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ABSO.

Pool Structuring And Securitisation

ABSO: Asset Backed Securitisation Orchestration, from loan tape to issuance.

A securitisation platform turns a loan book into structured, investable pools. ABSO aggregates the assets, structures the tranches, applies credit enhancement and distributes to institutional and private capital, while fund admin, NAV, servicing and compliance stay exactly as they are.

Financial district skyline, representing a securitisation and pool structuring platform
Pool · 1,240 loans · ₹412 Cr
Structured
Class A62%
Mezzanine26%
Equity12%
Illustrative structure
8 to 10 weeksfrom loan to liquidity, benchmark
within 1%credit-enhancement modelling
Class Ainvestment-grade target

How Pool Structuring Works

A pool moves from origination to issuance in five steps.

1On-Chain Origination =Documentation + Loan NFTCorrespondent BankBorrowerTitleAppraisersUnderwriterFundingDocumentation2Decision on loan poolcharacteristics based on theplanned certificate to beissuedDirect InvestorLoan Extraction, PoolingAnd Selection via theGenAI-LLM-RAG layer3Pool Due Diligence, TapePreparation For RatingAgency And Rating ProcessDue Diligence, SecondaryValuation Companies AndRating AgenciesAccess to complete priordocumentation, underwritingupdates, stipulations clearing,generation of the ASF tape4Issuers, Custodial AndTrustStructuring, Pricing, RWATokenisation AndFractionalisation,Closing5Bonds Issue And SaleInvestment Bankers, HedgeFunds, MFs, Wall StreetBond issued, with access toloan-wise service data via loanRWA NFTsOriginatorInputsServicerInputs
  1. Correspondent BankOn-Chain Origination = Documentation + Loan NFTBorrower, Title, Appraisers, Underwriter, Funding
  2. Direct InvestorLoan Extraction, Pooling And Selection via the GenAI-LLM-RAG layerDecision on loan pool characteristics based on the planned certificate to be issued
  3. Due Diligence, Secondary Valuation Companies And Rating AgenciesPool Due Diligence, Tape Preparation For Rating Agency And Rating ProcessAccess to complete prior documentation, underwriting updates, stipulations clearing, generation of the ASF tape
  4. Issuers, Custodial And TrustStructuring, Pricing, RWA Tokenisation And Fractionalisation, Closing
  5. Investment Bankers, Hedge Funds, MFs, Wall StreetBonds Issue And SaleBond issued, with access to loan-wise service data via loan RWA NFTs
Five steps from loan to liquidity, with the responsible party named at each one.

Read more: how loan pools become liquidity and the mortgage securitisation ecosystem.

Liquidity Solutions

Six levers turn a balance sheet into liquidity.

Working CapitalOptimisationDiversifiedFunding AndCreditCash FlowForecastingAssetMonetisationAnd EfficiencyRisk ManagementAnd ReservesCashPositioning AndVisibilityLiquiditySolutions
  1. Liquidity Solutions
  2. Working Capital Optimisation
  3. Diversified Funding And Credit
  4. Cash Flow Forecasting
  5. Asset Monetisation And Efficiency
  6. Risk Management And Reserves
  7. Cash Positioning And Visibility

Soft Assets Are Securitised

Loans and receivables are pooled, tranched and issued to institutional capital.

Hard Assets Are Fractionalised

Real estate is held in an SPV and opened as units through Pazalabs, our partner platform.

Capital Keeps Cycling

Proceeds return to the originator, fund new lending and leave a verifiable history behind them.

Who Does What

Every party in the structure works from the same record.

Originators

Connect a loan book to new capital without changing operations.

Issuers And Fund Managers

Structure investment-grade classes with modelled enhancement, tested faster than manual structuring allows.

Rating And Diligence Firms

Review standardised tapes with transparent audit trails.

Investors, Trustees And Custodians

See real-time performance, programmable structures and automated reporting.

Frequently Asked Questions

Securitisation questions buyers ask first.

What is a securitisation platform?

It is software that turns a book of loans or receivables into investable securities. It aggregates the assets, selects and pools them, structures tranches with credit enhancement, and distributes and services the result. ABSO does this on one record.

What does a cash flow waterfall do?

It sets the order in which collections are paid out: senior investors first, then mezzanine, then equity. In ABSO the waterfall is encoded as a smart contract, so coupon and principal execute by rule.

What does credit enhancement do?

It protects senior investors from losses, for example through subordination, over-collateralisation or a cash reserve. ABSO models enhancement in minutes so issuers can test combinations quickly.

Does it change how our fund is administered?

No. Fund admin, NAV, servicing and compliance stay exactly as they are. ABSO adds the distribution rail on top.

Walk A Pool Through ABSO.

Bring a tape and we will show aggregation, structuring and the investor view against it.