Structured Finance

This course describes securitization and the analysis of transactions, based on three pillars: the underlying pool of assets, the transaction structure, and the legal aspects. It covers the principles found throughout the securitization market, as well as specific characteristics of the main asset classes, including residential mortgages, consumer loans, and corporate debt. The course also gives an overview of the publicly available credit rating methodologies and monitoring practices employed by our sister company, Moody's Investors Service. It combines instructor-led sessions with case studies, group exercises, computer-based simulations, and discussions.