Information about this course
Securitisations: STS, Risk & Compliance
Day one will cover the STS regulation in depth; looking at timelines and the definitions of 'STS', and include discussions on how companies have approaches implementation. The legal requirements of securitisation will be assessed, along with legacy securitisations and possible sanctions of non-compliance before the European Data Warehouse conduct a session on data and reporting processes for ABS and ABCP.
Day two of the training will look at non-performing loan securitisation, CRT and synthetic securitisation, how to address securitisation specific risks through risk management and finally conclude with a session on how securitisation relates to other regulations.