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Securitization Course

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

What Will I Learn?

Gain practical insights into securitisation's effects on balance sheets, funding costs, capital, and accounting. Explore auto loan ABS pools, tranche structuring, credit enhancements, and Excel-based waterfall modelling. Master identifying, quantifying, mitigating risks, and establishing monitoring, reporting, and investor communication systems.

Elevify Advantages

Develop Skills

  • Securitisation impact evaluation: analyse balance sheet, capital, and ROE impacts in live transactions.
  • Auto ABS modelling: quickly define defaults, recoveries, and prepayments using real data.
  • Tranche design: determine credit enhancement sizes and pricing for AAA to equity tranches.
  • Waterfall cash flow modelling: develop flexible Excel models incorporating stress scenarios.
  • Risk assessment and monitoring: measure ABS risks and create effective 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

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