SBR syllabus

Lifetime ECL Learning Question 7 / 21

Lifetime ECL Learning Question

Cow Co has a 10% $10,000 financial asset with 2 years to maturity and are correctly accounted for at amortised cost.

The coupon rate is also the effective rate (10%)

No previous loss allowance has been recognised as the 12 month ECL was assessed to be nil at initial recognition and subsequent reporting dates.

At the year end, the credit risk has increased significantly. The expected return is now 6% pa (though not credit impaired)

Calculate the lifetime expected credit losses and the loss allowance required

Reveal answer

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