Australian ABS Methodology Briefing
You are cordially invited to an exclusive briefing, hosted by senior leaders at Moody’s Ratings’ Structured Finance team.
Asset-backed securities (ABS) are a fast-growing asset class in the Australian securitisation market. In this session, Moody’s Ratings analysts will outline our approach to rating auto ABS and personal loan ABS transactions and demonstrate the key analytical tools available to the market.
Join us our speakers for an overview of the core principles underpinning our ABS methodologies, including the key factors that influence credit enhancement and ratings outcomes.
Discussion topics:
- The key building blocks of Moody’s approach to rating structured finance securities
- An overview of the global auto and personal loan ABS rating frameworks
- Structural features and their impact on credit enhancement and ratings
- A walkthrough of Moody’s ABSROM model
Speakers
Ilya Serov
Executive Director, Structured Finance
Moody's Ratings
Irene Kleyman
Senior Vice President, Structured Finance Group
Moody's Ratings
John Paul Truijens
Vice President - Senior Credit Officer, Structured Finance
Moody’s Ratings
Venue
Moody's Sydney office | Quokka Room (Level 14) | Entry via Pitt Street
Sydney
NSW
Australia
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Ilya Serov is the Executive Director for Moody’s Structured Finance Group in Sydney, responsible for managing the new ratings team.
Prior to joining the Structured Finance Group, Ilya was a Senior Vice President in the Financial Institutions Group, covering Australian major and investment banks. He was also the lead analyst for the Australian mortgage insurance sector. Ilya joined Moody’s Financial Institutions team in 2011, and was first based in New York, and then Sydney. Previously, he worked in Moody’s Structured Finance Group in Australia, where his responsibilities included residential mortgage-backed securities, asset-backed securities, and esoteric structures.
Before joining Moody’s in 2003, Ilya worked as an academic at a leading Australian university, researching and lecturing on corporate finance. Ilya holds Bachelor of Laws and Bachelor of Commerce (Hons) degrees from the University of New South Wales.
| Irene Kleyman is a Senior Vice President in Moody’s Structured Finance Group, based in Sydney. She is a primary ratings analyst with a focus on RMBS, ABCP and covered bonds. Previously, she managed the surveillance team for the Australian RMBS, ABS and CMBS sectors. Prior to joining Moody’s in 2004, Irene worked for three years as a portfolio analyst at JP Morgan, Sydney, specializing in the fixed-interest market. She holds a Bachelor of Commerce and a Bachelor of Finance, both from Macquarie University, Sydney. |
John Paul Truijens is a Vice President – Senior Credit Officer in Moody’s Structured Finance Group. Based in Sydney, John Paul covers the Australian RMBS and ABS markets. He joined Moody’s in 2005 in London as an Analyst, initially covering European CDO’s and later UK and South African RMBS.
Prior to joining Moody’s, John Paul worked at Credit Suisse in London and at Deloitte in South Africa.
John Paul holds a Business Science honors degree from the University of Cape Town and is a qualified Charted Accountant.