TODO_TAGS_REVIEW

Credit Default Risk Scorer

Logistic regression PD scorer on synthetic loan portfolio with Basel 3.1 F-IRB / A-IRB / SA RWA comparison (BCBS d424 formula, Φ⁻¹ Horner rational approximation). AUC-ROC trapezoid, KS statistic, Gini coefficient (EBA GL/2017/16 model performance thresholds). Chains from ART-05 (EU AI Act conformity). Feeds SIM-03 (Basel RWA Scenario Modeler).

Tool URL: https://ainumbers.co/chaingraph/ml-02-credit-default-risk-scorer.html AP2/Policy Mandate export: yes

post/v1/tools/score_credit_default_risk

Request

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

Request body

asset_classunknown required
lgdunknown required
maturity_yrsunknown required
n_loansnumber required
pd_thresholdunknown required
presetunknown required
seedunknown required
target_default_rateunknown required

Response

Successful tool execution result

auc_rocnumber
compliance_flagsstring[]
expected_loss_gbpinteger
gini_coefficientnumber
high_pd_loansinteger
irb_capital_gbpinteger
irb_rwa_gbpinteger
irb_vs_sa_savinginteger
ks_statisticnumber
n_defaults_observedinteger
n_loans_scoredinteger
portfolio_pdnumber
sa_capital_gbpinteger
sa_rwa_gbpinteger
total_ead_gbpinteger
verdictstring

Changes

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