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Due diligence important for investors in Asia Pacific securitisation


As demand for Asia Pacific securitisation products grows, the use of sophisticated asset due diligence techniques is becoming increasingly important for investors according to a Deloitte Asia Pacific report, finding the right balance securitisation offerings and the importance of data quality in Asia Pacific.

According to Deloitte , this is being driven in part by the scare from the US sub prime market losses, with the booming Asia Pacific market not immune from performance and other concerns.

With asset securitisation one of the most complicated forms of financing, Asia Pacific issuers face a range of accounting, tax, regulatory, technology and operational challenges particularly as regulations, laws and accounting principles are not standardised across the region.

Arrangers and bondholders should employ all available tools to protect the integrity of their transactions.

There are pockets in Asia Pacific where leading asset due diligence techniques have not yet been fully embraced.

Although Australia is one of the mature markets in Asia Pacific, there is still no single standard of due diligence across the Australian marketplace.

In its experience the data quality processes of issuers varies significantly. Added to this is the need to focus on an ongoing monitoring of activities as well as on the initial due diligence.

The Australian Securitisation Forum (ASF) the peak industry body representing the securitisation market, recently established a new Markets Standards and Practices Committee to review existing due diligence practices, with a view to standardisation across the industry.

They are also seeing a need for specialised reviews of operational risk including a detailed monitoring of cashflow waterfall compliance, as well as continuous deal monitoring to ensure that the deal is performing in line with expectations.

Applying the appropriate balance of asset due diligence to a securitisation program coupled with other risk mitigation techniques will go a long way to prevent unforeseen events.

For issuers to succeed, their securitisation programs should include:

  • sound practices supported by efficient operational infrastructures
  • data quality
  • prudent servicing techniques.
Various due diligence activities are undertaken prior to closing a transaction, including corporate, credit, legal, asset, and offering document due diligence.

Countries in Asia Pacific have varying capital markets maturation levels. However, the principles of data quality and due diligence must be applied regardless of where the securitisation transaction is executed.

For deal participants, in particular, arrangers, bondholders, and issuers, due diligence should be a key component of the financial instrument placement process.

Finding the right balance of due diligence will enable securitisation to continue to expand in Asia Pacific and be an effective, efficient and reliable funding tool.
Australian Securitisation:

The Australian securitisation market has enjoyed rapid growth over the last 10 -12 years. The size of the market, based on the values of securities outstanding by Australian securitisation vehicles, has increased from $10bn in March 1995 to more than $200bn by the end of 2006.

Part of the growth of the Australian securitisation market has been driven by the growth of specialist mortgage originators.

The types of assets that have been securitised to date in Australia include:

  • residential mortgage loans
  • vehicle and equipment loans and leases
  • credit and charge card receivables
  • trade receivables
  • collateralised loan obligations
  • net interest margin (income streams)
  • commercial mortgage loans and leases

18-Jul-2007
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