JUMOQ Learning · Expected Credit Loss (ECL)

Individual Assessment of Corporate and Wholesale Exposures

Perform and document an individual ECL assessment for a corporate or wholesale exposure.

ECL-I03Intermediate

Course director: Venkata Subramani Ramachandra

5 hr 4 minFull study estimate

Full study estimate: 5 hr 4 min

Self-paced estimates for one pass through the course. Practical work includes activities, assignments and resource study. Your pace may vary; breaks and repeat attempts are extra. All course and certificate requirements still apply.

Inside this course

Select a topic to see its lessons, videos, practice activities and resources.

Course orientation

LessonCourse Overview
LessonIntermediate Pathway Orientation
VideoIntermediate ECL Orientation: From Components to Borrower-Specific AssessmentScheduled — upload pending

When an Exposure Requires Individual ECL Assessment

LessonWhen an Exposure Requires Individual ECL Assessment
QuizKnowledge Check - Assessment Route and Unit

Build the Borrower Evidence File

LessonBuild the Borrower Evidence File
QuizKnowledge Check - Borrower Evidence

Design Probability-Weighted Borrower Scenarios

LessonDesign Probability-Weighted Borrower Scenarios
VideoFrom Borrower Evidence to Probability-Weighted ScenariosScheduled — upload pending
QuizKnowledge Check - Scenario Design
Decision MissionCredit Committee Mission - Select the Route, Stage and Scenario Response
Downloadable resourceDecision Mission Model Debrief

Measure Cash Shortfalls, Collateral and Credit Enhancements

LessonMeasure Cash Shortfalls, Collateral and Credit Enhancements
VideoCash Shortfalls, Collateral and DiscountingScheduled — upload pending
QuizKnowledge Check - Cash Shortfalls and Recoveries
Practice LabCalculate a Probability-Weighted Individual ECL
Downloadable resourcePractice Lab Learner Workbook

Build and Interpret the Individual ECL Model

LessonBuild and Interpret the Individual ECL Model
QuizKnowledge Check - Individual ECL Model
Case QuestThe Refinancing File - Investigate Conflicting Corporate Evidence
Downloadable resourceCase Quest Evidence Pack
Downloadable resourceCase Quest Model Debrief

Document, Challenge and Govern the Individual Assessment

LessonDocument, Challenge and Govern the Individual Assessment
VideoDefend and Govern the Individual ECL ConclusionScheduled — upload pending
QuizKnowledge Check - Documentation and Governance
Roleplay StudioExternal Audit Challenge - Defend the Corporate ECL Assessment
Downloadable resourceRoleplay Brief and Rubric
Downloadable resourceRoleplay Model Debrief
AssignmentPrepare an Individual ECL Assessment Memo
Downloadable resourceIndividual Corporate ECL Assessment Checklist
Downloadable resourceIndividual Assessment Dataset and Model Pack
LessonIndividual Corporate ECL Glossary
Downloadable resourceECL End-to-End Process Map
Downloadable resourceECL Data Quality Checklist
Downloadable resourceECL Governance RACI
Downloadable resourceSample Loan Portfolio Dataset
Downloadable resource

Final Assessment

QuizFinal Assessment - Individual Assessment of Corporate and Wholesale Exposures

Certificate

CertificateCertificate of completionUnlocks after every quiz is completed at its required pass mark and all course requirements are complete.

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