Securitization Course
Gain mastery in securitization, covering balance sheet impacts through to detailed cash flow modeling. Structure auto loan ABS deals, determine credit enhancement levels, handle risks effectively, and analyze investor reports to optimize funding costs, capital use, and return on equity in practical scenarios. This comprehensive program equips you with essential tools for real-world financial applications.

from 4 to 360h flexible workload
valid certificate 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 gain skills to spot, measure, and address major 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: determine credit enhancement sizes and pricing from AAA to equity.
- Develop cash flow waterfalls: create flexible Excel models including stress testing.
- Build risk management: measure ABS risks and create surveillance 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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