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Securitization Course

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

What will I learn?

This course provides a hands-on, step-by-step guide to how securitisations influence balance sheets, funding expenses, 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 relations systems.

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 modelling: create flexible Excel models including stress scenarios.
  • Risk assessment and monitoring: measure ABS risks and build 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
Really great course. Lots of valuable information.
WiltonCivil Firefighter

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