About the Course
Today’s credit institutions are under intense pressure to demonstrate that their IFRS 9 numbers are accurate, unbiased, and grounded in sound methodology. Boards, regulators, and investors do not only want a number, they want a clear story behind that number.
This course transforms IFRS 9 Expected Credit Loss requirements from a complex accounting standard into a practical framework for credit risk modeling and validation. You will not become a pure quant, but you will become an informed and disciplined user, sponsor, and challenger of ECL models. You will learn to translate IFRS 9 requirements into model design choices, build and interpret PD, LGD, and EAD models using real-world data, incorporate forward-looking information and macroeconomic scenarios, design and execute independent model validation and back-testing, and communicate model results, assumptions, and limitations in plain language. This hands-on, case-driven course is tailored for institutions linking IFRS 9 compliance with portfolio strategy, pricing, and overall risk appetite.
Target Audience
This course is crafted for professionals directly or indirectly involved in IFRS 9 ECL modeling, implementation, oversight, or review.
This course is designed for:
- Credit risk managers and heads of credit risk
- IFRS 9 project leads and implementation managers
- Risk modellers and quantitative analysts working on PD, LGD, and EAD
- Finance and reporting professionals responsible for ECL disclosures
- Internal auditors reviewing IFRS 9 frameworks and models
- External auditors seeking deeper insight into model design and validation
- Regulatory and supervisory staff involved in reviewing ECL practices
- Portfolio managers and credit officers using model outputs for decisions
- Data and analytics teams supporting IFRS 9 modeling
- Consultants and advisors supporting IFRS 9 transformation projects
Course Objectives
This course equips you to understand, design, challenge, and validate IFRS 9 Expected Credit Loss models that are technically sound, well-governed, and defensible.
By the end of this course, you'll be able to:
- Understand the core principles and requirements of IFRS 9 for Expected Credit Loss
- Translate IFRS 9 concepts into practical ECL model design and architecture
- Design and interpret PD, LGD, and EAD models using relevant data
- Incorporate staging, Significant Increase in Credit Risk (SICR), and forward-looking information into models
- Identify data, methodology, and governance gaps that weaken ECL outputs
- Develop practical validation, back-testing, and performance monitoring frameworks
- Document and communicate models, assumptions, and limitations clearly
- Align IFRS 9 ECL models with risk appetite, pricing, and strategic decision making
Requirements & Prerequisites
Participants are expected to have a basic understanding of financial statements, credit risk concepts, and a working knowledge of Excel. Prior exposure to IFRS 9 or credit risk management is advantageous but not mandatory.
Professional and Organizational Impact
When you think in terms of model quality, data integrity, and transparent assumptions, you become a more credible and trusted voice in financial decision making.
As a participant, you will benefit by:
- Strengthening your ability to contribute to or lead IFRS 9 ECL projects
- Gaining confidence when discussing methodologies and assumptions with auditors and regulators
- Moving beyond 'black box' reliance on models to informed, critical engagement
- Enhancing your skills in interpreting ECL outputs for management decisions
- Building a stronger profile as a risk, finance, or analytics professional with IFRS 9 expertise
- Positioning yourself as a bridge between quantitative teams and business leaders
- Increasing your value in roles related to credit risk, financial reporting, and regulatory compliance
Institutions that invest in robust IFRS 9 ECL capabilities reduce surprises, build trust, and improve strategic decisions on credit risk and capital.
Your organization will benefit from:
- More accurate and explainable ECL estimates that build confidence with boards and supervisors
- Stronger alignment between risk, finance, and business teams on provisioning and portfolio quality
- Reduced model risk through better governance, documentation, and validation
- Improved use of ECL insights in pricing, portfolio steering, and capital planning
- Fewer disputes and delays with auditors and regulators during reviews
- Clearer understanding of how macroeconomic scenarios affect portfolio risk and ECL
- Enhanced readiness for internal and external model risk, audit, and validation reviews
Training Methodology
This is a practical, outcome-driven course designed to turn IFRS 9 ECL requirements into daily modeling, validation, and decision-making power.
Methodology includes:
- Interactive walkthroughs of IFRS 9 requirements and their modeling implications
- Hands-on exercises building simplified PD, LGD, and EAD calculations
- Scenario-based analysis of staging, SICR, and macroeconomic adjustments
- Simple tools and templates for ECL model documentation and governance
- Group work comparing different model choices and their impact on ECL numbers
- Case studies from banks, MFIs, and other lenders implementing IFRS 9
- Reflection prompts challenging current ECL practices and assumptions
Upcoming Sessions
Next available dates worldwide
Certification
Recognized credentials that advance your career
Participants who complete the IFRS9 Expected Credit Loss Model Development and Validation Training Program earn a Trainingcred Certificate of Achievement, demonstrating professional competence and alignment with global standards in learning and development.
NITA Accredited
Accredited by the National Industrial Training Authority, ensuring programs meet nationally recognized standards of quality and relevance.
CPD Certified
Recognized by the CPD Certification Service, ensuring every program meets internationally benchmarked standards of professional excellence.
Why this course earns its place on your CV
Accredited training, practitioner trainers, and peers on the same career track — the three things real expertise is built on.
Career Advancement
- Master IFRS9 to elevate your finance career and boost your marketability.
- Gain proficiency in a critical regulatory framework recognized globally.
- Leverage new skills to navigate credit risk management confidently.
Expert-Led Instruction
- Learn directly from industry experts with real-world IFRS9 application experience.
- Benefit from insider techniques and case studies not found in textbooks.
- Engage with professionals who have shaped financial standards internationally.
Practical Application
- Apply your knowledge immediately with hands-on model development sessions.
- Transform theoretical understanding into practical solutions for your organization.
- Acquire critical validation skills to ensure compliance and performance efficiency.
