Overview of credit risk and its importance in finance.

Introduction to Credit Risk

Introduction to the expected credit loss model and its purpose.

Understanding Expected Credit Loss

Detailed analysis of probability of default, loss given default, and exposure at default.

Components of Expected Credit Loss

Step-by-step process to calculate expected credit loss.

Calculating Expected Credit Loss

Examination of IFRS 9 standards regarding expected credit loss.

IFRS 9 and Expected Credit Loss

Practical application of expected credit loss in banking scenarios.

Applications in Banking

Discussion of the challenges and limitations of expected credit loss models.

Challenges and Limitations

Exploration of future trends and innovations in expected credit loss modeling.

Future Trends

This curriculum guides learners through the foundational and advanced concepts of expected credit loss in financial contexts. By the end, learners will have a comprehensive understanding of how to calculate, apply, and manage expected credit losses.

Expected credit loss

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