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Tài liệu Securitized products ppt

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Tiêu đề Securitized products
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Securitized productsThe income-generating assets of a company are pooled separately from its balance sheet into a special-purpose vehicle SPV, and the SPV issues a security backed by the

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Securitized products

The income-generating assets of a company are pooled separately from its balance sheet into a special-purpose vehicle (SPV), and the SPV issues a

security backed by the cash flow to be generated by such assets and sells the security to investors This method is called "securitization." And the security issed through such a proces is generally called a "securitized product." Business

enterprises use their assets- such as auto loans, mortgage loans, lease

receivables, business loans, and commerical real astate- as collateral to back up their securitized products As defined by the Asset Liquidization Law, intellectual property (such as copyrights and patents) also can be securitized

When viewed from the standpoint of asset holders, securitization of assets has the advantage enabling them to use the proceeds of the assignment or sale of such assets they get at the time of issue in lieu of cash flow that may be

generated by the assets over a future period of years In other words, asset holders can convert uncertain incomes into a real fund At the same time, the practice offers asset holders the advantage of freeing them from the risk of a fall

in the price of their assets In addition, in case any holder of a piece of less liquid commercial ral estate wants to issue a security by putting up such ral estate as collateral, such asset holder may easily sell the security by issuing it in small denominations to atract a larger number of small investors

When viewed from the standpoint of investors, securitized products give them an additional choice of investment that have a new character More specifically, first,

a security backed by a piece of ral estate gives them an opportunity to invest in real estate that otherwise they cannont afford to buy outright with a small sum of money Secon, as asset holders can issue different grades of securities (the

"senior/subordinated structure") at one and the same time by controlling credit risks, they offer investors the opportunity to purchase a security that meets their needs

Basic mechanism of issuing securitized products

Generally, many of the securitized products are issued through a mechanism describled belw First, the holder of assets ("originator")- real estate and account receivable- that are to be securitized are assigned to a SPV By ssigning them to the SPV, such assets are separated from the balance sheet of the originator and become assets of the SPV An SPV takes the form of an association, a trust, a special purpose company (SPC), or a special -purpose trust, and most of the SPVs take the form of an SPC To ensure the bankruptcy remoteness (to hold the SPC harmless even when its owner goes bankrupt), the originator using the SPC formula generally establishes an overseas SPC that a charitable trust that

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uses a declaration of trust- a system unique to the Anglo-Saxon law- has, and then establises a domestic SPC as a subsidiary of such overseas SPC Those who have a debt to the originator are called "original obligors."

The next step is to formulate terms of issue of a securitized product to be issued

by the SPV If the originator opts for the trust method, it issues beneficiary

cerfificates of a trust company If it chooses the SPC method, it issues the kinds

of securities the SPC decides, but it does not have to issue them on one and the same terms of isse In short, it can design each with a different character by differentiating the orderof priority with respect to the payment of interest and redemption of principal, by varying maturities, or by offering the guarantee of a property and casualty insurance company By adding such wrinkles, the

originator can issue securities that meet the diverse need of investors And securities are called in terms of the order of priority for payment "senior security,"

"mezzanine security," or "subordinated security."

When the originator plans to sell its securitized products to an unspecified large number of investors, it should make them readily acceptable to investors by offering them objective and simple indicators (credit ratings) for independently measuring risk involved in its securitized products In addition, there are other players involved in marketing securitized products, such as back up servicers, who manage the assets underlying the securitized prodcts and recover funds under commission from the SPV, and bond management companies, which manage securitized products (corporate bonds) purchased by investors Firms that propose such mechanism for securitizing assets and coordinate the issuing and the sale of such products are called "arrangers," and securities companies and banks often act as arrangers

Japan Securities Research Institute

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