Moody’s: ABS Issuers Choose Different Structures to Comply with Risk Retention

Moody's recently published a report on how ABS issuers choose different structures to comply with risk retention rules. In addition to describing the credit impact of the risk retention rules, the report highlights that:

  • Sponsors in most consumer asset classes retain horizontal strips;
  • ABS sponsors with master trust structures continue to retain a seller's interest; and
  • Prime and near-prime auto ABS were most affected by the rules, and use various retention methods. 

If you would like to join SFIG's Risk Retention Task Force, please contact Alyssa.Acevedo@sfindustry.org.

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