Lecture 7: Exposure at Default EAD Basics скачать в хорошем качестве

Lecture 7: Exposure at Default EAD Basics

🎓 IFRS 9 Credit Risk – Crash Course (Lecture 7 of 17) Exposure at Default (EAD) – Fundamentals This video is Lecture 7 of a structured 17-part IFRS 9 Credit Risk Crash Course, designed for professionals and students working in banking, credit risk, IFRS 9, Basel, and regulatory modelling. The series focuses on practical understanding, not just standards wording — explaining how IFRS 9 credit risk models are actually implemented in real financial institutions. 📘 What this crash course covers Across the 17 lectures, you will learn: • IFRS 9 fundamentals and scope • Credit risk staging (Stage 1, 2, 3) • Point-in-Time (PIT) vs Through-the-Cycle (TTC) PD • Lifetime PD concepts • LGD and EAD under IFRS 9 • Expected Credit Loss (ECL) framework • Macroeconomic overlays & scenarios • Practical modelling considerations (SAS, Python, Excel) • Common regulatory and audit pitfalls This course is suitable for both beginners and experienced practitioners seeking clarity, structure, and real-world insight. 🎯 Who this lecture is for • Credit Risk Analysts & Modellers • IFRS 9 / Basel practitioners • Banking & Finance professionals • Actuarial & FRM candidates • Graduates preparing for risk roles ℹ️ About this lecture (Lecture 7) Lecture 7 focuses on Exposure at Default (EAD) — a critical component of the IFRS 9 Expected Credit Loss (ECL) framework. In this lecture, you will learn: • What EAD represents under IFRS 9 • Differences between drawn and undrawn exposure • Credit Conversion Factors (CCF) and their role • EAD behaviour across Stage 1, Stage 2, and Stage 3 • Practical EAD considerations for loans, overdrafts, and revolving products • How EAD interacts with PD and LGD in ECL calculations This lecture provides the conceptual foundation required before moving into more advanced EAD modelling and implementation topics later in the series. 📌 This is a free educational lecture within the crash course. More hands-on, implementation-focused training is available in the full programme. 🎙️ Voice narration is used for clarity and production quality. 🔗 Full Training, Software & Support 🌐 Website: https://www.huchest.com/ 🎓 Full Training Portfolio: https://www.udemy.com/user/taipa-gibo... 💼 LinkedIn:   / taipa-huchu   📩 Email: taipahuchu@gmail.com In addition to training, we also support IFRS 9 software deployment, automation, and regulatory solutions in partnership with an experienced fintech development team. 📌 Subscribe and enable notifications to follow the full 17-lecture IFRS 9 Credit Risk Crash Course as each lecture is released.