---
title: "Credit Default Risk Scorer"
method: POST
path: "/v1/tools/score_credit_default_risk"
tags: ["TODO_TAGS_REVIEW"]
---

# Credit Default Risk Scorer

`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

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

## Request body

- object
  - `asset_class` unknown, required
  - `lgd` unknown, required
  - `maturity_yrs` unknown, required
  - `n_loans` number, required
  - `pd_threshold` unknown, required
  - `preset` unknown, required
  - `seed` unknown, required
  - `target_default_rate` unknown, required

## Response `200`

Successful tool execution result

- object
  - `auc_roc` number
  - `compliance_flags` string[]
  - `expected_loss_gbp` integer
  - `gini_coefficient` number
  - `high_pd_loans` integer
  - `irb_capital_gbp` integer
  - `irb_rwa_gbp` integer
  - `irb_vs_sa_saving` integer
  - `ks_statistic` number
  - `n_defaults_observed` integer
  - `n_loans_scored` integer
  - `portfolio_pd` number
  - `sa_capital_gbp` integer
  - `sa_rwa_gbp` integer
  - `total_ead_gbp` integer
  - `verdict` string

---

[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)