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Securitisation

Turning uniform monetary claims — loans, lease payments, receivables — into tradable bonds.

How to read the number

The originator takes the claims off its balance sheet and gets the money today; the investor gains access to a cash flow otherwise out of reach.

When the metric lies

Several intermediaries stand between investor and borrower. There is no way to learn that the pool is deteriorating before the servicer's next report says so.

Also known as: asset backed issue, pooled claims issue

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