Overview of the structured credit markets by Alexander Batchvarov.- Univariate risk assessment by Arnaud de Servigny and Sven Sandow.- Univariate credit risk pricing by Arnaud de Servigny and Philippe Henrotte.- Modeling credit dependency by Arnaud de Servigny.- Rating migration and asset correlation by Astrid van Landschoot and Norbert Jobst.- CDO pricing by Arnaud de Servigny.- An introduction to CDO risk management by Norbert Jobst.- A practical guide to CDO trading risk management by Andrea Petrelli ... [et al.].- Cash and synthetic CDOs by Olivier Renault.- The CDO methodologies developed by Standard and Poor's.- Recent and not so recent developments in synthetic CDOs by Norbert Jobst.- Residential mortgage-backed securities by Varqa Khadem and Francis Parisi.- Covered bonds by Arnaud de Servigny and Aymeric Chauve.- An overview of structured investment vehicles and other special purpose companies by Cristina Poliz.- Securitizations in Basel ll by William Perraudin.- Securitization in the context of Basel ll by Arnaud de Servigny