Securitization Course
Gain expertise in securitisation, covering its effects on balance sheets up to detailed cash flow modelling. Master structuring auto loan ABS deals, determining credit enhancement levels, handling risks, and analysing investor reports to optimise funding costs, boost capital efficiency, and enhance ROE in practical scenarios across financial institutions.

flexible workload from 4 to 360h
valid certificate in your country
What will I learn?
This Securitisation Course offers a hands-on, step-by-step guide on 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 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 define defaults, recoveries, and prepayments.
- Tranche structuring: determine credit enhancement sizes and pricing from AAA to equity.
- Cash flow waterfall modelling: create flexible Excel models including stress testing.
- Risk assessment 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 workload.What our students say
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