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課程名稱 |
資產證券化概論
INTRODUCTION TO ASSET SECURITIZATION |
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開課學期 |
98-1 |
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授課對象 |
管理學院 財務金融學系 |
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授課教師 |
廖咸興 |
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課號 |
Fin5014 |
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課程識別碼 |
723 U3500 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期四2,3,4(9:10~12:10) |
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上課地點 |
管二104 |
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備註 |
本課程中文授課,使用英文教科書。
限學士班三年級以上
總人數上限：100人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/981SEC |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
Asset securitization becomes
an important financing
technique recently. This
course will introduce the
principles, structures, and
investment characteristics
of several major types of
asset securitization. They
include residential mortgage
backed securities,
commercial mortgage backed
securities, auto loan backed
secutities, credit card ABS,
Asset-backed commercial
paper (ABCP), Housing equity
loan backed secutities,
CBO/CLO/CDO, and real estate
backed securities. In
addition, this course will
also discuss the impact of
new Basel Accord (Basel II)
on asset securitiation |
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課程目標 |
Asset securitization becomes
an important financing
technique recently. This
course will introduce the
principles, structures, and
investment characteristics
of several major types of
asset securitization. They
include residential mortgage
backed securities,
commercial mortgage backed
securities, auto loan backed
secutities, credit card ABS,
Asset-backed commercial
paper (ABCP), Housing equity
loan backed secutities,
CBO/CLO/CDO, and real estate
backed securities. In
addition, this course will
also discuss the impact of
new Basel Accord (Basel II)
on asset securitiation |
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課程要求 |
Mid-term Exam
40%
Final Exam
40%
Homework and
Participation
20%
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預期每週課後學習時數 |
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Office Hours |
另約時間 |
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指定閱讀 |
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參考書目 |
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
報告 |
0% |
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2. |
作業 |
20% |
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3. |
隨堂測驗 |
0% |
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4. |
期末考 |
40% |
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5. |
期中考 |
40% |
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週次 |
日期 |
單元主題 |
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第1週 |
9/17 |
Introduction |
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第2週 |
9/24 |
MPTs (I) |
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第3週 |
10/01 |
MPTs(II) |
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第4週 |
10/08 |
No class |
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第5週 |
10/15 |
MBS Pricing |
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第6週 |
10/22 |
CMO(I) |
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第7週 |
10/29 |
CMO(II) |
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第8週 |
11/05 |
CMO(III);Assignment announced |
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第9週 |
11/12 |
Mid-term EXAM |
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第10週 |
11/19 |
CMBS; Auto-ABS |
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第11週 |
11/26 |
Auto ABS;Credit card ABS; |
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第12週 |
12/03 |
Credit card ABS; ABCP |
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第13週 |
12/10 |
ABCP-HELBS |
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第14週 |
12/17 |
CDO/CBO/CLO |
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第15週 |
12/24 |
Real Estate Securitization |
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第16週 |
12/31 |
Real Estate Securitization |
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第17週 |
1/07 |
Basel II and Securitization and Review |
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