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Structured Products Origination

Structured Products Origination provides an overview of the process to convert a pool of loans, or assets, into securities backed by the underlying cash flows. Covering the pool of loans, the special purpose vehicle, tranching of the securities, stakeholders in the process, and calculation of returns.

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24 Lessons (52m)

Show lesson playlist
  • 1. Debt Financing Issuers

    00:45
  • 2. What Is A Structured Product

    03:02
  • 3. Creating an Asset Backed Security

    01:46
  • 4. Roles in a Structured Product

    01:01
  • 5. The Benefit of the Asset Pool

    01:50
  • 6. Concentration Limitations

    01:39
  • 7. Tranching of the Cash Flows

    01:00
  • 8. Understanding the Excess Spread

    02:41
  • 9. Weighted Average Return Workout

    02:18
  • 10. Weighted Average Cost of Liabilities (WACL) Workout

    02:28
  • 11. Excess Spread Workout

    00:54
  • 12. A Closer Look at the Equity Tranche

    01:34
  • 13. Expected Cash Flow to the Equity Holders Workout

    01:22
  • 14. Equity Return Workout

    03:03
  • 15. Timeline of a Structured Product

    03:09
  • 16. Equity Return with Par Build

    01:03
  • 17. Credit Enhancements

    02:17
  • 18. Interest Coverage Test Workout

    00:48
  • 19. Overcollateralization

    01:21
  • 20. Overcollateralization Workout

    07:59
  • 21. A Closer Look at the Waterfall

    01:45
  • 22. A Closer Look at the Waterfall Workout

    05:41
  • 23. Rating Agency Methodologies

    00:41
  • 24. CLO Default Rates and Performance

    01:02

Debt Financing Issuers

  • Notes
  • Questions
  • 00:45

Debt Financing Issuers

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Glossary

debt issuers debt origination Structured Products
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