ECL Computation
Calculate Expected Credit Loss under IFRS 9 using PD, LGD, and EAD models with stage classification.
This skill computes Expected Credit Loss under IFRS 9 using probability of default, loss given default, and exposure at default models. It guides AI agents through three-stage loan portfolio classification, lifetime ECL calculation, and preparing ECL disclosure for financial statements. MIT licensed and open source. Designed for credit risk analysts, accountants, and banking professionals. For educational and productivity use only. Always verify AI-generated outputs with a qualified professional before acting on them.
Use Cases
- ✓Calculate Expected Credit Loss under IFRS 9
- ✓Build PD, LGD, and EAD models
- ✓Stage loan portfolios by credit risk
- ✓Prepare ECL disclosure for financial statements
Trigger Phrases
How to Install
Copy the skill content, paste it into your AI agent's system prompt or project instructions, then describe your task.
Paste the skill link or content into your AI agent's system prompt or project instructions.
Requirements
- Claude or equivalent
- Loan portfolio data
- Historical default and recovery rates