I don't see the rationale: if you have enough experience to work as an independent consultant your main hurdle will be winning business - and there are cheaper and better ways to do this. If you don't have enough experience, paying out 19K for a 6 day course won;t make you a consultant.
If it's a framework of methodology you think is missing, take one of the many qualifications like Prince 2 or suchlike which can give your experience more 'consultant shape'. If you need help winning business, why not find a business partner with a strong presence in this space? You could even hook up with a rec firm to offer a diversified service, or find other independents to form a collective. You really don't need their collateral - you can create this yourself, or beg, steal, buy or borrow some from a consultant with a big firm and tailor it to your own offering if necessary.