JUMOQ Learning · Expected Credit Loss (ECL)

Significant Increase in Credit Risk and Staging Decisions

Assess significant increases in credit risk and support a defensible staging decision.

ECL-I01Intermediate

Course director: Venkata Subramani Ramachandra

4 hr 21 minFull study estimate

Full study estimate: 4 hr 21 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
LessonECL Pathway Orientation
VideoStaging and 12-Month versus Lifetime ECL

Designing a Policy-Based SICR Framework

LessonDesigning a Policy-Based SICR Framework
VideoBuild a Defensible SICR Framework
QuizKnowledge Check - SICR Framework
Decision MissionSICR Committee - Decide Stage 1 or Stage 2
Downloadable resourceDecision Mission Model Debrief

Quantitative SICR Tests: Relative, Absolute and Lifetime PD Measures

LessonQuantitative SICR Tests: Relative, Absolute and Lifetime PD Measures
VideoQuantitative versus Qualitative SICR Signals
QuizKnowledge Check - Quantitative SICR Tests
Practice LabApply Quantitative SICR Tests to a 30-Exposure Portfolio
Downloadable resourcePractice Lab Learner Workbook

Qualitative Indicators, Watchlists and the 30-Days-Past-Due Backstop

LessonQualitative Indicators, Watchlists and the 30-Days-Past-Due Backstop
QuizKnowledge Check - Qualitative SICR Evidence
Case QuestThe Watchlist File - Investigate Conflicting SICR Evidence
Downloadable resourceCase Quest Evidence Pack
Downloadable resourceCase Quest Model Debrief

Cure, Probation, Rebuttals and Governance of Stage Transfers

LessonCure, Probation, Rebuttals and Governance of Stage Transfers
VideoRebuttals, Cure and Stage-Transfer Governance
QuizKnowledge Check - Cure and Stage Transfers
Roleplay StudioCredit Risk Challenge - Defend a SICR Rebuttal
Downloadable resourceRoleplay Brief and Rubric
Downloadable resourceRoleplay Model Debrief
Downloadable resourceSICR Indicator Catalogue and Evidence Matrix
Downloadable resourceSICR Trigger Dataset and Model Pack
Downloadable resourceECL End-to-End Process Map
LessonData, Governance, Reconciliation and Disclosures
Downloadable resourceSample Loan Portfolio Dataset
LessonStaging and 12-Month versus Lifetime ECL
Downloadable resourceECL Data Quality Checklist
QuizKnowledge Check - Staging and ECL Horizon
Downloadable resourceECL Governance RACI

Final Assessment

QuizFinal Assessment - Significant Increase in Credit Risk and Staging Decisions

Certificate

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

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