Responsible investment in securitised debt: A technical guide | Technical guide
Executive summary
This guide provides an overview of the state of play for how investors are integrating responsible investment practices in securitised assets. These are debt securities created by bundling together different types of debt (including mortgages, consumer or corporate loans) and converting them into tradeable securities.
The guide covers the most common segments of the securitised market:
- residential mortgage-backed securities (RMBS)
- commercial mortgage-backed securities (CMBS)
- asset-backed securities (ABS)
- collateralised loan obligations (CLOs)
The complex nature of securitised debt has slowed the introduction of responsible investment approaches, however we have seen progress in recent years.
The first section…
