Programme Overview
Training Description
Who Should Attend
- Banking Executives and Managers
- Credit Analysts
- Loan Portfolio Managers
- Investment Bankers
- Asset Managers
- Portfolio Managers
- Investment Analysts
- Treasury Professionals
- Financial Modelling Specialists
- Capital Markets Professionals
Session Objectives
- Understand the root causes of the 2008 crisis in the context of securitization.
- Analyze the key regulatory reforms enacted to address securitization risks.
- Master modern due diligence and collateral underwriting standards.
- Develop advanced modeling skills for credit, prepayment, and liquidity risks.
- Learn to design and execute robust stress tests and scenario analyses.
- Grasp the new role and responsibilities of credit rating agencies.
- Build a framework for comprehensive securitization risk management.
- Enhance transparency and reporting practices for securitized products.
- Identify and mitigate emerging risks in the current market environment.
- Navigate the legal and compliance framework of securitization.
About the Course
Effective credit risk management is fundamental to the success of securitization transactions, ensuring that asset-backed securities maintain their credit quality, attract investors, and perform throughout their lifecycle. The Shielding The Deal: Credit Risk Management In Securitization Transactions Training Course provides participants with a comprehensive understanding of the principles, methodologies, and best practices for identifying, assessing, mitigating, and monitoring credit risks in structured finance transactions.
The course covers key topics including credit risk assessment, asset pool evaluation, credit scoring models, loan portfolio analytics, probability of default (PD), loss given default (LGD), exposure at default (EAD), expected credit loss (ECL), credit enhancement techniques, stress testing, scenario analysis, rating methodologies, regulatory capital requirements, and ongoing portfolio surveillance. Participants will gain practical insights into managing credit exposures while ensuring compliance with evolving regulatory standards and market expectations.By the end of this training course, participants will be equipped with the knowledge and practical skills to implement robust credit risk management frameworks, optimize securitization structures, enhance investor confidence, and contribute to the long-term performance and resilience of structured finance transactions.
Curriculum & Topics
14 Topics | 14 Sessions
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