Expected Credit Loss (ECL) Model Excel Walkthrough | IFRS 9 + RBI Draft Guidelines #creditrisk

Expected Credit Loss (ECL) Model Excel Walkthrough | IFRS 9 + RBI Draft Guidelines

🚀 Master IFRS 9 Expected Credit Loss (ECL) modeling with this complete, hands-on Excel walkthrough built on a real home loan portfolio.

Breaking down a fully working ECL Engine aligned with IFRS 9 + RBI Draft 2025 + Basel III standards.

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📊 WHAT YOU'LL LEARN
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✅ The 3-Stage IFRS 9 Framework (Stage 1: 12-month ECL, Stage 2: Lifetime/SICR, Stage 3: NPA)
✅ SICR Triggers — DPD greater than 30, CIBIL drops greater than 50, rating downgrades
✅ PD Calculation: TTC → PiT conversion using macro factors (GDP, Unemployment, Interest Rates)
✅ LGD Modeling: Collateral haircuts (Residential 25%, Commercial, Plot 40%) + Basel 45% floor
✅ EAD Computation: Funded balance + undrawn commitments × 75% CCF
✅ Rating Model: CIBIL (35%), LTV (20%) weighted scoring → AAA to D bands
✅ Scenario Analysis: Base (50%) / Upside (25%) / Downside (25%) probability weighting
✅ RBI Prudential Floor logic & Floor Excess (+₹44.2M conservatism)
✅ Sensitivity & Stress Testing (±1%, ±2% PD/LGD shocks → ₹8.59M ECL impact)
✅ Executive Reporting Dashboard with 6 charts & KPIs
✅ Control Panel with scenario toggles, macro overrides, and health checks

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💼 WHO THIS IS FOR
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• Credit Risk Analysts & Managers
• CA / CFA / FRM students & professionals
• Bank/NBFC Finance and Risk teams
• Auditors preparing for IFRS 9 / Ind AS 109 audits
• Excel modelers building regulatory templates

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Questions:
1. What is IFRS 9
2. IFRS 9 explained
3. IFRS 9 for beginners
4. Credit risk management IFRS 9
5. Expected credit loss IFRS 9
6. IFRS 9 three stages explained
7. How do banks calculate IFRS 9 provisions
8. IFRS 9 vs IAS 39
9. What is ECL in banking
10. IFRS 9 implementation guide
11. IFRS 9 staging model
12. What is SICR IFRS 9
13. Forward-looking credit loss
14. IFRS 9 interview questions
15. Banking provision accounting
16. Impairment loss IFRS 9
17. 12-month ECL vs lifetime ECL
18. IFRS 9 calculation methodology
19. Credit impairment assessment
20. IFRS 9 macroeconomic scenarios
21. IFRS 9 probability of default
22. Loss given default calculation
23. Exposure at default IFRS 9
24. Significant increase in credit risk
25. IFRS 9 India implementation
26. RBI IFRS 9 adoption timeline
27. IFRS 9 vs CECL differences
28. Forward-looking information IFRS 9

🚀 CHANNEL MISSION:
Risk Modelling Hub is dedicated to helping finance professionals master credit risk, financial instruments, and banking expertise. We create in-depth, beginner-friendly content that explains complex financial concepts clearly.

📚 RECOMMENDED RESOURCES:
→ IFRS Official Website: www.ifrs.org
→ IASB Standards Documentation
→ Banking regulation guidelines
→ Financial risk management best practices

📊 DISCLAIMERS & IMPORTANT NOTES:

This educational content is for learning purposes. The techniques shown are industry-standard methods used in professional credit risk modeling. For actual production implementations, consult with your organization's risk management and compliance teams.

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