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. ━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 WHAT YOU'LL LEARN ━━━━━━━━━━━━━━━━━━━━━━━━━━━ ✅ 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 ━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💼 WHO THIS IS FOR ━━━━━━━━━━━━━━━━━━━━━━━━━━━ • 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 🔔 SUBSCRIBE ‪@riskmodellinghub‬ for more credit risk, IFRS 9, Basel III, and Excel financial modeling tutorials! 👍 LIKE if this helped — it pushes the video to more risk professionals. 📤 SHARE with your risk/finance team. #ifrs9 #ecl #creditrisk #excel #rbi #riskmanagement #eclmodel #pdmodel 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. --- © Risk Modelling Hub - All Rights Reserved Educational Content for Finance Professionals ---