Securitization Course
Gain mastery in securitisation, covering its effects on balance sheets through to detailed cash flow modelling. Learn to build auto loan ABS structures, determine credit enhancements, handle risks effectively, and analyse investor reports. This enhances funding efficiency, capital use, and return on equity in practical scenarios, equipping you for real financial operations.

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.What our students say
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