14 Topics
4 Days
Programme Overview
Training Description
Who Should Attend
• Fixed-income analysts and traders
• Portfolio managers and asset managers
• Risk management professionals
• Structured finance professionals
• Financial modelers and quantitative analysts
• Credit analysts and research associates
• Investment bankers and underwriters
Session Objectives
- Understand the foundational principles of securitization pricing.
- Master various valuation methodologies and models for different asset classes.
- Develop advanced cash flow and prepayment modeling skills.
- Analyze the impact of credit risk and deal structure on pricing.
- Grasp the role of credit ratings and third-party analysis in valuation.
- Learn to conduct scenario analysis and stress testing on securitized products.
- Identify and assess key market drivers and liquidity factors.
- Gain proficiency in using industry-standard pricing and analytics tools.
- Develop a framework for performing relative value analysis.
About the Course
The ability to accurately price and value securitized products is a cornerstone of success for investors, traders, and risk managers in today's financial markets. As these complex instruments—ranging from mortgage-backed securities to collateralized loan obligations—become more prevalent, a sophisticated understanding of their underlying drivers is essential. This training course is designed to take you beyond the basics, equipping you with the analytical frameworks and practical modeling skills needed to navigate the nuances of deal structures, cash flow waterfalls, and market dynamics that dictate security’s true value.
This intensive 10-day program will provide you with the comprehensive toolkit required to master the pricing and valuation process. We will explore advanced topics such as the impact of prepayment and default risk, the role of credit enhancement, and the application of modern analytics to assess relative value. Through hands-on exercises and detailed case studies, you will learn to build, interpret, and validate valuation models, enabling you to make confident and well-founded investment decisions. By the end of this course, you will be proficient in dissecting even the most complex structured products and identifying mispricing opportunities in the market.
Curriculum & Topics
14 Topics | 4 Days
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