STS Securitisations: Risk & Compliance

This two day training course will provide delegates with a detailed regulatory update of STS securitisations, how to manage and implement and due diligence from a legal perspective. The course will also focus on securitisations in general, CRT and synthetics.


Securitisations: STS, Risk & Compliance 

18 - 19 March 2019, London

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If structured correctly, securitisation can work as an important channel for diversifying funding and this Risk Training course has been specifically designed in order to provide delegates with a new or enhanced understanding of the STS regulatory landscape and how to ensure compliance is achieved and maintained. The course will also discuss a broader view of securities, non-performing loan securitisations, synthetic securitisations and pricing and risk management strategies.

Learning Objectives

By the end of the two days delegates will have new or improved knowledge of: 

  • The current STS securitisations regulation and how companies have adjusted so far
  • Best practice approaches to implementing and managing STS
  • Key statistics from the European DataWarehouse repository along with how to report and manage data for ABS and ABCP
  • CRT and how to achieve SRT 
  • How to create a risk framework which addresses securitisation as a source of risk
  • Impacts of other regulations including Basel III, IV, NSFR and LIBOR
Who Should Attend?

Relevant departments may include but are not limited to: 

  • Legal
  • Compliance
  • Securities
  • Structured finance
  • Strategic assets
  • Asset financing 
  • Securitised products
  • Asset backed products
  • Regulatory affairs
  • Repo
Course Highlights

Sessions include: 

  • STS regulatory update
  • How to implement and manage STS 
  • Due diligence
  • Data and reporting processes
  • Non-performing loan securitisation
  • CRT and synthetic securitisations
  • Pricing and risk management
  • Interplay with other regulations

Venue Details

Raddison Blu Edwardian, Mercer Street

20 Mercer Street,
WC2h 9HD

Venue information