14 Topics
10 Days
Programme Overview
Training Description
Who Should Attend
• Risk managers and compliance officers
• Portfolio managers and fixed-income analysts
• Due diligence and credit analysts
• Structured finance professionals and underwriters
• Financial regulators and auditors
• Quantitative modelers and researchers
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
The 2008 financial crisis fundamentally reshaped the landscape of securitization, revealing critical weaknesses in risk management, due diligence, and regulatory oversight. For financial professionals, understanding these failures is not just a matter of historical interest; it is a vital necessity for building resilience and ensuring stability in today’s structured finance markets. This training course provides a comprehensive exploration of the crisis's key lessons, equipping you with the tools to identify, measure, and mitigate the complex risks inherent in modern securitized products.
This 10-day program is designed to move beyond theoretical concepts and focus on practical application, from enhanced collateral analysis to robust model governance. We will delve into the post-2008 regulatory frameworks and explore how they have changed the rules of engagement for all market participants. By mastering advanced stress testing, liquidity risk management, and the crucial role of transparency, you will be able to build a proactive risk framework that protects against future systemic shocks and positions you for success in the evolving world of structured finance
Curriculum & Topics
14 Topics | 10 Days
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