Added: 3 years ago
From: bionicturtledotcom
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  • Thank you very much for this. Very handy.

  • I just read the article on securitization in wikipedia. In that article, it's directly from originator to SPV, no arranger needed. Can you explain what the arranger actually does and why does the originator needs one? Can't he just constitute the SPE himself? And also... Is arranger the same as Sponsor, since Issuer is the SPE (this I checked).

  • Fannie & Freddie are agency arrangers; the arranger here (Goldman) is the non-agency equivalent. He buys pools of loans and he (the arranger) sets up the SPE. If the arranger is a bank, he may also be the warehouse, but if he is a mono-line, the warehouse lender is different. This is mortgages, may differ from others. Originator is doing volume retail; arranger (a.k.a., issuer, I agree) could also be originator, but often is an investment bank and, the i-bank is putting the whole thing together.

  • i don't understand this: In your example it seems that the originator, via an arranger (I'm thinking an investment bank, forms an SPE. Ok, so... the arranger never buys the pool of mortgages? Who controls the SPE, is it he originator or the Arranger? I ask because the examples I read, all talked about an originator that Sells a pool to an IB and then the IB constitutes the SPE to get that bankruptcy remote advantage... So can you further clarify? thanks

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