Securitization Course
Gain expertise in securitisation, covering its effects on balance sheets through 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. This course equips you with tools for real-world financial applications across banking and investment contexts.

from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
This Securitisation Course provides a hands-on, step-by-step guide to 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 establish defaults, recoveries, and prepayments.
- Tranche design: determine credit enhancement sizes and pricing from AAA to equity.
- Cash flow waterfall modelling: create flexible Excel models incorporating stress scenarios.
- Risk assessment and monitoring: measure ABS risks and develop 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.What our students say
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