Feb 05, 2023

Silly thought experiment on a specific consumer ABS

Say you structured an ABS which was not very well diversified, but only consisted of receivables from food deliveries. I.e., financing in 3 of a Burger King order, but obviously like thousands of these. Would this even be possible due to the rapid amortization? The bond would be of extremely short tenor ...

Would this bond also be considered HY? I can't imagine that the profile of a person who chooses to finance a food delivery is going to be one of very sound credit...

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