T204 · IFRS 9 Credit Migration Matrix Generator

Generate cohort transition matrices across credit rating bands for IFRS 9 ECL modelling. Embedded benchmark matrices by asset class. Calculate Stage 1/2/3 migration probabilities, lifetime PD curves, macro overlay, and ECL stage allocation. Client-side. Works offline. Zero PII.

Tool URL: https://ainumbers.co/tools/204-ifrs9-credit-migration-matrix.html AP2/Policy Mandate export: yes

post/v1/tools/ifrs9_credit_migration_matrix

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/ifrs9_credit_migration_matrix
  • Auth: none declared

Request body

asset_class'ig_corporate' | 'sg_corporate' | 'sme_loan' | 'resi_mortgage' | 'consumer' required
current_rating_indexinteger required

0=AAA, 1=AA, 2=A, 3=BBB, 4=BB, 5=B, 6=CCC

origination_rating_indexinteger required
maturity_yearsnumber required
eadnumber required
lgd_pctnumber required
macro_overlay_factornumber required

PiT uplift multiplier e.g. 1.35 = 35% increase. 1.0 = no overlay.

portfolio_countsinteger[]

Count of counterparties at each rating band [AAA,AA,A,BBB,BB,B,CCC] for portfolio stage distribution. Optional — set all to 0 to skip.

Response

Successful tool execution result

ifrs9_stage1 | 2 | 3
stage_labelstring
stage_reasonstring
pd_1yr_pctnumber
pd_lifetime_pctnumber
ecl_12mnumber
ecl_lifetimenumber
applied_eclnumber
ecl_horizon'12-month' | 'lifetime'
ap2_mandateobject

Changes

No recorded changes to this operation across all 1 revision of this API.