Securitization Course
Gain mastery in securitization, covering balance sheet impacts through to advanced cash flow modeling. Develop skills to structure auto loan ABS deals, determine credit enhancement levels, handle risks effectively, and analyze investor reports. Apply these in real scenarios to optimize funding costs, boost capital efficiency, and enhance ROE for better financial outcomes.

4 to 360h flexible workload
certificate valid in your country
What will I learn?
This course provides a hands-on, step-by-step guide to securitization's effects on balance sheets, funding costs, capital requirements, and accounting practices. It explores auto loan ABS pools, tranche design, credit enhancements, and Excel-based waterfall modeling. Participants will learn to spot, measure, and address critical risks while establishing strong systems for monitoring, reporting, and engaging investors.
Elevify advantages
Develop skills
- Analyze securitization effects: evaluate balance sheets, capital, and ROE using actual transactions.
- Model auto ABS data: quickly define defaults, recoveries, and prepayments.
- Structure tranches: calculate credit enhancements and price from AAA to equity.
- Build cash flow waterfalls: create flexible Excel models with stress testing.
- Master risk surveillance: measure ABS risks and build monitoring dashboards.
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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