Structuring and Modelling for Auto ABS with Residual Value Risk (Frankfurt 20-21 September, 2017)

This two-day core course in Auto-ABS  with Residual Value risk securitization offers delegates the opportunity to gain confidence in understanding and programming their own Auto-ABS cash flow models. The course begins by offering a primer on the building blocks of Auto-ABS as they relate to structures. The course then develops the delegates understanding into the rating agencies’ programming requirements and outputs (“first dollar loss” vs “expected loss”). Lastly, by examining the offering circular, pre-sale and investor reports from DRIVER UK five, the delegates will reverse engineer a rating agency compliant cash flow Excel programme for the purpose of calculating the capital structure

EURO 1,750 plus VAT (where applicable)

Structuring and Modelling for Asian Auto ABS (Hong Kong, 20-21 November 2017)

Securitization is now back after 7 years in the wilderness. Investors are demanding more robust structures that go beyond the rating agencies' requirements. Key to those demands is the intricacies of structuring together with understanding how the available cash flows and the external facilities shape the capital structure.

This two-day programme will teach you how to become the complete securitization professional with the soup-to nuts agenda covering structuring and modelling the 2017 Auto-ABS Driver China Six Trust

  • Learning how to find the key stress information from the rating agency ‘Moody’s and Fitch Ratings) New Issue Reports as well as Moody’s Lognormal Approach.
  • How the rating agencies account for the additional risks posed by Balloon Loans even where there is no buy-back obligation.
  • EUR 2,000 plus VAT (where applicable)

Structuring and Modelling for UK & EMEA RMBS (London 11-13 December, 2017)

This three-day core course in RMBS securitization offers delegates the opportunity to gain confidence in understanding, stressing and programming their own RMBS cash flow models.
The course begins by offering a primer on the building blocks of RMBS as they relate to structures. The course then develops the delegates understanding into the rating agencies’ programming requirements and outputs (“first dollar loss” vs “expected loss”).

Lastly, by examining the offering circular, pre-sale and investor reports from a recent UK
RMBS, the delegates will reverse engineer a rating agency compliant cash flow Excel programme for the purpose of calculating the capital structure.

GBP 2,250 plus VAT (where applicable)

Structuring and Modelling for Dutch RMBS (Amsterdam 29-31 January, 2018)

This three-day core course in  Dutch RMBS securitization offers delegates the opportunity to gain confidence in understanding, stressing and programming their own RMBS cash flow models.
The course begins by offering a primer on the building blocks of RMBS as they relate to structures. The course then develops the delegates understanding into the rating agencies’ programming requirements and outputs (“first dollar loss” vs “expected loss”).

Lastly, by examining the offering circular, pre-sale and investor reports from the Dutch RMBS Areana 2014-1, the delegates will reverse engineer a rating agency compliant cash flow Excel programme for the purpose of calculating the capital structure. The case study has been selected to take account of the new swapless structures being develpoed for the Dutch securitisation market.

EUR 2,750 plus VAT (where applicable)

WORLD LEADERS IN SECURITISATION TRAINING

For over 17 years Creative Capital Partners have been the recognized 'go-to' organisation for securitisation training programs for both in house and public courses. We have trained securitisation and credit professionals from practically every major bank and financial institution in European securitisation.

Our courses take place all over the world including Europe, Asia, the US and Africa. Moreover, we have received the coveted 'excellent' scores from over 90% of our delegates.

ASSET CLASSES COVERED

We are continually updating our course material to ensure coverage of the most relevant asset classes including RMBS, CLOs, Auto ABS, ABS backed by SMEs as well as General Credit Enhancement. They have been developed specifically for the 'international' securitisation market based on the current criteria of the 'big three' rating agencies.

CASE STUDIES

Particular care is taken to ensure only the most 'up-to-date case studies are used. Thus ensuring that, where possible, the latest technology is available to all the delegates.

If you would like to attend any of the above courses on an alternative date, please leave your contact details below with a description of which courses are of interest to you and your preferred timing.

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