Securitization Course
Gain expertise in securitisation, covering its effects on balance sheets up to detailed cash flow modelling. Master structuring auto loan ABS deals, determining credit enhancement levels, handling risks, and analysing investor reports to boost funding efficiency, optimise capital use, and enhance ROE in practical scenarios. This course equips you with tools for real-world financial applications across banking and investment contexts.

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 workloadWhat our students say
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