Securitization Course
Gain mastery in securitisation, covering balance sheet effects through to cash flow modelling. Learn to structure auto loan ABS deals, determine credit enhancement levels, handle risks, and analyse investor reports to optimise funding costs, capital use, and ROE in practical scenarios.

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.What our students say
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