A two day workshop for investors, issuers, fund management professionals and those involved in RMBS credit risk management. Develop an in-depth analytic approach to assessing the credit risk, structural aspects and returns of RMBS asset classes.

This course will provide an in-depth understanding of the credit and structural aspects of European RMBS (cash and synthetic).

Participants will be equipped to:

- Use a structured approach to evaluate the risk profile of RMBS by assessing the collateral, originator, servicer and structure
- Understand the impact of key variables on risk assessment models
- Critique transaction structures to identify and assess the risks and mitigants
- Monitor deal performance to anticipate rating potential rating migration
- Evaluate the relative risks and rewards of RMBS across the rating spectrum
 
RMBS Credit Risk Workshop