Structured Finance Professional Certificate

New York Institute of Finance

New York Institute of Finance

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Who should attend

  • Traders
  • financial analysts
  • securitization market practitioners
  • corporate financiers
  • treasurers and risk managers

About the course

Learn the concepts, theories, risks and regulations associated with the different asset types and market sectors along with a hands-on structured credit product modeling session.

CURRICULUM

Day 1

MODULE 1: WHAT ARE STRUCTURED PRODUCTS?

  • Identify mechanics of Structured Products
  • Describe origins of interest in structured products

MODULE 2: ISSUERS' AND INVESTORS' APPETITE FOR STRUCTURED PRODUCTS

  • Identify why issuers create structured products
  • Evaluate investor interest in structured products

Day 2

MODULE 1: STRUCTURED PRODUCTS

  • Identify underlying assets used for SPV's
  • Define special purpose vehicle
  • Identify mechanics of popular structured products using
  • Fixed Income
  • Foreign exchange
  • Equity
  • Credit
  • Commodity
  • Hybrid products

MODULE 2: FUTURE FOR STRUCTURED PRODUCTS

  • Debate trends in investment banking
  • Evaluate role of hedge funds
  • Analyze up and coming role of emerging market players

Day 3

MODULE 1: STRUCTURAL CREDIT RISK MODELS

  • Reduced form models
  • Credit default swaps and corporate bonds
  • Trading strategies

Day 4

MODULE 1: CDO STRUCTURES AND TRANCHES

  • Basics of default dependence
  • Simulating correlated defaults
  • The Gaussian Copula

Day 5

MODULE 1: CDO VALUATION

  • Implied correlations, base correlations, term structure effects
  • CDO risk measures
  • Beyond the Gaussian Copula
  • Recent product innovations

WHAT YOU'LL LEARN

PRACTICAL KNOWLEDGE AND CASE STUDIES TRANSLATE TO IMPROVED REAL-WORLD PERFORMANCE

  • Understand the core concepts behind structured products
  • Understand the range of asset classes that are linked to structured products
  • Understand the current and future path of the structured product market
  • Value a credit default swap using an equity-based and reduced form model
  • Estimate term structures of risk-adjusted default probabilities
  • Measure risk sensitivities of single-name credit derivatives
  • Develop a solid understanding of portfolio credit analytics such as the Gaussian Copula model

Structured Finance Professional Certificate at New York Institute of Finance

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Disclaimer

Coursalytics is an independent platform to find, compare, and book executive courses. Coursalytics is not endorsed by, sponsored by, or otherwise affiliated with any business school or university.

Full disclaimer.

Because of COVID-19, many providers are cancelling or postponing in-person programs or providing online participation options.

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