Financial Regulation and Supervision: Lessons from the Crisis

Origins and Causes of the Subprime Crisis. Mortgage Markets in the US. Credit Derivatives, Securitization and Structured Finance. Current Issues in Securitization. Risk Management and Models. Banking Regulation: Basel I-II. Regulation of Capital Markets and Derivatives. Lessons on Micro-Prudential Supervision and Regulation. Lessons on Macro-Prudential Supervision and Regulation. Systemic Risk Measurement.