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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 |
102-2 |
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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 |
星期二2,3,4(9:10~12:10) |
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上課地點 |
管二103 |
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備註 |
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/1022Fin5014_ |
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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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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 |
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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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週次 |
日期 |
單元主題 |
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第1週 |
02/18 |
課程簡介與導論(Introduction) |
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第2週 |
02/25 |
房貸轉付證券I（Mortgage Pass-Through Securities (I)） |
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第3週 |
03/04 |
房貸轉付證券II（Mortgage Pass-Through Securities (II)） |
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第4週 |
03/11 |
房貸證券之評價（MBS Pricing）I |
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第5週 |
03/18 |
房貸證券之評價（MBS Pricing）II |
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第6週 |
03/25 |
擔保房貸憑證I（Collateralized Mortgage Obligation (I)） |
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第7週 |
04/01 |
擔保房貸憑證II （Collateralized Mortgage Obligation (II)） |
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第8週 |
04/08 |
商業性不動產抵押貸款證券（Commercial MBS） |
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第9週 |
04/15* |
期中考（Mid-term Exam） |
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第10週 |
04/22 |
信用卡債權證券（Card ABS ）/汽車貸款債權證券（Auto-ABS） |
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第11週 |
04/29 |
住宅權益貸款證券（HEL）/資產基礎商業本票（ABCP） |
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第12週 |
05/06 |
擔保債權憑證（CBO/CLO/CDO） |
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第13週 |
05/13 |
擔保債權憑證（CBO/CLO/CDO） |
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第14週 |
05/20 |
不動產證券化I（Real Estate Securitization (I)） |
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第15週 |
05/27 |
不動產證券化II（Real Estate Securitization (II)） |
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第16週 |
06/03 |
新巴賽爾協定與證券化（New Basel and Securitization） |
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第17週 |
06/10 |
信用風險簡介 |
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第18週 |
06/17* |
期末考（Final Exam） |
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