Cholesterol

Otherwise known as BAD CHOLESTEROL
The triglycerides from saturated fats in our diet combine with cholesterol and protein to form LDLs.

Excess LDLs in the diet overload the membrane receptors, which results in high blood cholesterol levels. Saturated Fats may reduce the activity of the LDL receptors thus not removing LDLs from the blood
This increases the blood cholesterol levels 
This cholesterol might be deposited in the artery walls forming atheromas 

Otherwise known as GOOD CHOLESTEROL 

HDLs have a higher density due to the higher percentage of proteins.
They are made when triglycerides from unsaturated fats combine with cholesterol and protein.

HDLs transport cholesterol from the body tissues to the liver where it is broken down.
Thus lowering blood cholesterol levels and helps remove the fatty plaques of atherosclerosis. 

Monounsaturated fats help remove LDLs from the blood

Polyunsaturated fats increase LDL receptor sites activity so LDLs are removed from the blood