ECL IFRS 9 Expected Credit Loss

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Expected Credit Loss

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ECL IFRS 9

Expected Credit Loss

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SA

Sarah Al-Rashid sarah.alrashid@bank.demo

IFRS 9 Analyst

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Loss Given Default

Calculation Month	Actual LGD	LGD Cap	Final LGD	Total Defaults	Total Default Amount	Actual Recoveries	Forecast Recoveries	Status	Run date	Actions

Run LGD

Calculation Month

July 2025

Next expected month: July 2025

LGD calculation requires a completed PD run for the same month.

LGD calculations must run in monthly sequence.

Active configuration

Model type Workout LGD

Lookback 36 months

Recovery horizon 24 months

Discount rate method EIR

Forecast recoveries Yes

LGD cap 45.00%

Delete LGD calculation