Securitization Course
Gain expertise in securitization, covering its influence on balance sheets through to detailed cash flow modeling. Master structuring auto loan ABS deals, determining credit enhancement levels, handling risks, and analyzing investor reports to optimize funding costs, boost capital efficiency, and enhance ROE in practical scenarios. This comprehensive program equips you with 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 sheet changes, capital needs, and ROE in actual transactions.
- Model auto ABS data: quickly define defaults, recoveries, and prepayments.
- Structure tranches: determine credit enhancement sizes and pricing from AAA to equity.
- Build cash flow waterfalls: create flexible Excel models including stress testing.
- Develop risk management: measure ABS risks and build surveillance dashboards.
Suggested summary
Before starting, you can change the chapters and 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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