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Securitization Course

Securitization Course
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.
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 I work for.
SilviaNurse
Very great course. Lots of rich information.
WiltonCivil Firefighter

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