JUMOQ Learning · Expected Credit Loss (ECL)

Low-Default Portfolios and Structured Expert Judgement

Develop a structured and governed approach for low-default portfolios and expert judgement.

ECL-A02Advanced

Course director: Venkata Subramani Ramachandra

4 hr 59 minFull study estimate

Full study estimate: 4 hr 59 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
LessonAdvanced Pathway Orientation
VideoAdvanced ECL Orientation - Design, Challenge and Defend

Why Low-Default Portfolios Require a Different Evidence Architecture

LessonWhy Low-Default Portfolios Require a Different Evidence Architecture
QuizKnowledge Check - Low-Default Evidence Architecture

Use External Evidence Without Losing Comparability

LessonUse External Evidence Without Losing Comparability
QuizKnowledge Check - External Evidence and Comparability
Case QuestThe Sovereign Support File - Investigate Sparse and Conflicting Evidence

Quantify Sparse Default Risk Without False Precision

LessonQuantify Sparse Default Risk Without False Precision
VideoSparse Data: Why Zero Defaults Do Not Mean Zero Risk
QuizKnowledge Check - Sparse-Data Quantification
Decision MissionModel Committee Mission - Approve the Low-Default PD Approach
Downloadable resourceDecision Mission Model Debrief

Design Structured Expert Judgement That Can Be Challenged

LessonDesign Structured Expert Judgement That Can Be Challenged
VideoCombine External Evidence, Bayesian Updating and Expert Judgement
QuizKnowledge Check - Structured Expert Judgement
Practice LabEstimate PD with Sparse Internal Data and External Evidence
Downloadable resourcePractice Lab Learner Workbook

Validate and Defend a Low-Default Methodology

LessonValidate and Defend a Low-Default Methodology
VideoValidate and Defend a Low-Default Methodology
QuizKnowledge Check - Validation and Defence
Impact SimulatorLow-Default Evidence and Judgement Simulator
Roleplay StudioAudit and Regulatory Panel - Defend the Low-Default Methodology
AssignmentDesign a Low-Default Portfolio and Expert Judgement Methodology
Downloadable resourceCase Quest Evidence Pack
Downloadable resourceLow-Default Portfolio Dataset and Model Pack
Downloadable resourceCase Quest Model Debrief
Downloadable resourceLow-Default Evidence and Expert Judgement Checklist
Downloadable resourceEditable Supplemental Checklist
Downloadable resourceRoleplay Brief and Rubric
Downloadable resourceRoleplay Model Debrief
LessonLow-Default Portfolio and Expert Judgement Glossary
Downloadable resourceECL Reference Glossary and Checklist

Final Assessment

QuizFinal Assessment - Low-Default Portfolios and Structured Expert Judgement

Certificate

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

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