JPMorgan Chase (JPM) is in discussions with investors over a deal to offload some of its risk exposure to more than $4 billion in private equity-linked net asset value loans, the Financial Times reported Friday, citing unnamed people familiar with the matter.
The lender is working on a risk transfer that will allow it to retain the net asset value loans on its balance sheet and shift up to 12.5% of potential losses to investors, according to the FT. The portfolio includes dozens of loans tied to private equity funds across North America, Europe and the Middle East.
The proposed structure will offer investors a low-teens return for absorbing the first loss on the loans, although the terms are still under discussion and could change, the sources said.
JPMorgan didn't immediately respond to a request for comment by MT Newswires.
(Market Chatter news is derived from conversations with market professionals globally. This information is believed to be from reliable sources but may include rumor and speculation. Accuracy is not guaranteed.)
Comments