Smart About Risk  


Seminar application IRRBB Audit Bank Strategy Management Course Banking Regulations in a Nutshell Basel II CRD IV: Basel III Implementation in the EU CCR and CVA Securities and Derivatives Controlling in Practice Control for Financial Institutions Credit Scoring CRR 3 / CRD 6 and Other News in Banking Regulation CRR 3 / CRD 6 in Detail CVA (Credit Valuation Adjustment) Impacts of Climate Change and their Solutions Effective Reporting ESG and Green Finance ESG Risks and their Audit Finance for Non-Financial Managers Financial Derivatives Financial Mathematics Fraud Management in Today's On-line World Fundamental Review of Trading Book Guidelines on Loan Origination and Monitoring ICAAP, ILAAP, Pilar 2 and Stress Testing IFRS 9 – Impairments under the New Standard IRB in Practice Internal Rating Based (IRB) Approach Commodity Derivatives Credit Derivatives Credit Value at Risk Creation of the Qualitative Future Scenarios GHG Emissions Measurement and Carbon Footprint Calculation Environmental Risk Measurement in Financial Institutions Credit Risk Measurement Model Risk Non-Financial Reporting According to CSRD, ESRS and GAR Option Pricing Operational Risk Operational Risk in Practice Preparation for SREP alias Supervision in Practice Rating and Scoring Risk-Based Pricing Concentration risk Liquidity Risk Weather Risk Risk appetite Assets and Liabilities Management - ALM ESG Risk Management: Executive Summary Financial Risks Management Credit Risk Management Project Risk Management Enterprise Risk Management – ERM Securitization Silicon Valley Bank Solvency II: Executive Summary Stress Testing Market Risk Interest Rate Risk in the Banking Book – IRRBB Value at Risk Workout in Banking Practice (non-retail) Rise and fall of Lehman Brothers


The seminar Securitization is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements.

Objectives of the seminar

The seminar will inform participants about the principles of securitization, reasons why it is done, differences between traditional and synthetic securitization and will guide them through the entire transaction. Participants will be informed about specific actions of individual parties to the transaction, mainly: the original owner of the assets (originator), the trustee, the insurer, rating agencies and investors. Participants will work through an explanation of an example from practice on the principle of different seniority of tranches and the so called ‘waterfall’. An integral part of the seminar is an introduction to the principles of valuation of individual tranches.

For whom it is intended

The seminar is intended for specialists dealing with securitisation issues.


Seminar content 

  1. Introduction to structured finance
  2. Introduction to securitization
  3. Essence of securitization
  4. Types of underlying assets
  5. Incentives for asset securitization
  6. Sale of assets vs. securitization
  7. Mechanism of risk transfer
  8. Rating assessment
  9. Valuation principles applicable to securitized assets
  10. Challenges in investing into asset backed securities
  11. Advantages and disadvantages of securitization
  12. Capital requirement for securitization
  13. Securitization and its connection with the financial crisis or why to invest into something we do (not) understand?

Currently no open seminar is organized. If you are interested in this topic please contact us and we will be delighted to prepare an in-house seminar for you.