Securitization Course
This course equips you with comprehensive knowledge of securitisation, from balance sheet implications to advanced cash flow modelling. Delve into structuring auto loan ABS, determining credit enhancements, managing risks, and analysing investor reports to optimise funding costs, capital efficiency, and ROE in actual transactions.

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.What our students say
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