Securitization Course
Master securitisation from balance sheet impact to cash flow modelling. Learn to structure auto loan ABS, size credit enhancement, manage risk, and interpret investor reports to improve funding costs, capital efficiency, and ROE in real-world deals. This course provides practical insights into securitisation processes, enhancing your ability to handle complex financial structures effectively.

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.What our students say
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