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New York Institute of Finance

Structured Finance Professional Certificate

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Description

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

Who should attend

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