T198 · PD / LGD / EAD Modeller

Calculate Probability of Default, Loss Given Default, and Exposure at Default with IFRS 9 and CECL alignment. Outputs 12-month and lifetime ECL, staging triggers, and Policy Mandate JSON risk parameters. Client-side. Works offline. Zero PII.

Tool URL: https://ainumbers.co/tools/198-pd-lgd-ead-modeller.html AP2/Policy Mandate export: yes

post/v1/tools/pd_lgd_ead_modeller

Request

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

Request body

pd_method'ttc' | 'pit' required
internal_ratingstring

Required if pd_method=ttc. S&P-equivalent rating band.

macro_overlaynumber

Fractional PD uplift for TTC method e.g. 0.35 = 35%.

pd_direct_pctnumber

Required if pd_method=pit. Point-in-time 1-year PD (%).

asset_class'corporate' | 'revolving' | 'mortgage' | 'trade' | 'sme' required
lgd_method'haircut' | 'market' required
collateral_valuenumber
collateral_haircutnumber

Haircut fraction e.g. 0.40 = 40%

recovery_cost_pctnumber
market_lgd_pctnumber

Required if lgd_method=market

ead_type'drawn' | 'committed' required
drawn_amountnumber required
undrawn_amountnumber
ccf_pctnumber

Credit Conversion Factor (%)

maturity_yearsnumber required
ecl_horizon'12m' | 'lifetime' required

Response

Successful tool execution result

pd_1yr_pctnumber
pd_lifetime_pctnumber
lgd_pctnumber
eadnumber
ecl_12mnumber
ecl_lifetimenumber
ifrs9_stage1 | 2 | 3
ap2_mandateobject

Changes

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