medium · Asset-Backed Securities

In a revolving trade receivables facility, the 'dilution rate' averages 3% per month (returns and credits).

If the dilution trigger is set at 5%, and a manufacturer experiences a sudden 6% dilution in one month due to a product recall, what is the most likely structural consequence?

  1. The advance rate is automatically increased to cover the funding gap.
  2. The ineligible receivables bucket is instead reduced to offset the dilution spike.
  3. The seller must immediately repurchase the diluted receivables from the trust at par.
  4. The facility enters early amortization, and collections are used to pay down debt.

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