Course Information

FRE6571 Asset-Backed Securities and Securitization

Credits: 1.50

This course examines essential contributions in this field and provides a comprehensive coverage of financial securitization and their application to major asset-backed securities, structuring issues and relative value analysis. Topics include the expanding frontiers of asset securitization; introduction to ABS accounting; trends in the structuring of ABSs; and prepayment nomenclature in the ABS market.

Prerequisites: FRE 6411, FRE 6511 and Graduate Standing

Additional material: FRE 6571 ASSET-BACKED SECURITIES.pdf