INTM566040 - Thin capitalisation: FA2004 legislation - thin capitalisation issues for securitisation structures

Transfers of a tax liability

One of the main aims of many securitisations is to allow the group to obtain debt finance that is cheaper and/or in larger amounts than could have been obtained by more conventional borrowing. This is achieved by isolating certain assets and cashflows from the risks inherent in the business carried on by the rest of the group. Debt issued by an SPV within a securitisation structure benefits from the secure cashflows, and so tends to be highly rated and issued on favourable terms.

If a tax liability is transferred by means of ICTA88/SCH28AA into the securitisation structure this might partially undermine the SPV’s protection from risk, which in turn may lead to a loss of investor security. In some cases, this could lead to bonds being down-graded by rating agencies, which would have the effect of increasing the cost of finance.

ICTA88/SCH28AA/PARA7 provides for an election to be made to transfer a tax liability from a company whose profits are increased by ICTA88/SCH28AA/PARA1 to a company that has claimed a compensating adjustment in respect of the same provision under paragraph 6 of ICTA88\SCH28AA.

The liability is transferred following an election by the company that receives the liability, and the election will be permanent in respect of any tax liabilities arising out of the application of SCH28AA to the loan in question. The right to make an election is subject to the following conditions:

  • the provision must be a loan or other security within the scope of ICTA88\SCH28AA\PARA1A (paragraph 7B) or a guarantee provided for a loan (paragraph 7D modifies paragraph 7B for this purpose);
  • the provision must be in the form of a “capital market arrangement”, which involves the issue of a “capital market investment” (see below for explanations of these terms);
  • the security or securities that represent the capital market investment must be issued wholly or mainly to an independent person or persons;
  • the value of the capital market investment or investments made under the arrangement must be at least £50 million.

The terms “capital market arrangement” and “capital market investment” take their meanings from the Insolvency Act 1986 as amended by the Enterprise Act 2002. “Capital market arrangement” is defined in paragraph 1 of Schedule 2A to the 1986 Act and “Capital market investment” means an investment within either paragraph 2 or paragraph 3 of the same Schedule.

Any loan that forms part of a securitisation structure is potentially within the scope of paragraph 7B. The provisions of paragraph 7B are not restricted to the loans provided by bond holders.

The election is effective unless HM Revenue & Customs prevents it from applying, and in practice the discretion to refuse an election will be retained by CT & VAT, International CT. HM Revenue & Customs will generally accept elections provided:

  • the conditions for the election as set out above are all met
  • HM Revenue & Customs is satisfied that the arrangement is a genuine securitisation intended for arm’s length investors
  • HM Revenue & Customs is satisfied that the company accepting the tax liability offers acceptable security
  • HM Revenue & Customs will also take into account the likelihood that, in the absence of an election, the effect of ICTA88\SCH28AA would be to lead to a reduced rating for debt issued by the SPV, or would otherwise impede the securitisation