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Securitization Course

Securitization Course
4 to 360 hours flexible workload
valid certificate in your country

What will I learn?

The Securitisation Course offers a practical, step-by-step understanding of how securitisations affect balance sheets, funding costs, capital, and accounting. It then explores auto loan ABS pools, tranche structuring, credit enhancement, and waterfall modelling in Excel. Participants also learn to identify, quantify, and mitigate key risks, while setting up robust monitoring, reporting, and investor communication frameworks.

Elevify advantages

Develop skills

  • Securitisation impact analysis: assess balance sheet, capital and ROE in real deals.
  • Auto ABS data modelling: set default, recovery and prepayment assumptions quickly.
  • Tranche structuring: size credit enhancement and price AAA to equity tranches.
  • Cash flow waterfall modelling: build dynamic Excel structures with stress tests.
  • Risk and surveillance skills: quantify ABS risks and design 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.
Workload: between 4 and 360 hours

What our students say

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EmersonPolice Investigator
The course was essential to meet the expectations of my boss and the company I work for.
SilviaNurse
Great course. Lots of valuable information.
WiltonCivil Firefighter

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