Sustainable Construction and Financing—Asset-Backed Securitization of Expressway’s Usufruct with Redeemable Rights

نویسندگان

چکیده

Asset-backed securitization will greatly promote the sustainability of infrastructure construction and financing. However, there are quite limited researches conducted in this field. Given project characteristics securities, paper proposes issuance steps redeemable asset-backed notes (ABN) based on project’s usufruct as basic asset. Taking expressway franchise an example, issuing scale coupon rate ABN determined by expected cash flow expressway, term structure random interest rates, option-adjusted spread (OAS). In addition, research analyzes duration, convexity, OAS.

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ژورنال

عنوان ژورنال: Sustainability

سال: 2021

ISSN: ['2071-1050']

DOI: https://doi.org/10.3390/su13169113