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🔄 Securitisation

Comprehensive guide to Securitisation, Factoring, Forfaiting, and TReDS.

Securitization

Securitization is the process of converting homogeneous loans & loan receivables into marketable securities. These securities are typically called Pass Through Certificates (PTC).

In simpler terms, a bank takes a pool of similar loans (like home loans or car loans), bundles them together, and sells them to investors as securities. This clears the bank's balance sheet and provides funds to lend again.

Parties Involved

  • Originator (assigns receivable to SPV): The bank or financial institution that originally lent the money (e.g., gave the home loans). They "originate" the assets and then assign (sell) the receivables to the SPV.
  • Special Purpose Vehicle (SPV): An entity created specifically for this transaction. It buys the loans from the originator and issues securities to investors. It acts as an intermediary to isolate the assets from the originator's bankruptcy risk.
  • Rating agency: They assess the quality of the pooled assets and assign a credit rating to the securities (PTCs). A higher rating helps attract investors.
  • Underwriters (credit enhancer): They may guarantee the sale of the securities or provide credit enhancement (like a guarantee) to improve the credit rating and protect investors against defaults.
  • Investor (QIB) gets PTC pays cash: The final buyers of the securities, typically Qualified Institutional Buyers (QIBs) like mutual funds, insurance companies, or pension funds. They pay cash to the SPV and receive the Pass Through Certificates (PTC).

Types of Securitization

  • Asset Backed (Auto Loans): When the underlying assets are short-term loans like car loans, credit card receivables, etc.
  • Mortgage Backed (Home Loans): When the underlying assets are mortgages (housing loans). These are often called Mortgage-Backed Securities (MBS).

Benefits

  • Management of credit concentration risk by originator bank: By selling off loans, the bank reduces its exposure to a specific sector or type of borrower.
  • Recycling of funds by originator bank: The bank gets immediate cash for its future receivables, which it can use to issue fresh loans.
  • Opportunity to investor to participate in good quality assets: Investors gain access to a pool of diversified lending assets that they couldn't lend to directly.
Securitisation flow for banking exams showing an originator bank transferring a loan pool to an SPV, investors buying PTCs, and EMI collections flowing through to investors
This flow shows how receivables move from the originator to the SPV, while cash and EMI collections ultimately connect the asset pool to PTC investors.

FACTORING (Domestic & Export)

Factoring is a financial service involving the financing of short-term receivables of a seller (Client) by a "Factor" for collection on the due date. It typically involves short-term domestic receivables arising from the sale of goods and services, with maturities usually 90 days or less.

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