CRcreditbenchmark
Contributor Data

Client Data Entity Rating Change

Return client entity rating changes.

post/api/analytics/contributor/entity-rating-change

Request

Request body

Example request

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

Response

Client data entity rating changes retrieved successfully

CBIdstring[] required

Credit Benchmark entity identifiers

CBEntityNamestring[] required

Entity names

CCRstring[] required

Current Credit Consensus Rating

CCR6Mstring[] required

Credit Consensus Rating 6 months ago

CCR100PDMidnumber[] required

Current consensus probability of default (mid)

CCR100PDMid6Mnumber[] required

Consensus probability of default 6 months ago (mid)

ccr_rating_changeinteger[] required

Consensus rating change in notches

ClientRatingstring[] required

Current client internal rating (empty string if not available)

ClientRating6Mstring[] required

Client internal rating 6 months ago (empty string if not available)

ClientPDnumber[] required

Current client probability of default (0.0 if not available)

ClientPD6Mnumber[] required

Client probability of default 6 months ago (0.0 if not available)

client_rating_changenumber[] required

Client rating change in notches (0.0 if not available)

Example response

{
  "CBId": [
    "CB0000002619",
    "CB0000009484",
    "CB0000009810",
    "CB0000010249",
    "CB0000011079"
  ],
  "CBEntityName": [
    "BMO CAPITAL MARKETS CORP",
    "HILLTOP SECURITIES INC",
    "VIRTU AMERICAS LLC",
    "OPPENHEIMER & CO INC, BROKER",
    "JANNEY MONTGOMERY SCOTT LLC"
  ],
  "CCR": [
    "a-",
    "bb+",
    "bb-",
    "bb",
    "bb"
  ],
  "CCR6M": [
    "a",
    "bb+",
    "bb+",
    "bb+",
    "bb+"
  ],
  "CCR100PDMid": [
    0.0009,
    0.0051,
    0.012,
    0.0086,
    0.0079
  ],
  "CCR100PDMid6M": [
    0.0008,
    0.0051,
    0.0063,
    0.0073,
    0.0073
  ],
  "ccr_rating_change": [
    -1,
    0,
    -2,
    -1,
    -1
  ],
  "ClientRating": [
    "",
    "",
    "bb-",
    "",
    "bbb-"
  ],
  "ClientRating6M": [
    "",
    "",
    "bb+",
    "",
    "bbb-"
  ],
  "ClientPD": [
    0,
    0,
    0.0165,
    0,
    0.0037
  ],
  "ClientPD6M": [
    0,
    0,
    0.0063,
    0,
    0.0037
  ],
  "client_rating_change": [
    0,
    0,
    -2,
    0,
    0
  ]
}

Changes

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