Credit & Credit Risk Management
Quant and Excel Based Course
- Securitisation: The Financial Instrument of the New Millennium: 2 -days or 3 days, covering a broad spectrum of issues including motivations, legal issues, financial structure and cost of securitisation, accounting and taxation, regulatory capital.
- Cashflow modelling for securitisation – 2 -days or 3 days, covering practical cashflow modelling for securitisation transactions, starting from simple class room models to models for real life transactions
- Investing in Asset backed Securities – 2- days course structured specially from investors’ viewpoint.
- Legal tax and accounting issues in securitisation – A course dedicated to legal, true sale, documentation, accounting, taxation and regulatory capital related issues.
- We combine these in longer courses such as Securitisation School or Securitisation Masterclass.
- Credit derivatives: The world of commoditisation of credit: 2 -days covering broad spectrum of issues on credit derivatives including types, economics, strategic issues, legal, tax and accounting issues, capital rules and economic capital, pricing of credit derivatives etc.
- Exotic credit derivatives A 1-day presentation on the latest developments in credit derivatives; we take account of what is making waves in the marketplace.
- Investing in credit linked notes – A one-day/2 days’ course structured specially from viewpoint of investors.
- We will club these outlines in Credit Derivatives Masterclass which may run for 3 days/ 4 days duration.
Pricing and mitigation of credit ris
- Quantitative approaches to pricing of a credit risk : 2 -days covering Excel-based practical training on credit risk pricing – covers Merton and Merton-based models, intensity based pricing, portfolio risk pricing, orrelation and simulations to price portfolio risk, economic capital computation..
Collateralized debt obligations (CDOs)
- The World of CDOs: : 2 -days covering at length the CDO world – including full array of CDO field; balance sheet and arbitrage deals, synthetic and cash deals, managed and static deals. Motivations, functioning, with case studies.
- Synthetic CDOs: A 2-day course that will focus on synthetic CDOs and cover lots of case studies of real life transactions. Includes fair exposure to credit derivatives as well.
- Investing in CDOs – A 2-day course designed specially from investors’ perspective.
- We will club these outlines into a CDO
Leasing and off-balance sheet financing
- Asset Finance and Leasing – This 2-days/ 3 days course covers basics of leasing, financial and operating leases, legal and tax issues on leasing, tax benefits of leasing, pricing, accounting, etc.
- Operating Leasing workshop: This 2 days’ workshop covers operating leasing in fine details, including pricing, residual risk mitigation, accounting, taxation, etc.
- Leasing: Legal, tax and accounting issues: This 2-day event focuses on tax, legal and accounting issues for financial and operating leases.
Accounting for financial instruments
- Accounting for Financial Instruments [IAS 39/ FAS 133] This 2-days event covers accounting for financial instruments, derivatives, embedded derivatives and the hedging rules of IAS 39/ FAS 133 with lots of examples and workings. May be extended to 3 days to allow practice.
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