JUMOQ Learning · Expected Credit Loss (ECL)

Segmentation and Collective ECL Assessment

Design meaningful portfolio segments and apply collective ECL assessment principles.

ECL-I02Intermediate

Course director: Venkata Subramani Ramachandra

4 hr 18 minFull study estimate

Full study estimate: 4 hr 18 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

The Unit of Assessment: Individual and Collective ECL

LessonThe Unit of Assessment: Individual and Collective ECL
QuizKnowledge Check - Unit of Assessment

Shared Credit Risk Characteristics: What Makes a Segment Meaningful?

LessonShared Credit Risk Characteristics: What Makes a Segment Meaningful?
QuizKnowledge Check - Shared Risk Characteristics

Granularity, Homogeneity and Segment Design

LessonGranularity, Homogeneity and Segment Design
VideoWhy Segmentation Changes What You SeeScheduled — upload pending
QuizKnowledge Check - Granularity and Homogeneity
Decision MissionPortfolio Design Committee - Approve, Split or Escalate the Segment
Downloadable resourceDecision Mission Model Debrief

Data Architecture, Segment Mapping and Reassessment

LessonData Architecture, Segment Mapping and Reassessment
QuizKnowledge Check - Mapping and Reassessment
Practice LabBuild and Validate Segments for a 60-Exposure Portfolio
Downloadable resourcePractice Lab Learner Workbook

Collective ECL Methods and Model Choice

LessonCollective ECL Methods and Model Choice
VideoChoose the Collective ECL Method That Fits the SegmentScheduled — upload pending
QuizKnowledge Check - Collective Model Choice
Impact SimulatorSegmentation Sensitivity Simulator - Observe Masking and ECL Effects

Validation, Governance and Documentation of Collective Assessment

LessonValidation, Governance and Documentation of Collective Assessment
VideoResegment, Validate and GovernScheduled — upload pending
QuizKnowledge Check - Validation and Governance
AssignmentDesign a Segmentation Methodology for a Mixed Loan Portfolio
Downloadable resourceSegmentation Design and Review Checklist
Downloadable resourceSegmentation Dataset and Model Pack
LessonSegmentation and Collective Assessment Glossary
Downloadable resourceECL End-to-End Process Map
Downloadable resourceECL Data Quality Checklist
Downloadable resourceECL Governance RACI
Downloadable resourceSample Loan Portfolio Dataset
Downloadable resourceAccessibility and Inclusive-Learning Guide

Final Assessment

QuizFinal Assessment - Segmentation and Collective ECL Assessment

Certificate

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

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