Structuring Abs Transactions

Designs asset-backed securitization structures with tranche hierarchy, credit enhancement, and cash flow allocation mechanics.

When To Use

• Designing a new ABS issuance and defining the capital structure (tranche count, sizing, and subordination levels)
• Evaluating credit enhancement adequacy for a given collateral pool and target ratings
• Building or reviewing a cash flow waterfall for principal and interest allocation across tranches
• Comparing structural alternatives (sequential pay vs. pro rata, turbo features, reserve account sizing)
• Stress-testing an existing structure against collateral performance scenarios (default, prepayment, recovery)

Inputs To Gather