CRcreditbenchmark
Contributor Data

Client Data Portfolio Summary

Return grouped client portfolio metrics.

post/api/analytics/contributor/portfolio-summary

Request

Request body

Example request

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

Response

Client data portfolio summary retrieved successfully

CBSectorstring[] required

Values of the grouping column (matches facet_column parameter)

entity_countinteger[] required

Total number of entities in each group

benchmark_entity_countinteger[] required

Number of entities with benchmark ratings

ClientRatingstring[] required

Client's internal aggregate rating

ExMeRatingstring[] required

Benchmark rating (excluding client)

notch_differenceinteger[] required

Notch difference between client and benchmark (positive = client more conservative)

ClientPDnumber[] required

Client's aggregate probability of default

ExMePDnumber[] required

Benchmark aggregate probability of default (excluding client)

notch_diff_aggressiveinteger[] required

Notch difference using aggressive methodology

notch_diff_consistentinteger[] required

Notch difference using consistent methodology

notch_diff_conservativeinteger[] required

Notch difference using conservative methodology

Example response

{
  "CBSector": [
    "Financial Services"
  ],
  "entity_count": [
    10
  ],
  "benchmark_entity_count": [
    4
  ],
  "ClientRating": [
    "bbb-"
  ],
  "ExMeRating": [
    "bb+"
  ],
  "notch_difference": [
    1
  ],
  "ClientPD": [
    0.0047
  ],
  "ExMePD": [
    0.0049
  ],
  "notch_diff_aggressive": [
    1
  ],
  "notch_diff_consistent": [
    3
  ],
  "notch_diff_conservative": [
    0
  ]
}

Changes

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