富国银行表示,其在第一财季对私募信贷公司的敞口约为362亿美元,披露了这一备受投资者关注的业务类别的更多细节。
在相关抵押资产中,商业服务、软件和医疗保健行业的公司约占总价值的一半,其中软件公司占17%。
富国银行在周二的一份投资者演示材料中指出,在超过98%的此类交易中,如果底层资产的信用表现恶化,该行可以调整保证金水平。这些证券化贷款大约具有40%的缓冲空间,也就是说,在富国银行实际确认损失之前,其所提供资金的基金需先承担约40%的损失。
富国银行表示,其中约80亿美元的贷款是以股权对手方形式提供给商业发展公司(BDC),主要为私人BDC。
这些业务属于富国银行对非银行金融机构贷款组合的一部分,截至3月31日,该类贷款总额为2102亿美元。这些贷款既包括由资产池支持的证券化贷款,也包括通过其自营承销逐笔发放的贷款。
责任编辑:江学思
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