Securitization Course
Gain expertise in securitization, covering its influence on balance sheets up to detailed cash flow modeling. 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. This comprehensive training equips you for real-world financial applications with practical tools and insights.

from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
This course provides hands-on knowledge of securitization's effects on balance sheets, funding expenses, capital requirements, and accounting practices. It explores auto loan ABS pools, tranche design, credit enhancements, and Excel-based waterfall models. Participants gain skills to spot, measure, and reduce major risks while establishing strong systems for monitoring, reporting, and engaging investors.
Elevify advantages
Develop skills
- Securitization impact analysis: evaluate balance sheet, capital, and ROE impacts 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 including 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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