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Common Structures of Asset-Backed Securities and Their Risks

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Author Info
Tarun Sabarwal (Department of Economics, Washington University in St. Louis)

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Abstract

In recent years, one area of growing concern in corporate governance is the accounting and transfer of risk using special purpose entities (or trusts). Such entities are used widely in issuing asset-backed securities. This paper provides an overview of the asset-backed securities market, and discusses the common structures used in this market to transform the risks associated with the underlying collateral into risks associated with the issued securities. Understanding these structures is essential to understanding the allocation and transfer of risk among the different parties in an asset-backed transaction – the originator, the special-purpose entity, investors, and related parties such as insurance guarantors. Understanding these structures is also essential in proposing potential solutions to regulatory and accounting concerns about the transfer of risks in asset-backed securities.

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File URL: http://129.3.20.41/eps/fin/papers/0512/0512012.pdf
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Publisher Info
Paper provided by EconWPA in its series Finance with number 0512012.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 25 pages
Date of creation: 09 Dec 2005
Date of revision: 29 Dec 2005
Handle: RePEc:wpa:wuwpfi:0512012

Note: Type of Document - pdf; pages: 25
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Web page: http://129.3.20.41

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Related research
Keywords: Asset-backed Securities; Structured Finance; Special Purpose Entity; Seller Recourse; Corporate Governance;

Find related papers by JEL classification:
G30 - Financial Economics - - Corporate Finance and Governance - - - General
G20 - Financial Economics - - Financial Institutions and Services - - - General
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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This page was last updated on 2009-11-17.


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