---
title: "T204 · IFRS 9 Credit Migration Matrix Generator"
method: POST
path: "/v1/tools/ifrs9_credit_migration_matrix"
---

# T204 · IFRS 9 Credit Migration Matrix Generator

`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

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

## Request body

- object
  - `asset_class` 'ig_corporate' | 'sg_corporate' | 'sme_loan' | 'resi_mortgage' | 'consumer', required
  - `current_rating_index` integer, required: 0=AAA, 1=AA, 2=A, 3=BBB, 4=BB, 5=B, 6=CCC
  - `origination_rating_index` integer, required
  - `maturity_years` number, required
  - `ead` number, required
  - `lgd_pct` number, required
  - `macro_overlay_factor` number, required: PiT uplift multiplier e.g. 1.35 = 35% increase. 1.0 = no overlay.
  - `portfolio_counts` integer[]: 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 `200`

Successful tool execution result

- object
  - `ifrs9_stage` 1 | 2 | 3
  - `stage_label` string
  - `stage_reason` string
  - `pd_1yr_pct` number
  - `pd_lifetime_pct` number
  - `ecl_12m` number
  - `ecl_lifetime` number
  - `applied_ecl` number
  - `ecl_horizon` '12-month' | 'lifetime'
  - `cumulative_pd_schedule` object[]
    - `year` integer
    - `pd_current_rating_pct` number
  - `transition_matrix` unknown[]: 8×8 annual transition probability matrix
    - unknown
  - `ap2_mandate` object

---

[API](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite.md) · [All operations](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/llms.txt) · [OpenAPI document](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/revisions/b462e4f5bb28?raw)