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The book that is not on the balance sheet

The presentation says assets under management grew 26%. The balance sheet says loans grew 11%. Both are correct, a quarter of the year’s pre-tax profit is the reconciling item, and it is several years of spread on sold loans counted in a single one.

Fundamental AnalysisAdvanced15 min read
Browse Fundamental Analysis(116)

The first slide of the investor presentation says assets under management grew 26% to ₹24,000 crore. You then open the balance sheet, because that is where loans live, and the loan book has grown 11% to ₹18,600 crore. Neither number is wrong and neither is a typing error. The gap of ₹5,400 crore is loans the company originated, still services, still collects from, still sends recovery agents after — and has sold. Somewhere in the other income line is a gain of ₹185 crore booked on selling them, which is roughly a quarter of the year’s pre-tax profit. That gain is not new money: it is the present value of the margin the company will earn on those loans over the next several years, counted now instead of then — so the years it belongs to will show none of it. Everything in that paragraph is disclosed. Almost none of it is in the headline.

Think of it like this
The landlord who sells the rent

A man owns six shops and collects rent from all of them. He sells the next eight years of rent from two of the shops to an investor for a lump sum today, and keeps collecting the money each month and passing it on, for a small fee. Ask him how many shops he manages and the honest answer is six. Ask him how many he earns the rent from and it is four. Ask him what his income was this year and the lump sum is in it, once, for rent that arrives over eight years.

In the market

A finance company that sells down loan pools is in exactly that position. The relationship with the borrower is intact, the servicing is intact, the collection machinery is intact — and the interest belongs to a buyer. “Assets under management” counts the shops. The balance sheet counts the rent.

Three ways a loan leaves the balance sheet and stays in the business

RouteWhat happensWhere the loans sit afterwards
SecuritisationA pool of loans is transferred to a trust, which issues pass-through certificates to investors. The originator keeps a prescribed minimum slice of the pool and usually provides some credit support behind itFrequently still on the balance sheet. Because the retained slice and the credit support mean substantially all the risks and rewards have not been transferred, the accounting standard often requires the loans to stay, with the money received recorded as a borrowing
Direct assignmentA portfolio is sold outright to a buyer, commonly a bank buying loans that count towards its priority sector obligations. The seller keeps a prescribed minimum share of every loan and continues to service themOff the balance sheet, where the transfer qualifies. The retained share stays on it, and so does any residual exposure the arrangement leaves behind
Co-lendingThe finance company originates the loan and keeps an agreed minimum share of it; a partner bank funds the rest from the outset under a pre-agreed arrangementOnly the company’s own share is ever on its balance sheet. The whole loan is generally counted in assets under management, because the company sourced it and services it

The gain that is next year’s interest, brought forward

When a portfolio qualifies to come off the books, the seller is not simply paid the outstanding principal. It sells loans yielding, say, 16% to a buyer content with 10%, retains the servicing, and the difference between those two rates over the remaining life of the pool belongs to the seller. That stream is the excess interest spread, its present value is recognised as a gain on assignment at the moment of sale, and it lands in other income in a single quarter. Nothing about that is improper — it is the required treatment for a transfer that qualifies. It has three consequences for anybody reading the results.

  • The quarter is flattered and the flattery is not repeatable at that scale unless the company sells a similar pool again, which means growth in profit can require growth in sell-downs rather than growth in lending.
  • The following quarters lose the interest income those loans would have produced, so net interest margin computed on a shrunken on-book base can rise while the business earns less.
  • The gain rests on assumptions — how fast borrowers prepay, and how many default — because both reduce the spread actually collected. Faster prepayment than assumed means part of the recognised gain never arrives. Those assumptions are disclosed and are worth reading against the company’s own history of prepayment.
Worked example
Reconciling 26% growth with 11% growth
A retail finance company, figures in crore
Assets under management, last yearOn-book ₹16,760 plus off-book ₹2,290₹19,050
Assets under management, this yearOn-book ₹18,600 plus off-book ₹5,400. Growth of 26.0%₹24,000
On-book loansGrowth of 11.0% — what the balance sheet actually financed₹16,760 → ₹18,600
Off-book loansFrom 12.0% of assets under management to 22.5%₹2,290 → ₹5,400
Pre-tax profitThe headline profit number for the year₹760
Of which net gain on derecognition24.3% of pre-tax profit, disclosed in the other income note₹185
Credit support still provided on sold poolsDisclosed as a contingent exposure. The loans have gone; a first slice of their losses has not₹430
Credit cost as reportedThe denominator excludes ₹5,400 crore of loans on which the company still carries a defined slice of the lossComputed on the on-book loans only
What next year needs, to repeat this profitThe on-book loans that were sold no longer generate interest, and the gain was taken in fullAnother sale of similar size
Growth of 26% and growth of 11% are the same company in the same year, and the difference between them is a decision about where loans sit rather than a fact about how much was lent. That decision is often entirely sensible: selling pools frees up capital, brings in cash and lets a company originate more than its balance sheet could carry, which is exactly what an originating business ought to do. What it also does is move income forward and move risk sideways without moving it away, and it does both in the parts of the accounts that a summary ratio never touches. The three figures to extract every year are the share of assets under management that is off-book, the share of pre-tax profit that came from gains on derecognition, and the credit support outstanding on pools already sold. All three are published and none of them is on the first slide.
The same ₹5,400 crore, seen two ways
What the sale genuinely achieved
  • Cash in, immediately, against loans that would have paid out over years.
  • Capital freed, so the company can write more loans without asking shareholders for money.
  • Funding diversified — a buyer of portfolios is not the same lender as a buyer of debentures.
  • A demonstration that somebody else, with their own credit team, was willing to pay for this book.
What it did not achieve
  • It did not remove the risk. A retained share and credit support keep a defined slice of the losses.
  • It did not create income. It moved future interest into the current year.
  • It did not improve the ratios that were computed on the on-book figure — it shrank their denominators.
  • It did not reduce the servicing work, the branch network or the collections cost, all of which continue.
Check yourself

A finance company reports pre-tax profit up 22%, with assets under management up 26% and on-book loans up 11%. Gains on derecognition were ₹185 crore against ₹60 crore last year. What is the most useful reading?

Simple bhasha mein
Chhe dukaan, kiraya sirf chaar ka

Aapke paas 6 dukaan hain, sabse kiraya aap hi uthate ho. Do dukaano ka agle 8 saal ka kiraya aapne ek investor ko ek mushat bech diya — chaabi aapke paas, kirayedaar se baat aap hi karte ho, paisa uska. Ab bataiye: dukaan kitni? Chhe. Kiraya kitni ka? Chaar ka. Company ka slide bolta hai AUM ₹24,000 crore (26% growth), balance sheet bolta hai loan ₹18,600 crore (11% growth) — dono sach hain, ₹5,400 crore beech mein hai. Aur us bechne ka ₹185 crore ka gain saal ke ₹760 crore pre-tax profit ka lagbhag chautha hissa hai — jo agle saal tabhi aayega jab phir se utna hi becha jaaye.

What to remember
  • Assets under management can include loans the company has sold, so it is not the same series as the loan book on the balance sheet.
  • Derecognition turns on whether substantially all risks and rewards were transferred — securitised pools frequently stay on the books, assigned portfolios frequently do not.
  • A qualifying sale books the present value of the future spread as a gain now, and removes that interest from later years.
  • A retained share and credit support mean the risk is reduced rather than removed, and both are disclosed.
  • Extract three figures each year: off-book share of assets under management, gains on derecognition as a share of pre-tax profit, and credit support outstanding.
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