Comprehensive Securitisation, Structured Finance & Structured Products Training Course
Banking and structuring professionals are invited to join our 3-day ABS, MBS & CLO Securitisation Workshop to strengthen their technical and analytical expertise. This practical programme delivers a clear understanding of securitisation and structured finance. It explains key concepts with simple, focused guidance. As a result, participants gain the skills to analyse complex transactions with confidence.
The course begins with the foundations of securitisation markets. It introduces SPVs, legal isolation, de-recognition, asset selection, consolidation and investor considerations. It also explains the roles of arrangers, trustees, servicers and rating agencies. Moreover, it highlights regulatory drivers that shape transaction structures.
Participants then examine ABS, MBS and CLO deal mechanics. They review collateral pools, waterfall structures, tranching and credit enhancement tools. They also explore common modelling techniques used across banks and capital-markets teams. Consequently, they learn how cash flows behave under changing assumptions.
The workshop also addresses risk assessment and valuation. It explains how credit, liquidity, market and prepayment risks affect performance. In addition, it introduces stress testing, scenario analysis and sensitivity reviews. These tools help participants evaluate securitised products with greater precision.
Furthermore, the programme covers Basel capital rules and other regulatory expectations. It highlights best practices in disclosure, governance and transaction oversight. This guidance supports stronger compliance and more reliable decision-making.
Real case studies illustrate how securitisation supports funding, liquidity and balance-sheet optimisation. Therefore, participants see how ABS, MBS and CLO structures create value across financial markets.
This workshop is ideal for professionals in banking, treasury, risk, capital markets and structured finance. It is also valuable for regulators, auditors, corporate treasurers and legal teams involved in deal review or oversight. By completing the programme, participants gain practical skills and a deeper understanding of securitised products.
Key Learning Features
The program will cover the following topics:
- Understand the full securitisation process, from asset selection to investor reporting.
- Learn how SPVs work, including legal isolation, de-recognition and consolidation rules.
- Analyse ABS, MBS and CLO structures with clear, practical frameworks.
- Review waterfall mechanics, tranching methods and credit enhancement tools.
- Explore modelling techniques used for cash-flow analysis and risk evaluation.
- Assess credit, market, liquidity and prepayment risks in structured finance products.
- Apply stress testing, scenario analysis and sensitivity reviews to real transactions.
- Examine Basel capital rules and regulatory drivers affecting securitisation markets.
- Understand the role of arrangers, trustees, servicers and rating agencies.
- Evaluate transaction documentation and disclosure requirements with confidence.
- Learn how securitisation supports funding, liquidity and balance-sheet optimisation.
- Study real case studies to link technical concepts with market practice.
For More Information
For course details, registration, or group bookings, please contact our customer-service team. We’ll gladly assist with your questions and guide you through the enrolment process.
Instructor Bio
The course instructor will be one of our highly experienced
faculty members.
Our Faculty: Expertise That Drives Success
Shasat is proud to have over 30 world-renowned faculty members, each an expert in their respective fields, who share their hands-on implementation experience through our technical and professional development programs.
This ABS, MBS & CLO Securitisation Workshop is led by one of Shasat’s distinguished faculty members, a globally respected specialist in securitisation, structured finance, and structured products. The instructor has extensive experience advising banks, investment firms, issuers and regulators on ABS, RMBS, CMBS, CLOs, SPV structuring, de-recognition, consolidation, credit enhancement, and transaction modelling. They have supported major institutions across Europe, the Middle East, Asia and North America on deal execution, risk assessment, documentation review and regulatory compliance.
The instructor brings deep expertise in cash-flow modelling, waterfall analysis, rating-agency methodologies, Basel capital requirements, and transaction due-diligence practices. Drawing on years of global market and advisory experience, the session provides practical insights, analytical techniques and real case studies. It also offers proven strategies to strengthen structured-finance governance, improve risk evaluation, and enhance the effectiveness of securitisation frameworks.
Our faculty combine real-world expertise with academic rigour, ensuring every session is interactive, relevant, and outcomes-driven. Participants gain practical tools, case-based insights, and strategic frameworks that can be immediately applied to enhance sustainability reporting and corporate governance within their organisations.
Our Partners
Course Description
- Securitisation and Structured Finance
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Purpose and evolution of securitisation markets
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Key transaction participants and their responsibilities
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SPV design, legal isolation, de-recognition and consolidation considerations
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Asset eligibility, collateral selection and portfolio characteristics
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True sale requirements and structural protections for investors
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Overview of global regulatory drivers shaping securitisation markets
- SPVs, Legal Structures & Transaction Architecture
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SPV jurisdictions, governance, independence and documentation
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Bankruptcy remoteness, credit separation and ring-fencing mechanisms
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Seller, servicer, trustee and paying-agent roles in transaction integrity
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Cash-flow channels, priority of payments, reserve accounts and triggers
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Hedging instruments, swap provisions and counterparty risk frameworks
- ABS, MBS & CLO Structures: Mechanics and Deal Design
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ABS, RMBS, CMBS and CLO structures compared
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Collateral types, pool characteristics and performance indicators
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Tranching methods, subordination levels and waterfall modelling
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Credit enhancement tools: O/C, subordination, guarantees, spread accounts
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Role of originators, arrangers, rating agencies and investors in pricing
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Analysis of structural complexity and embedded risk transfer
- Cash-Flow Modelling, Waterfall Analysis & Performance Evaluation
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Building cash-flow projections for structured transactions
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Interest, principal and fee allocation across tranches
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Prepayment, default and recovery assumptions
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Modelling amortisation profiles and step-down mechanics
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Analysing structural behaviour under different market conditions
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Tools and techniques used by banks, investors and rating agencies
- Risk Assessment: Credit, Market, Liquidity & Structural Risks
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Credit risk behaviour across consumer, mortgage and corporate assets
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Market and interest-rate risk implications for MBS and CLOs
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Prepayment and extension risk in mortgage-backed securities
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Liquidity, funding and refinancing risk across transaction lifecycles
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Counterparty, operational and legal risks
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Scenario analysis, stress testing and back-testing methodologies
- Regulatory Capital, Basel Requirements & Supervisory Expectations
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Basel treatment of securitisation exposures
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Calculation of risk weights for senior, mezzanine and junior tranches
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Capital requirements for liquidity facilities and credit lines
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STS frameworks, qualifying rules and eligibility tests
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Disclosure, reporting and transparency requirements
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Supervisory expectations for securitisation governance
- CLO Analytics, Manager Evaluation & Portfolio Considerations
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Understanding CLO manager mandates and investment style
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Collateral quality tests, concentration limits and reinvestment periods
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OC and IC tests and their impact on cash flows
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CLO waterfall evaluation and manager performance analysis
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Investor perspectives, risk-return dynamics and secondary-market trading
- Documentation, Due Diligence & Transaction Execution
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Reviewing offering circulars, indentures and servicing agreements
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Key legal protections, triggers and covenants
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Due-diligence expectations for buy-side and sell-side institutions
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Identifying structural weaknesses and red flags
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How to validate assumptions and challenge modelling frameworks
- Real Case Studies, Market Developments & Emerging Structures
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Breakdown of recent ABS, RMBS, CMBS and CLO deals across major markets
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Analysis of historical performance, stress events and rating movements
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Lessons from the GFC, COVID-era securitisations and recent market volatility
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How institutions use securitisation for capital relief, balance-sheet optimisation and funding
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New trends in synthetic securitisation and risk-transfer frameworks
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Overview of latest structures, including:
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ESG-linked securitisations and green ABS
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Marketplace lending and fintech securitisations
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Whole-business securitisations (WBS)
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Solar ABS and renewable infrastructure securitisations
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Insurance-linked securitisations (ILS)
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Risk-transfer synthetic securitisations under updated Basel rules
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AI-enabled underwriting pools and data-driven structured portfolios
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Static-pool versus dynamic-pool structures in emerging asset classes
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Future outlook for structured finance and investor demand shifts
This agenda and its content are the exclusive intellectual property of Shasat and may not be copied, reproduced, distributed, or used in any form without prior written permission. Unauthorised use is strictly prohibited.
© Shasat (UK) Limited. All rights reserved.
Why you must attend?
Global markets are experiencing renewed growth in securitised products, with major institutions highlighting rising issuance and stronger investor demand. As a result, professionals with structured-finance expertise are increasingly sought after. This course helps you stay ahead of that demand and strengthens your ability to work confidently with modern securitisation structures.
J.P. Morgan notes that securitised assets offer diversification, attractive yields and low correlation to traditional credit. Therefore, organisations need teams who understand how these products behave across market cycles. This workshop gives you the practical insight required to interpret key signals, assess risk, and respond quickly to changing market conditions.
Industry innovation is accelerating. Goldman Sachs and other global arrangers continue to introduce new structures, including capital-call facility securitisations, green ABS and emerging fintech-driven asset pools. Attending this course ensures you understand the design, purpose and performance drivers of these new transaction types, giving you a clear competitive advantage.
Regulators and rating agencies now expect deeper technical understanding from banking, risk, treasury and investment teams. This programme helps you meet those expectations by strengthening your ability to review transactions, challenge assumptions and support stronger governance outcomes.
Most importantly, the course builds skills that are immediately applicable. You learn proven analytical techniques, gain exposure to real market data and receive insights drawn from live transactions. Therefore, you leave better equipped to evaluate opportunities, avoid structural weaknesses and contribute more effectively to strategic decisions within your organisation.
Teaching methodology
Our teaching methodology is practical, interactive and designed to help participants master securitisation concepts with clarity and confidence. The programme combines clear explanations, real transaction examples and hands-on exercises to ensure strong retention and immediate applicability.
- Engaging presentations that simplify ABS, MBS and CLO structures
- Real case studies drawn from recent market transactions
- Scenario-based exercises to apply modelling and risk concepts
- Group discussions to explore best practices and regulatory expectations
- Comprehensive course materials for ongoing reference
Who Should Attend?
This workshop is ideal for professionals who want practical, up-to-date expertise in securitisation, structured finance and structured products. It is suitable for anyone involved in analysing, structuring, reviewing or regulating securitised transactions.
Suitable for:
- Banking and capital-markets professionals
- Structured finance, treasury and funding teams
- Risk, credit, audit and compliance specialists
- Asset-management and investment-management professionals
- Regulators, supervisors and policy analysts
- Lawyers and advisors involved in transaction review
- Anyone seeking stronger technical skills and a competitive edge in securitisation
Feedback
Upon completion of the course, all delegates will receive an evaluation questionnaire aimed at gathering valuable feedback. This feedback is crucial to Shasat’s ongoing commitment to improving the quality of its learning solutions. By analysing the trends in the responses, we are able to continuously enhance and refine our offerings to meet the evolving needs of our clients.
Venue & other info
Our training programs take place at the most prestigious professional training facilities in the city. Our venues have been meticulously chosen and expertly crafted to deliver an unparalleled and sophisticated learning experience. To further elevate your training journey, we will offer an array of refreshments including gourmet tea/coffee, delectable snacks, and a sumptuous lunch to sustain you throughout the course. Your comfort and satisfaction are of the utmost importance to us. One week before the program begins, you will receive comprehensive joining instructions that include the exact venue details.
Please note that accommodation arrangements are the responsibility of the attendee.
Workshop Delivery (Online Programs)
The workshop will be delivered via the WebEx platform. Upon registration, all participants will receive comprehensive joining instructions for the live workshop. This fully virtual event will encompass a live-streamed presentation, personalized networking opportunities, interactive Q&A sessions, engaging polls, and post-event consultation to address specific concerns and support your continued growth.
In-Person Workshop
Please be advised that for all in-person training programs, joining instructions will be sent via email to registered participants one week prior to the program’s commencement. These instructions will provide comprehensive information regarding the venue location, date, and time, as well as other important details such as parking arrangements, dress code, and any necessary equipment or materials. Kindly ensure that you carefully review the joining instructions and follow the guidelines provided to ensure a smooth and well-organized experience during the program.
Changes to the conference
Shasat reserves the right, at its sole discretion, to make modifications to the format, speakers, participants, content, venue location, program, or any other aspect of the conference, at any time and for any reason, without incurring any liability. This policy has been implemented due to recent events such as the Covid-19 pandemic and other jurisdictional restrictions. These modifications may include but are not limited to, changes necessitated by a Force Majeure Event
We are pleased to offer sponsorship opportunities for our training programs, providing companies with a unique platform to showcase their brand and services to a highly engaged and relevant audience. By becoming a sponsor, your organization will have the opportunity to build brand awareness, demonstrate thought leadership, and cultivate valuable relationships with industry professionals. Our programs offer a platform to reach a targeted audience and generate new business leads while showcasing your expertise. The benefits of sponsorship include increased brand exposure, opportunities to connect with key decision-makers, and a platform to promote your products and services. We invite you to take advantage of this prime opportunity and partner with us to enhance your visibility and impact within the industry.
We kindly request that you carefully review all of the terms and conditions outlined on our website. This information is critical in ensuring a clear understanding of our policies and procedures. Please follow the link provided to access this information.
Discover more about Shasat by exploring our “About Us” page, where you can gain insights into our company’s mission, values, and history, and learn how we can help you achieve your goals.
Payment
Enroll in our program with ease by choosing from our secure online payment options. You can make a payment through our website using PayPal or Stripe, or opt for a bank transfer, demand draft, or cheque payment. Our payment page will provide all necessary options during checkout. If you encounter any issues, our customer service team is here to assist you. Simply reach out to us with your selected course, and we’ll guide you through the payment process.
We kindly request that you take into consideration any associated bank fees when making your course fee payment. To ensure your participation in the program, payment must be received before the course date. Once we have received both payment and a completed registration form, we will confirm your enrollment in the program. Thank you for your understanding and cooperation.
Group discount
Our company is proud to offer a group discount of 15% for organizations or individuals who book a course for 5 or more participants. To take advantage of this offer and receive a personalized group discount code, please reach out to our customer service desk at info@shasat.com. Our team will be delighted to assist you with the booking process and answer any questions you may have. With this group discount, you can invest in the professional development of your team and drive success for your organization. Don’t hesitate to contact us today to learn more.
Upon successful completion of the training course, each participant will receive a certificate of completion that attests to the number of hours spent in training and serves as a valuable representation of their dedication to professional development. The certificate is not only a symbol of their achievement but also serves as proof of continuous professional development (CPD) and demonstrates their commitment to staying current in their field. We believe that CPD is a crucial aspect of career advancement and personal growth, and are proud to provide our participants with this important document.
For further assistance, we invite you to contact our dedicated customer service team. Our experienced and knowledgeable representatives are available to answer any questions you may have and provide the support you need to make informed decisions. We are committed to ensuring that you have a positive experience and are here to help in any way we can. Please don’t hesitate to reach out to us at your convenience.
In-House Training
Enhance your team’s skills and drive success for your business with our custom In-house training program. Our tailored approach aligns with your specific business needs, offering a cost and time-efficient solution for upskilling your employees. This not only improves their productivity but also positions your company as a competitive force in the market. Transform your investment in employee development into tangible results by choosing our In-house training option. To discuss and learn more about our services, please don’t hesitate to contact our training desk. We’re ready to help you create a bespoke program that’s just right for you.
