13 Topics
5 Days
13 Sessions
Programme Overview
Training Description
Who Should Attend
- Finance Directors and Finance Managers
- Risk Managers and Risk Analysts
- Credit Risk Managers and Credit Analysts
- Market Risk and Operational Risk Professionals
- Treasury Managers and Treasury Officers
- Banking Executives and Senior Management Teams
- Corporate Banking Professionals
- Investment Banking Professionals
Session Objectives
- Understand the core differences between synthetic and traditional securitization.
- Analyse the key components of a synthetic securitization structure.
- Evaluate the benefits and risks of using synthetic transactions for capital relief.
- Model the cash flows and credit events within a synthetic structure.
- Understand the regulatory framework governing synthetic deals.
- Perform risk management and monitoring of synthetic securitization portfolios.
- Analyse the role of different parties in a synthetic transaction.
- Identify key considerations for structuring a synthetic deal.
About the Course
Financial institutions and professionals seeking to strengthen credit risk transfer, capital optimization, portfolio risk management, and financial innovation capabilities. Participants will gain practical knowledge of synthetic securitization structures, credit risk mitigation techniques, regulatory considerations, portfolio optimization strategies, and how financial institutions can use securitization tools to enhance balance sheet efficiency and manage complex financial risks effectively.
Curriculum & Topics
13 Topics | 13 Sessions
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Workshop 1.1:
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Workshop 2.1:
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Workshop 3.1:
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Workshop 4.1:
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Workshop 5.1:
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Workshop 6.1:
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Workshop 7.1:
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Workshop 8.1:
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Workshop 9.1:
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Workshop 10.1:
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Workshop 11.1:
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Workshop 12.1:
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Workshop 13.1:
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