BUS417N - Structured Finance Modeling

3 Credit(s)

Non Liberal Arts
This course is intended for students who intend to pursue a career in fixed-income asset management, financial analysis, risk management, and in a financial rating agency. Participants will learn about the securitization process, and how asset-backed securities are conceived, structured and rated. They will learn how to evaluate a pool of collateral such as a portfolio of 100,000 auto loans, how to generate the pool’s expected cash flow streams, and how to build a cash flow waterfall that models the structure of an asset-backed security. Admission is by permission of the instructor only.

Prerequisite(s): BUS 320N