JUMOQ course catalogue
Navigate 1 subjects, 1 categories, and 17 focused professional microcourses.
5 lessons · 3 videos · 1 activity types
Risk
Expected Credit Loss
Explain the scope, purpose and core principles of expected credit loss measurement.
5 lessons · 3 videos · 2 activity types
Risk
Expected Credit Loss
Distinguish the ECL stages and determine when 12-month or lifetime ECL applies.
5 lessons · 3 videos · 2 activity types
Risk
Expected Credit Loss
Explain PD, LGD, EAD and discounting and combine them in a simple ECL calculation.
5 lessons · 3 videos · 2 activity types
Risk
Expected Credit Loss
Explain how forward-looking information and economic scenarios affect ECL estimates.
5 lessons · 3 videos · 2 activity types
Risk
Expected Credit Loss
Describe the data, governance, control and disclosure foundations of a reliable ECL process.
6 lessons · 4 videos · 4 activity types
Risk
Expected Credit Loss
Assess significant increases in credit risk and support a defensible staging decision.
6 lessons · 4 videos · 4 activity types
Risk
Expected Credit Loss
Design meaningful portfolio segments and apply collective ECL assessment principles.
6 lessons · 4 videos · 5 activity types
Risk
Expected Credit Loss
Perform and document an individual ECL assessment for a corporate or wholesale exposure.
6 lessons · 4 videos · 4 activity types
Risk
Expected Credit Loss
Construct and interpret lifetime PD estimates, transition matrices and term structures.
6 lessons · 4 videos · 4 activity types
Risk
Expected Credit Loss
Estimate LGD using collateral, recovery, cure and re-default evidence.
6 lessons · 4 videos · 6 activity types
Risk
Expected Credit Loss
Estimate EAD and credit conversion factors for commitments and financial guarantees.
6 lessons · 4 videos · 4 activity types
Risk
Expected Credit Loss
Evaluate scenario weights and overlays and reconcile ECL results through backtesting.
5 lessons · 4 videos · 6 activity types
Risk
Expected Credit Loss
Design and challenge point-in-time calibration and macroeconomic modelling approaches.
5 lessons · 4 videos · 6 activity types
Risk
Expected Credit Loss
Develop a structured and governed approach for low-default portfolios and expert judgement.
5 lessons · 4 videos · 6 activity types
Risk
Expected Credit Loss
Plan and execute advanced ECL validation using challenger analysis and model-risk principles.
5 lessons · 4 videos · 6 activity types
Risk
Expected Credit Loss
Evaluate management overlays and defend ECL governance to audit and regulatory stakeholders.
5 lessons · 4 videos · 6 activity types
Risk
Expected Credit Loss
Integrate ECL measurement, judgement, validation and governance in a complete professional case.
