Date and Time
22nd Nov 2012 10:00 –– 22nd Nov 2012 15:00
Location
University of Aberdeen

The Scottish Graduate School of Social Science is pleased to announce the following advanced training event, organised by the Urban Planning and Real Estate pathway.

The event, a one-day intensive course on Securitization , will be held on 22 November at the University of Aberdeen (Meston Building, Room 6).

The targeted audience are final year honours students and PhD students interested in real estate finance and investment. The number of places is restricted to 50.

Booking

To book a place, please email Anne Cook with the subject Securitization Course 2012 and your name, institution and status (honours or PhD student) as email text.

Programme

Time Content
10.05 - 10.55
  • Introduction to securitization & structured financial products 
  • Basic mortgage mathematics 
  • Fixed-income basics 
  • History of mortgage finance & mortgage securitization 
11.05 - 11.55
  • Residential Mortgage-backed Security Design 
  • Measures of prepayment and MBS bond pricing 
  • Yield spreads and option-adjusted spreads 
12.00 - 13.00 Lunch
13.05 - 13.55 
  • Commercial Mortgage-Backed Securities (CMBS)
  • Asset-backed Securities (ABS) 
  • Collateralized Debt Obligation (CDO) and Credit Default Swaps (CDS) 
  • Financial crisis and securitization 
  • International securitization - Future Flow securitization 
14.05 - 14.55
  • Video-conference with Deniz Yegenaga (Moody's CMBS Ratings, London) 
  • UK and EU commercial mortgage lending trends 
  • Structure of UK CMBS securities 
  • Market lending terms 

Last updated 14 Dec 2012 12:20pm