14 Topics
5 Days
Programme Overview
Training Description
• Credit Analysts
• Risk Managers
• Portfolio Managers
• Structured Finance Associates
• Financial Regulators
• Quantitative Analysts
• Investment Banking Professionals
• Treasury and ALM Professionals
Session Objectives
- Understand the sources and types of credit risk in securitization.
- Analyse asset pool data to forecast default and loss rates.
- Evaluate and model various credit enhancement mechanisms.
- Perform effective stress testing and scenario analysis on deal structures.
- Grasp the regulatory landscape and its impact on risk management.
- Model cash flows to assess the creditworthiness of different tranches.
- Understand the role of rating agencies and their methodologies.
- Develop a framework for ongoing surveillance and performance monitoring
About the Course
In the complex world of structured finance, the successful operation and performance of a securitization transaction hinge on one factor above all others: effective credit risk management. As financial markets evolve, the ability to accurately assess, model, and mitigate the underlying credit risks of an asset pool is a non-negotiable skill for professionals. This mastery allows institutions to optimize their capital, create stable investment products, and navigate potential market downturns with confidence. A deep, practical understanding of these methodologies is crucial for anyone involved in structuring, rating, or investing in securitized products, providing a significant competitive edge and a foundation for sound financial decision-making.
This intensive 10-day training course is meticulously designed to provide participants with a robust framework for managing credit risk in securitization. We will move beyond the basics of waterfall structures to focus on the granular details of risk analysis, credit enhancement, and regulatory compliance. Through a blend of theoretical instruction, hands-on modeling exercises in Excel, and practical case studies, you will develop the expertise to identify, quantify, and report on the credit risks inherent in securitization. By the end, you will possess a comprehensive skill set to protect your transactions and portfolios from adverse credit events, cementing your role as a valuable expert in the field.
Curriculum & Topics
14 Topics | 5 Days
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