Securitization Course
Gain expertise in securitisation, covering balance sheet impacts through to detailed cash flow modelling. Master structuring auto loan ABS deals, determining credit enhancement levels, handling risks, and analysing investor reports to optimise funding costs, boost capital efficiency, and enhance ROE in practical scenarios. Ideal for finance professionals aiming to excel in structured finance.

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 securitisation'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 modelling. Participants gain skills to spot, measure, and address major risks while establishing strong monitoring, reporting, and investor engagement systems.
Elevify advantages
Develop skills
- Securitisation impact analysis: evaluate balance sheet, capital, and ROE effects in actual transactions.
- Auto ABS data modelling: quickly define default, recovery, and prepayment rates.
- Tranche structuring: determine credit enhancement sizes and price tranches from AAA to equity.
- Cash flow waterfall modelling: create flexible Excel models incorporating stress testing.
- Risk and surveillance expertise: measure ABS risks and build effective monitoring 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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