Asset-backed Securities Management

What You Will Learn

• 1 Learn the fundamentals of asset-backed securities and their role in financial markets.
• 2 Understand the securitization process and the creation of special purpose vehicles.
• 3 Analyze different types of ABS including RMBS, CMBS, auto loans, and credit card receivables.
• 4 Apply valuation techniques such as discounted cash flow and prepayment modeling.
• 5 Implement risk management frameworks for credit, interest rate, and liquidity risks.
• 6 Explore regulatory requirements including Reg AB, Basel III, and risk retention rules.
• 7 Design credit enhancement structures and tranche prioritization.
• 8 Examine cash flow waterfalls and payment allocation mechanisms.
• 9 Evaluate market trends, participants, and secondary market dynamics.
• 10 Develop strategic insights through real-world case studies and scenario analysis.