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 effectively, and analyse investor reports to optimise funding costs, boost capital efficiency, and enhance ROE in practical scenarios.

from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
This Securitisation Course offers practical step-by-step insights into how securitisations influence balance sheets, funding expenses, capital needs, 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 systems for monitoring, reporting, and engaging investors.
Elevify advantages
Develop skills
- Securitisation impact evaluation: analyse balance sheets, capital, and ROE using actual transactions.
- Auto ABS data modelling: quickly establish defaults, recoveries, and prepayments.
- Tranche structuring: determine credit enhancement sizes and price AAA to equity slices.
- Cash flow waterfall modelling: create flexible Excel models with stress testing.
- Risk management and monitoring: measure ABS risks and build surveillance 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 workloadWhat our students say
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