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Program overview
Understanding waterfall structures in Collateralized Debt Obligations (CDOs) and Collateralized Mortgage Obligations (CMOs) is essential for professionals in structured finance, investment banking, fixed income trading, and risk management. This program provides a comprehensive breakdown of tranche structuring, cash flow allocation, credit enhancements, and risk distribution within these complex financial instruments.
Developed with insights from leading investment banks and structured credit firms, this hands-on course equips participants with the skills to analyze tranche waterfalls, model cash flow distributions, and assess risk-return profiles in CDOs and CMOs. Whether you're a structured finance analyst, a fixed-income investor, or a risk management professional, this course will enhance your ability to structure and evaluate debt securities effectively.
Secure your place Contact usSkills & Learning Objectives in This Simulation Program
Understanding CDOs & CMOs
Cash Flow Waterfall Mechanisms
Prepayment Risk
Tranche Prioritization
Tranche Structuring
Default Risk
Senior
Mezzanine
Equity (First-Loss) Tiers
Purpose
The purpose of this program is to equip participants with practical skills in modeling and analyzing waterfall structures in CDOs and CMOs. Understanding how cash flows are distributed across tranches, how risk is allocated, and how prepayment/default scenarios impact investors is critical for professionals in structured finance, fixed-income trading, and risk management. Participants will learn to apply industry-standard techniques to real-world structured debt instruments.
Why this program?
✔ Industry-Relevant Knowledge – Learn from structured finance professionals with experience in securitization, asset-backed securities (ABS), and fixed-income modeling. ✔ Real-World Case Studies – Analyze live CDO & CMO structures used by leading financial institutions. ✔ Hands-On Waterfall Modeling – Build cash flow waterfalls, prepayment risk models, and tranche payout structures in Excel. ✔ Competitive Edge – Gain expertise in structuring, valuing, and investing in CDOs & CMOs, giving you an advantage in fixed-income markets.
Learning Agenda
This program runs throughout the year, with new sessions available every week. It consists of three levels:Foundation Level:Introduction to structured debt instruments (CDOs, CMOs, and ABS). Understanding tranche hierarchy and risk segmentation. Advanced Level:Application of cash flow waterfalls and credit enhancement techniques. Analyzing prepayment and default risk effects on tranche payouts. Expert Level:Modeling complex waterfall structures, stress-testing cash flows, and evaluating yield spreads. Case study: Structuring and analyzing a CDO/CMO deal, presenting an investment strategy. Each session lasts approximately 3 hours, combining theory, financial modeling, and real-world case studies.
Who is it for?
This program is designed for:✔ Structured finance professionals working in investment banks, asset management, and credit rating agencies. ✔ Fixed-income investors & analysts specializing in mortgage-backed and asset-backed securities. ✔ Finance graduates & CFA candidates pursuing careers in securitization and structured credit markets. ✔ Risk managers & regulators focused on CDO/CMO risk assessment and regulatory compliance.
what is included
Participants will receive:✅ Excel-Based Waterfall & Tranche Valuation Models ✅ Case Studies on Real CDO & CMO Transactions ✅ Access to Live Structured Credit Market Data ✅ Expert-Led Video Tutorials and Webinars ✅ Networking Opportunities with Industry Professionals
What you will need?
To fully engage in this program, participants should have:💻 A computer with internet access 📊 Microsoft Excel (for financial modeling exercises) 📒 A notebook for key insights and structured learningA desktop or laptop is recommended for the best interactive experience.
scoring
A structured scoring system tracks participant progress:🔹 Accuracy in Waterfall Modeling & Tranche Valuation 🔹 Application of Theoretical Concepts to Real-World Structured Debt Models 🔹 Performance in Case Studies & Investment StrategiesTop performers compete for recognition, with high scores reflected in industry leaderboards.
Present all participants to our partners
Each week, the top-ranked participants are introduced to our industry partners, including investment banks, asset managers, and structured credit funds. These firms are actively recruiting, offering participants a direct path to career opportunities.
Prepare candidates for interview with our Partners
Selected participants receive one-on-one interview preparation with structured finance professionals. Our team ensures candidates are ready for technical interviews, financial modeling tests, and CDO/CMO case studies, maximizing their chances of securing top positions in structured finance, fixed-income trading, and credit risk management.
Secure your place or get in touch to learn how we complement your finance programs and give your students’ chances for rewarding career in finance.
Company
Features
Contacts
- Address: Luxembourg
- Phone: +352 691 399 823
- Email: Support@finanboost.com
Contacts
- Address: Luxembourg
- Phone: +352 691 399 823
- Email: Support@finanboost.com