Structured Finance Professional Certificate
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.
CPE Credits: 35
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To make it even easier to learn, you can finance your program through Affirm.
Loans offered through Affirm are available in the U.S. and Canada.
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
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
Module 1: Structural credit risk models
- Reduced form models
- Credit default swaps and corporate bonds
- Trading strategies
Module 1: CDO structures and tranches
- Basics of default dependence
- Simulating correlated defaults
- The Gaussian Copula
Module 1: CDO valuation
- Implied correlations, base correlations, term structure effects
- CDO risk measures
- Beyond the Gaussian Copula
- Recent product innovations