Australian Securitisation Forum

 

EDUCATION

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Advanced Securitisation

The ASF Advanced Securitisation course runs over two days and is presented by Bruce Arnold. Bruce has a wealth of experience in the securitisation arena and has developed the Advanced Course as an extension to the ASF Securitisation Professionals Program.

The Advanced Course revises the topics covered in the ASF Securitisation Professionals Program (detailed below) but goes into more depth study of the various topics. The topics are:

Topic 1: Fundamentals of Securitisation - A Brief Overview

  • Securitisation in a nutshell
  • Securitisation in a post-Enron world
  • Basic cash-flow allocation and structuring rules
  • Principles of credit enhancements
  • Key asset classes and structures

Topic 2: Financial Analysis

  • Basic financial analysis
  • Principles of prepayment analysis
  • Financial analysis of prepayable securities
  • Advanced modeling

Topic 3: Microstructure

  • Basic SPV accounting
  • Advanced cash-flow allocation
  • Income recognition
  • Advance mechanisms
  • Periods and dates

Course Fees

Non Member - $1700 + GST

Member - $1500 + GST