課程資訊
課程名稱
資產證券化概論
INTRODUCTION TO ASSET SECURITIZATION 
開課學期
94-1 
授課對象
管理學院  財務金融學研究所  
授課教師
廖咸興 
課號
Fin5014 
課程識別碼
723 U3500 
班次
 
學分
全/半年
半年 
必/選修
選修 
上課時間
星期一6,7,8(13:20~16:20) 
上課地點
管壹202 
備註
本系所學生優先。
總人數上限:100人 
Ceiba 課程網頁
http://ceiba.ntu.edu.tw/941sec 
課程簡介影片
 
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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 

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 
課程要求
Mid-term Exam
40%
Final Exam

40%
Homework and
Participation
20%
 
預期每週課後學習時數
 
Office Hours
 
指定閱讀
 
參考書目
 
評量方式
(僅供參考)
 
No.
項目
百分比
說明
1. 
期中考 
20% 
 
2. 
期末考 
20% 
 
3. 
隨堂測驗 
20% 
 
4. 
作業 
20% 
 
5. 
報告 
20% 
 
 
課程進度
週次
日期
單元主題