CRcreditbenchmark
Contributor Data

Client Data Custom Aggregate

Return client aggregate trend metrics.

post/api/analytics/contributor/custom-aggregate

Request

Request body

Example request

{
  "Parameters": {
    "portfolio": {
      "name": "Example Portfolio"
    }
  }
}

Response

Client data aggregate calculation successful

EffectiveDateIdinteger[] required

Effective date identifiers

EntityCountinteger[] required

Number of entities in client aggregate

ClientPD_lognumber[] required

Log-transformed client PD values

ClientPDnumber[] required

Client's aggregate probability of default

ClientPD_indexnumber[] required

Client PD index value (relative to first date)

ClientRatingstring[] required

Client's aggregate rating

ClientRatingNotchinteger[] required

Client's aggregate rating notch

ExMePD_lognumber[] required

Log-transformed benchmark PD values (excluding client)

ExMePDnumber[] required

Benchmark aggregate probability of default (excluding client)

ExMePD_indexnumber[] required

Benchmark PD index value (relative to first date)

ExMeRatingstring[] required

Benchmark aggregate rating (excluding client)

ExMeRatingNotchinteger[] required

Benchmark aggregate rating notch (excluding client)

Example response

{
  "EffectiveDateId": [
    20230131,
    20230228,
    20230331,
    20230428,
    20230531
  ],
  "EntityCount": [
    6,
    6,
    6,
    6,
    6
  ],
  "ClientPD_log": [
    -5.6766,
    -5.6766,
    -5.6766,
    -5.6766,
    -5.6766
  ],
  "ClientPD": [
    0.0034,
    0.0034,
    0.0034,
    0.0034,
    0.0034
  ],
  "ClientPD_index": [
    0,
    0,
    0,
    0,
    0
  ],
  "ClientRating": [
    "3.2",
    "3.2",
    "3.2",
    "3.2",
    "3.2"
  ],
  "ClientRatingNotch": [
    7,
    7,
    7,
    7,
    7
  ],
  "ExMePD_log": [
    -5.2292,
    -5.2292,
    -5.2292,
    -5.2292,
    -5.2292
  ],
  "ExMePD": [
    0.0054,
    0.0054,
    0.0054,
    0.0054,
    0.0054
  ],
  "ExMePD_index": [
    0,
    0,
    0,
    0,
    0
  ],
  "ExMeRating": [
    "3.3",
    "3.3",
    "3.3",
    "3.3",
    "3.3"
  ],
  "ExMeRatingNotch": [
    8,
    8,
    8,
    8,
    8
  ]
}

Changes

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