Structured Finance Analysis and Modeling
16+ hours of instruction
40 Demonstrations
29 Participant exercises
Downloadable data stratification tool- 2 Downloadable professional level models
6 months of access- $749 USD
- $649 USD Student Version (Contact Us)
Structured Finance Analysis and Modeling
Structured finance analysis and modeling tends to be more technical and some will say more difficult than other financial disciplines. Our flagship structured finance course is a rigorous and comprehensive curriculum that teaches the analysis and modeling required for structured finance transactions. This course takes participants through every step of creating and analyzing a structured finance transaction, inclusive of asset calculations, default, recovery, and prepayment integration, and an expansive look at liability structuring. It also doesn’t just stop when participants understand a model, but takes users through rating agency methodology, deal analysis techniques. With over 16 hours of instruction, this course also includes 40 demos, 29 exercises, and 3 fully operational models including a stratification tool, structuring model, and a lognormal expected loss model.
Course Outline
Overview
Asset Classes & Motivations
Basic Layout & Design
Stratification Report
Basic Functions
Advanced Functions
Formulas
Excel Program Functionality
Inputs: Scalars and Vectors
Scenario Set-Up
Dates & Timing
Date & Timing Set-Up
Basic Loan Amortization
Multiple Types of Amortization
Focus on Level Payments
Rep Lines vs. Loan Level Amort
Delinquency
Basic Default Curve Creation
Trending & Extrapolating Default
Integrating Default into Amortization
Default Recovery Concept
Recovery Calculations
Recovery Lag
Integrating Recoveries into Amortization
Prepayment Concepts and Terminology
Calculation Types and SMM
Historical Prepay Analysis
Integrating Prepayments into Amortization
Overview
Fees
Interest
Principal
Excess Spread
“O/C” Overcollateralization
Reserve Accounts / Liquidity Facilities
Triggers
Internal Model Tests
Basic Analytics
Advanced Analytics
Reporting
Major Agencies & Methods
First Loss Methodology
Expected Loss / Lognormal Model
Quantitative Aspects of Ratings
Using a Structured Finance Model
Pricing Case
Stress Cases
Structural Adjustments
