CRcreditbenchmark
Entity Data

Entity Rating Change

Return entity rating changes.

post/api/analytics/entity-rating-change

Request

Request body

Example request

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

Response

Entity rating changes retrieved successfully

CBIdstring[] required

Credit Benchmark entity identifiers

CBEntityNamestring[] required

Entity names

CCRstring[] required

Current aggregate credit ratings

CCR6Mstring[] required

Credit ratings 6 months ago (or rating_change_months ago)

CCR100PDMidnumber[] required

Current probability of default (mid)

CCR100PDMid6Mnumber[] required

Probability of default 6 months ago (mid)

rating_changeinteger[] required

Rating change in notches (negative = downgrade, positive = upgrade)

pd_changenumber[] required

Change in probability of default

Example response

{
  "CBId": [
    "CB0000002619",
    "CB0000009484",
    "CB0000009810",
    "CB0000010249",
    "CB0000010457"
  ],
  "CBEntityName": [
    "BMO CAPITAL MARKETS CORP",
    "HILLTOP SECURITIES INC",
    "VIRTU AMERICAS LLC",
    "OPPENHEIMER & CO INC, BROKER",
    "TD AMERITRADE CLEARING INC"
  ],
  "CCR": [
    "a-",
    "bb+",
    "bb-",
    "bb",
    "a-"
  ],
  "CCR6M": [
    "a",
    "bb+",
    "bb-",
    "bb+",
    "a-"
  ],
  "CCR100PDMid": [
    0.0009,
    0.0051,
    0.012,
    0.0086,
    0.0011
  ],
  "CCR100PDMid6M": [
    0.0008,
    0.0051,
    0.012,
    0.0073,
    0.0011
  ],
  "rating_change": [
    -1,
    0,
    0,
    -1,
    0
  ],
  "pd_change": [
    0.0001,
    0,
    0,
    0.0013,
    0
  ]
}

Changes

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