This course will provide you with a comprehensive knowledge of securitisation, looking at both the regulatory and practical aspects.
You will approach the course material through a series of video lectures and self-paced activities which will offer multiple occasions for ‘hands-on’ activities, including quizzes, exercises, forum interactions, as well as a simulation exercise on NPL securitisation.
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 16th 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’
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’
€ 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 email@example.com 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.
In case you can no longer attend the course, you are required to inform the organisers by sending an email to firstname.lastname@example.org 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.