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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 expenses, capital requirements, and financial reporting. It explores auto loan ABS pools, tranche design, credit enhancements, and Excel-based waterfall analysis. Participants gain skills to spot, measure, and address major risks while establishing strong systems for oversight, reporting, and engaging investors.

Elevify advantages

Develop skills

  • Securitisation impact evaluation: analyse balance sheets, capital, and ROE using actual transactions.
  • Auto ABS modelling: quickly define defaults, recoveries, and prepayments from data.
  • Tranche design: calculate credit enhancements and pricing from AAA to equity slices.
  • Waterfall cash flow builds: create flexible Excel models including stress scenarios.
  • Risk assessment and monitoring: measure ABS risks and develop surveillance tools.

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.
Workload: between 4 and 360 hours

What our students say

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EmersonPolice Investigator
The course was essential to meet the expectations of my boss and the company where I work.
SilviaNurse
Very great course. Lots of rich information.
WiltonCivil Firefighter

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