JUMOQ Learning · Expected Credit Loss (ECL)

EAD, CCF, Loan Commitments and Financial Guarantees

Estimate EAD and credit conversion factors for commitments and financial guarantees.

ECL-I06Intermediate

Course director: Venkata Subramani Ramachandra

5 hr 58 minFull study estimate

Full study estimate: 5 hr 58 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 Assessment

EAD as an Exposure Path, Not a Balance Snapshot

LessonEAD as an Exposure Path, Not a Balance Snapshot
QuizLesson 1 Knowledge Check - EAD Exposure Path

Revolving Facilities and Credit Conversion Factors

LessonRevolving Facilities and Credit Conversion Factors
QuizLesson 2 Knowledge Check - Revolving Facilities and CCF
Decision MissionCredit Committee Mission - Choose the EAD Route for a Deteriorating Multi-Product Borrower
Downloadable resourceDecision Mission Model Debrief

Loan Commitments: Expected Drawdown and Exposure Period

LessonLoan Commitments: Expected Drawdown and Exposure Period
VideoFrom Limit to Exposure at Default
QuizLesson 3 Knowledge Check - Loan Commitments
Practice LabCalibrate a CCF and Calculate Scenario-Specific EAD
Downloadable resourcePractice Lab Learner Workbook

Financial Guarantees and Other Off-Balance-Sheet Exposures

LessonFinancial Guarantees and Other Off-Balance-Sheet Exposures
VideoHow to Estimate and Challenge a CCF
QuizLesson 4 Knowledge Check - Financial Guarantees
Impact SimulatorEAD Impact Simulator - Utilisation, Cancellation and Guarantee Sensitivity

Forward-Looking EAD, Scenario Weighting and Model Implementation

LessonForward-Looking EAD, Scenario Weighting and Model Implementation
QuizLesson 5 Knowledge Check - Forward-Looking EAD
Case QuestThe Vanishing CCF - Investigate a Suspiciously Low Exposure Estimate
Downloadable resourceCase Quest Evidence Pack
Downloadable resourceCase Quest Model Debrief

EAD and CCF Validation, Backtesting and Governance

LessonEAD and CCF Validation, Backtesting and Governance
VideoCommitments, Guarantees and the Governance Trail
QuizLesson 6 Knowledge Check - Validation and Governance
Roleplay StudioIndependent Validation Challenge - Defend the EAD and CCF Methodology
Downloadable resourceRoleplay Brief and Rubric
Downloadable resourceRoleplay Model Debrief
AssignmentPrepare an EAD, CCF and Off-Balance-Sheet Methodology Memo
Downloadable resourceEAD, CCF, Commitment and Guarantee Review Checklist
Downloadable resourceEAD, CCF and Off-Balance-Sheet Dataset and Model Pack
LessonEAD, CCF and Off-Balance-Sheet 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 - EAD, CCF, Loan Commitments and Financial Guarantees

Certificate

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

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