LZ因工作原因，需要全面了解资产证券化原理、风险和资本计量，寻了许多资料，还是官方解释靠谱！！！


·FSI（Financial Stability Institute）官方制作了许多风险管理与资本计量的课件
·该课件来自于其官方课程网站 http://www.fsiconnect.org，由LZ整理成资料
·为系列课程Capital and Related Basel Standards的一部分Securitization and Regulatory Capital - An Overview
·主要讲述巴塞尔资本协议框架下（包括Basel II 2.5 III）资产证券化的原理和资本计量方法
Objectives
On completion of this tutorial, you will be able to:
·describe the basic concepts of securitization

·recognize the risks associated with banks' involvement in securitizations
·identify the main lessons from the financial crisis that began in 2007 and the response of Basel 2.5
Tutorial Overview
This tutorial examines securitization and how it is treated in the Basel Capital Framework (BCF). It can be taken as a standalone tutorial, or for those supervisors who require a detailed knowledge of securitization, it provides a prerequisite for the advanced tutorials on the subject.


·最后更新于2013年11月8日
ps.该课程为文字+视频内容，资料整理不包括视频，因其视频主要为示意性的，且资料中已将视频字幕截图呈现（黑底白字部分），因而绝不影响课程学习。


资料样本免费


以下为资料全本

附件免费
Appendix 1 Basel III Securitization Risk Weights
Appendix 2 Summary