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Securitization Course

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

What will I learn?

This Securitisation Course provides a hands-on, step-by-step guide to understanding how securitisations impact balance sheets, funding costs, capital requirements, and accounting practices. It explores auto loan ABS pools, tranche structuring, credit enhancements, and Excel-based waterfall modelling. Participants will learn to spot, measure, and address major risks while establishing strong systems for monitoring, reporting, and engaging investors.

Elevify advantages

Develop skills

  • Securitisation impact evaluation: analyse balance sheets, capital, and ROE using actual transactions.
  • Auto ABS modelling: quickly define defaults, recoveries, and prepayments from data.
  • Tranche design: determine credit enhancement sizes and pricing from AAA to equity.
  • Waterfall cash flow builds: create flexible Excel models including stress scenarios.
  • Risk assessment and monitoring: measure ABS risks and develop 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
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
Very great course. Lots of valuable information.
WiltonCivil Firefighter

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