden. A count records who is behind.

Roy Morgan's measure flags a borrower whose modelled repayment burden crosses an income-scaled threshold. The RBA's measure counts only borrowers actually behind. The designs answer different questions, so they return different numbers.

The Estimate
Roy Morgan — “At Risk”
Modelled · repayment burden
Flags a borrower whose modelled home-loan repayments exceed an income-scaled share of after-tax household income — 25% to 45%, depending on income and spending. A model of burden; it does not observe whether any instalment was missed.
The Count
RBA & Cotality — arrears
Observed · borrowers behind
Counts borrowers with a genuine cash-flow shortfall, or formally behind — 30, 60, 90 days in arrears. An observed record of distress, drawn from loan data, not a model of repayment burden.
Roy Morgan, defining “At Risk”

Borrowers “paying more than a certain proportion of their after-tax household income (25% to 45% depending on income and spending) into their home loan, based on the appropriate Standard Variable Rate reported by the RBA and the amount they initially borrowed.”

A borrower can clear that threshold — carry a burden the model flags as “At Risk” — and still be paying every instalment, in full, on time. The model does not claim otherwise; it measures burden, not arrears. Roy Morgan's deeper band, “Extremely At Risk” — 1,020,000 mortgage holders, 18.9% — uses the amount now outstanding rather than the amount initially borrowed: a different denominator. The two bands are not interchangeable, and the brief never averages them.

Roy Morgan itself notes that the dominant driver of the “At Risk” level is household income and employment, not the interest rate. That is why the modelled 26.8% and the observed ~1% sit roughly twenty-five-fold apart — not because either is wrong, but because one estimates a burden and the other counts who is behind. And beyond arrears sits a third measure entirely: default, the outcome — for which no clean current national figure was verified, so AU-03 names it and leaves it unquantified.

04 · The Cohort

The 26.8% is an average. The exposure is not.

Beneath the headline, repayment difficulty is not spread evenly across borrowers. It concentrates — and the axis it concentrates on is leverage: how much was borrowed against the property, and how thin the buffer behind it.

The RBA's Financial Stability Review and its arrears research establish the distribution directly. Observed arrears run far higher for borrowers carrying the most leverage, and close to nothing for the well-buffered majority. The table below sets out that distribution — all of it one measure, observed arrears, so the cohorts are comparable to one another.

Observed arrears by leverage · concentrated, not uniform
Borrower cohortObserved arrearsReference
High-LVR · loan-to-value ratio ≥ 80%~2.5%peak, 2024 — well above the whole-of-book rate
High loan-to-income · LTI > 4~1.5%RBA arrears research
Whole-of-book · 90+ days in arrears<1%RBA FSR Mar 2026 — declined over the past year to ~pre-pandemic

Read the other way, the same data is a resilience picture. The median prepayment buffer is larger than before the pandemic for every income quartile; fewer than 1% of households are in negative equity; whole-of-book 90-plus-day arrears are below 1% and have declined over the past year. The well-buffered majority — most borrowers, across every income band — carries little of the strain. The exposure is real, and it is concentrated in a high-leverage, thin-buffer minority.

One axis this brief does not use is loan vintage. No publisher splits mortgage stress or arrears by the year a loan was written, so AU-03 frames the cohort by leverage — the verified proxy. Recent high-LVR lending, including first-home-buyer lending after the October 2025 expansion of the 5%-deposit scheme, clusters at the top of the LVR range, which places recent buyers disproportionately in the exposed group. But that is a statement about leverage, supported by LVR-keyed data — not a published purchase-year table.

Prepayment buffer · RBA
Larger
than pre-pandemic · every income quartile · FSR Mar 2026
Negative equity · RBA
<1%
of households · FSR Mar 2026
High-LVR arrears · RBA
~2.5%
2024 peak · against whole-of-book below 1%
05 · The Series

The price, the rent, the borrower — one question, asked three times.

AU-03 follows AU-01 and AU-02 inside The Australian Property Decode. The first brief decomposed how Australia measures the price of a house — three private indices, three methods. The second decomposed how it measures the rent on one — a flow measure and a stock measure. The third decomposes the borrower carrying the loan — a modelled estimate, an observed count, and a distribution.

The series asks one question of each published property figure: which population does this number actually describe? For the house price it was which sample of sales; for the rent, which sample of tenants; for mortgage stress, which kind of measure — and which borrowers, on which side of a leverage line. The headline rarely says. The brief does.

Composite · A Modelled Reading

What “one in four” looks like at one kitchen table.

Illustrative composite · a modelled household · not a real person · not advice
A modelled mortgage-holder household, reading “one in four”

General information only. The scenario below is a modelled illustration, built to make the data concrete — it is not advice, and it describes no real person, household, or transaction.

Picture a modelled household with a mortgage, reading that 26.8% of mortgage holders are “At Risk” — more than one in four. They read it as a one-in-four chance that they, specifically, are in trouble. The number has set the mood at the kitchen table, and shaped how they think about the year ahead.

But 26.8% is the modelled “At Risk” estimate — the share of mortgage holders whose modelled repayments cross an income-scaled burden threshold. It is not a one-in-four probability of falling behind on the loan. The measure that counts borrowers actually behind — the RBA's observed data — sits near 1%. The two answer different questions, and this household has been reading the answer to the one it did not ask.

Whether this modelled household sits in the genuinely exposed group is not settled by the headline average at all. It turns on leverage and buffer — how high their loan-to-value ratio is, how much of a prepayment buffer they hold. The RBA's data shows the exposure concentrated there: arrears reached around 2.5% at their 2024 peak for high-LVR borrowers, against a whole-of-book rate below 1%, while prepayment buffers across every income quartile are larger than before the pandemic.

The composite is illustrative — a modelled household, not a surveyed one. Its only purpose is to make the decomposition concrete: the headline is a modelled estimate laid across an uneven distribution. The brief offers no view on this household's position, and no suggestion of what they should do — only on which number the headline is, and which it is not.

The Plain-Sheet

At a glance.

AU-03 · The Mortgage-Stress Cohort · in five lines
The whole brief, in plain English — for any reader, in under a minute.
01
3 measures
Mortgage stress (a modelled estimate), arrears (an observed count), and default (the outcome) are three different things. The brief names which it means each time.
02
26.8% vs ~1%
Roy Morgan's modelled "At Risk" estimate: 1,447,000 / 26.8% (3 mo to March 2026). The RBA's observed cash-flow shortfall: ~1% (to end-2025). Roughly 25× apart — by design.
03
Modelled ≠ count
"At Risk" flags a modelled repayment-burden ratio. A borrower can be "At Risk" and paying every instalment on time. It is not a count of people behind.
04
Concentrated, not uniform
High-LVR arrears reached ~2.5% at their 2024 peak against a whole-of-book rate below 1%. The exposure sits with a high-leverage, thin-buffer minority.
05
The buffer majority
Prepayment buffers are larger than pre-pandemic across every income quartile; fewer than 1% of households are in negative equity. Most borrowers carry little of the strain.

If you read one thing: “1.4 million in mortgage stress” is a modelled estimate of repayment burden — not a count of people behind on the loan. That observed number is around one percent, and the exposure is concentrated by leverage.

Editorial Verdict
Predict-not-recommend

Australia's mortgage-stress headline is not a count of households behind on the loan. It is a modelled estimate of repayment burden — Roy Morgan's “At Risk” measure, 1,447,000 / 26.8% in the three months to March 2026. The observed arrears figure — borrowers actually behind — is far smaller: around 1% with a cash-flow shortfall, fewer than 1% 90 or more days in arrears, by the RBA's data to end-2025. Both numbers are real; they measure different things. Mirror Brief AU-03 makes one claim: read whether a mortgage-stress number is a modelled estimate or an observed count before reading it as “how many are in trouble” — and remember the headline is an average laid across a distribution concentrated, by leverage, in a minority. Every figure here is verbatim from a publisher's own release. The brief alleges nothing against Roy Morgan, the RBA, or Cotality — each measure is correct for what it measures.

Methodology

How this brief is built.

Research approach

Mirror format — RAOSCAFF anchors on the publishers' own released figures (Roy Morgan, the RBA Financial Stability Review, Cotality), places the modelled stress measure beside the observed arrears measure, and decomposes the design difference behind the gap between them. No primary data collection, no analyst estimate, no extrapolation.

Source standards

Every figure traces to a Roy Morgan release, the RBA's March 2026 Financial Stability Review, the RBA's arrears research, or Cotality's mortgage-arrears article, fetched live on 21 May 2026 by Phase 0. Each figure carries its reference period in the same sentence — Roy Morgan is the three months to March 2026; the RBA FSR is data to end-2025; Cotality is Q1 2025; the cash rate is 5 May 2026 — and periods are never blended. Full source list in the companion FACTS.md.

Construction

FACTS.md is the source-of-truth file; every figure in this report traces to it. The hero is a two-measure panel built from the publishers' verified figures, with the modelled and observed measures drawn on separate planes so neither is read as the other. Phase 0 returned GREEN with one framing constraint: because no publisher splits mortgage stress by loan vintage, the cohort axis is leverage — loan-to-value ratio, loan-to-income, buffer — the verified proxy, and AU-03 claims no purchase-year table.

Limitations

Default and possession are not quantified — no clean current national figure was verified. The cohort is framed by leverage, not loan vintage. Roy Morgan's “~1.6 million” figure is a projection of a post-further-rate-rise scenario and is not used as a current number; the current figure is 1,447,000 / 26.8%. The brief makes no forecast of stress, arrears, or interest rates, and does not adjudicate which measure is most useful — each answers a different question.

Editorial position

Predict-not-recommend. Defamation-disciplined: the brief critiques what each measure measures — never the integrity, competence, or honesty of any publisher or person; Roy Morgan's modelled estimate is stated to be correct as a modelled estimate, the RBA's observed data correct as observed data. Roy Morgan, the Reserve Bank of Australia, and Cotality are cited as the authoritative publishers of their respective series. The brief adds only the cross-measure comparison no single publisher prints.

Sources

Seven publicly-available sources · fetched live 2026-05-21.

01
Mortgage stress risk, March 2026 — 1,447,000 / 26.8% “At Risk”; “At Risk” methodologyroymorgan.com/findings/10198-mortgage-stress-risk-march-2026
Roy Morgan · 2026-04-28
02
Mortgage stress risk, January 2026 — prior readingroymorgan.com/findings/10138-mortgage-stress-risk-january-2026
Roy Morgan
03
Financial Stability Review, March 2026 — Resilience of Australian Households and Businessesrba.gov.au/publications/fsr/2026/mar/resilience-of-australian-households-and-businesses.html
RBA · 2026-03
04
Financial Stability Review, March 2026 — Financial Stability Assessmentrba.gov.au/publications/fsr/2026/mar/financial-stability-assessment.html
RBA · 2026-03
05
Monetary Policy Decision, 5 May 2026 — cash rate 4.35%rba.gov.au/media-releases/2026/mr-26-12.html
RBA · 2026-05-05
06
Mortgage arrears remain contained despite high rates — 1.68% of mortgages 30+ days in arrearscotality.com/au/insights/articles/mortgage-arrears-remain-contained-despite
Cotality · 2025-06-25
07
Bulletin, July 2024 — Recent Drivers of Housing Loan Arrears (arrears by LVR / LTI)rba.gov.au/publications/bulletin/2024/jul/recent-drivers-of-housing-loan-arrears.html
RBA · 2024-07