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      Whether you are a retail or commercial bank lender, building society, specialist lender or private equity firm you will have a range of options to manage your liquidity and capital. Where a transaction is underpinned by a portfolio of assets, we have a dedicated team of experienced professionals ready to support you.

      Our core services deliver agreed-upon procedures, testing the accuracy of your data and calculations prepared for these transactions. For over 25 years, we have evolved with the market and the shifting regulatory environment to develop solutions that provide quick and dynamic results, helping you to swiftly access the market and your investors when economic conditions are at their best.

      Helena Lyons
      Helena Lyons

      Director, Securitisation, Deal Advisory

      KPMG in the UK

      Subscribe to deal advisory insights

      Our team of experts has executed over 1,000 deals across a wide range of transaction types as well as asset classes, including: RMBS, ABS, CMBS, CRE CLOs, Synthetic Risk Trades, Covered Bonds & Regulated Covered Bonds, Warehouse/Conduit Funding, Bank of England Schemes and Portfolio Sale/Purchases. This breadth of experience, combined with our strong links into a network of colleagues located across Europe, the US and other major global centres, provides a reliable and responsive service across the full life cycle of a transaction, whatever the circumstance.

      Our services include:

      • Assistance in preparing for a transaction and considering feasibility, readiness and capability requirements.
      • Data agreed upon procedures using statistical sampling methodology to compare the asset pool data to supporting source documentation and systems records
      • Checking asset pool data against eligibility criteria
      • Reporting on credit events and final loss amounts for synthetic securitisation transactions
      • Offering circular agreed upon procedures recalculating:
        • portfolio stratification tables and other related data
        • collateral and bond cash flows, based on specified assumptions and methodologies, to check information presented of average lives of notes under various scenarios
      • Skills support to internal audit and compliance reviews
      • Targeted reviews in specific areas, for example: investor reporting; compliance with transaction terms for cash flow receipts; allocations and payments; and third-party servicer processes
      • Post-deal services to support ongoing monitoring, reporting and management activities after completion.
      securitisation-in-balance-sheet-optimisation

      Securitisation & balance sheet optimisation - 2025

      The securitisation paper covers a general review of securitisation in Europe and the UK.

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      Asset portfolio

      Asset portfolio agreed upon procedures

      This file sets out KPMG’s bespoke procedures and testing approach over asset portfolios.
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      Securitisation

      Securitisation issuer services

      This file sets out KPMG’s securitisation issuer services that cover the entire transaction lifecycle, from preparation and execution to ongoing operations, across a range of asset classes.
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      Lender due diligence

      Lender due diligence

      This file introduces KPMG bespoke Lender Due Diligence services, which can be tailored to reflect buy-side or sell-side requirements.
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      securitisation-in-balance-sheet-optimisation

      Collateral and cash waterfall calculations

      This file introduces KPMG’s testing approach to perform agreed upon procedures in relation to certain numerical information contained with the offering circular for a securitisation transaction.
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      securitisation-in-balance-sheet-optimisation

      Verification agent services

      This file introduces KPMG’s service to support synthetic transactions as Verification Agent and some key considerations at each stage of the typical verification process.
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      Our deal advisory insights

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      Read enough? Get in touch with our team and find out why organisations across the UK trust us to make the difference.

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