Structured Finance 360: From Credit Risk To Asset Swaps
Published 10/2024
MP4 | Video: h264, 1920×1080 | Audio: AAC, 44.1 KHz
What you’ll learn
Introduction to Structured Finance – Understand the essential principles and the role structured finance plays in global markets.
Credit Rating and Credit Risk – Learn about the importance of credit ratings, credit events, and the mechanisms of credit risk management.
Credit Default Swaps (CDS) – Dive into credit default swaps, their definitions, pricing, and practical applications in managing default risk.
Securitization – Explore the process of securitization, including asset types, tranching, and the benefits of structuring assets into marketable securities.
The 2008 Financial Crisis – Analyze the causes, key events, and long-lasting impact of the 2008 financial crisis on structured finance markets.
New Financial Instruments – Discover post-crisis financial instruments and innovations in the structured finance space.
Advanced Credit Derivatives – Master complex credit derivatives such as total return swaps, asset swaps, and basket default swaps.
Securitization Process – Get a step-by-step breakdown of the securitization process, its components, and its risks and rewards for investors.
Requirements
Basic Knowledge of Finance – Familiarity with fundamental finance concepts such as bonds, interest rates, and financial markets.
Understanding of Risk Management – A basic grasp of financial risk management, especially credit and market risk, will be beneficial.
Quantitative Skills – Proficiency in mathematical concepts such as probability, statistics, and basic financial mathematics.
Familiarity with Derivatives – Some prior exposure to financial derivatives (e.g., options, futures) is helpful but not mandatory.
Analytical Mindset – The course involves analyzing complex financial instruments and markets, so an analytical approach will support the learning process.
Description
Overview
Section 1: Structured Finance 01 – Beginners
Lecture 1 Introduction to Structure Finance
Lecture 2 Credit Rating
Lecture 3 Credit Default Swap
Lecture 4 Credit Event
Lecture 5 Securitization
Lecture 6 The Beginning
Lecture 7 2008 Crisis
Lecture 8 2008 Crisis Continue
Lecture 9 New Instruments
Lecture 10 Tranching
Lecture 11 More on Tranching
Lecture 12 Different Assets
Lecture 13 Securitization Process
Lecture 14 Securitization Process Continue
Lecture 15 Securitization Benefits
Lecture 16 Conclusion
Section 2: Structured Finance 02 – Credit Derivatives
Lecture 17 Introduction to Structured Finance
Lecture 18 Uses of Derivative Markets
Lecture 19 Asset Site Product
Lecture 20 Liability Side
Lecture 21 Credit Risk
Lecture 22 Credit Default Swaps
Lecture 23 Definition of CDS
Lecture 24 Definition of CDS Continue
Lecture 25 CDS Pricing
Lecture 26 CDS Pricing Continues
Lecture 27 Calculate Accrued Premium
Lecture 28 Default probabilities
Lecture 29 Default probabilities Continues
Lecture 30 Bond CDS Equivalence
Lecture 31 Credit Linked Note
Lecture 32 Other Credit Derivatives
Lecture 33 Total Return Swap
Lecture 34 Asset Swap
Lecture 35 Basket Default Swap
Lecture 36 Basket Default Swap Continues
Lecture 37 Probability of Two Entities
Lecture 38 Conclusion
Section 3: Structured Finance 03 – Securitization
Lecture 39 Introduction to Securitization
Lecture 40 Securitization Mortgage
Lecture 41 Types of ABS
Lecture 42 Basics of Tranching
Lecture 43 Basics of Tranching Continues
Lecture 44 Assets Used for Securitization
Lecture 45 The process of Securitization
Lecture 46 The process of Securitization Continues
