Asset Backed Security

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Definition:

An asset backed security (ABS) is a debt instrument (bond) which passes through to investors payments that are derived from certain assets held by the issuer, such as, for example:
  • Accounts receivable
  • Royalties
  • Credit card debt
  • Loans
  • Leases

Thus, for example, the interest and principal payments on an asset backed security linked to accounts receivable will be contingent on the collection of those receivables by the company issuing the bond.

The failure of the issuer's customers to pay in a timely fashion creates the risk that the bond holder will not receive timely payment, or that the asset backed security in question may actually go into default.

As generally applied in financial discourse, however, the term asset backed security typically does not include variations such as these, whose underlying assets are mortgage loans or real estate:

Nonetheless, in a strict sense, all the above essentially are varieties of asset backed security. Adding to the potential confusion is that some financial writers and market participants are loose in their usage of terminology, and thus may have all or some of the above types of instruments in mind when they are referring to asset backed securities.

Meanwhile, there are other variations on the theme of asset backed security that the user of the terminology may have in mind, such as:


Alternate Spellings: asset-backed security, ABS
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