---
title: "T198 · PD / LGD / EAD Modeller"
method: POST
path: "/v1/tools/pd_lgd_ead_modeller"
---

# T198 · PD / LGD / EAD Modeller

`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

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

## Request body

- object
  - `pd_method` 'ttc' | 'pit', required
  - `internal_rating` string: Required if pd_method=ttc. S&P-equivalent rating band.
  - `macro_overlay` number: Fractional PD uplift for TTC method e.g. 0.35 = 35%.
  - `pd_direct_pct` number: 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_value` number
  - `collateral_haircut` number: Haircut fraction e.g. 0.40 = 40%
  - `recovery_cost_pct` number
  - `market_lgd_pct` number: Required if lgd_method=market
  - `ead_type` 'drawn' | 'committed', required
  - `drawn_amount` number, required
  - `undrawn_amount` number
  - `ccf_pct` number: Credit Conversion Factor (%)
  - `maturity_years` number, required
  - `ecl_horizon` '12m' | 'lifetime', required

## Response `200`

Successful tool execution result

- object
  - `pd_1yr_pct` number
  - `pd_lifetime_pct` number
  - `lgd_pct` number
  - `ead` number
  - `ecl_12m` number
  - `ecl_lifetime` number
  - `ifrs9_stage` 1 | 2 | 3
  - `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)