Securitisation: Regulation and Practice

The course takes 11 hours to complete mandatory materials. The exact duration of the course will depend on the level of engagement with optional materials.
This timing may vary depending on individual participants’ prior knowledge and engagement, especially with optional activities.

The course is entirely self-paced. All materials will be available on a dedicated online platform, open 24/7.

To complete successfully the course, participants will have to reach a 60% score in the mandatory activities no longer than on the 16^th of June.

• Identify the structures, types and main actors of securitisation
• Analyse the potential risks that could arise in securitisation
• Review the international regulatory framework on securitisation by defining the main actors, practices and challenges
• Illustrate the main components of the European Union regulatory framework for securitisation
• Compare the role and functions of supervisors in the EU and in the US
• Address the rules on capital relief for originator banks and insurance companies and address the upcoming regulatory evolutions
• Discuss the capital requirements for banks and insurers investing in securitisation positions
• Analyse the current trends with securitisation in NPLs and apply the theory on a practical scenario

Module 0: [OPTIONAL] Introduction to the course – 31’

• Optional Introductory quiz

Module 1: [OPTIONAL] Securitisation as financial engineering: logic, nuts and bolts – 102’

• Optional forum question

Module 2: Evaluation of Risks and the Crisis – 65’

• Exercise: rating methodology 30’

Module 3: Regulatory framework for regulation and supervision of securitisation – 183’

• Quiz 15’
• Optional forum question

Module 4: Prudential regulation of securitisation transactions – 31’

• Exercise: LCR calculation 30’

Module 5: Dealing with securitisation products on the market – 60’

• Optional forum question

Module 6: Securitisation of NPLs  – 49’

• Quiz 15’

Module 7: Case study – NPL Securitisation

• • Case study – converted to self-paced 60’

• € 650 – Private Sector
• € 550 – Public Authorities (e.g. National Competent Authorities, Central Banks) and European Institutions
• € 450  – Full-Time Professors, PhD Students, Research Associates

Please submit a certificate attesting your status of Professor, PhD Student or Research Associate to fbf@eui.eu before registering. FBF secretariat will provide you with a code to register. Seats for academics are limited.

Please note that the payment must be settled one week before the start of the course.

A certificate of attendance will be provided to all participants after the course.

CANCELLATION POLICY

• In case you can no longer attend the course, you are required to inform the organisers by sending an email to fbf@eui.eu in order to free a seat for participants in the waiting list.
• In case of frequent cancellations, FBF reserves the right not to accept further registrations from the same person.

For more details, please contact fbf@eui.eu