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Securitization Course

Securitization Course
from 4 to 360h flexible workload
certificate valid in your country

What will I learn?

This course provides a hands-on, step-by-step guide to how securitisation impacts balance sheets, funding costs, 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 data modelling: quickly define defaults, recoveries, and prepayments.
  • Tranche design: determine credit enhancement sizes and pricing from AAA to equity.
  • Cash flow waterfall 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.
Workload: between 4 and 360 hours

What our students say

Your lessons are perfect. I purchased the one-year package and finally have the opportunity to follow various topics of interest without needing to change platforms... I'm grateful for everything you do, I've already recommended you to other people...
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Giulio CarloDigital Marketing Student
I like how the lessons are straight to the point and how I can change chapters and skip content I don't need.
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