Securitization Course
This course provides a thorough understanding of securitization, covering its impacts on balance sheets, funding, capital, and accounting. Participants explore auto loan ABS pools, tranche design, credit enhancements, and Excel-based waterfall modeling. Key skills include risk identification, mitigation strategies, and establishing effective monitoring, reporting, and investor communication systems to boost efficiency and returns in practical scenarios.

from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
Gain practical insights into securitization's effects on financial statements, funding, capital, and accounting. Delve into auto loan ABS, tranche structuring, credit enhancements, and Excel waterfall modeling. Master identifying, measuring, and reducing risks while building strong frameworks for monitoring, reporting, and engaging investors.
Elevify advantages
Develop skills
- Assess securitization effects on balance sheets, capital, and ROE using real examples.
- Model auto ABS data by setting defaults, recoveries, and prepayments quickly.
- Structure tranches by sizing credit enhancements and pricing from AAA to equity.
- Build Excel cash flow waterfalls with dynamic features and stress testing.
- Quantify ABS risks and create monitoring dashboards for ongoing surveillance.
Suggested summary
Before starting, you can change the chapters and the workload. Choose which chapter to start with. Add or remove chapters. Increase or decrease the course workload.What our students say
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