CRcreditbenchmark
Portfolio Analytics

Portfolio Summary

Return grouped portfolio metrics.

post/api/analytics/portfolio-summary

Request

Request body

Example request

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

Response

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 credit ratings (benchmark coverage)

CCRstring[] required

Aggregate credit ratings

CCRPD100Midnumber[] required

Aggregate probability of default (mid)

upgradesinteger[] required

Number of upgrades in period

downgradesinteger[] required

Number of downgrades in period

rating_changeinteger[] required

Net rating change (upgrades - downgrades)

Example response

{
  "CBSector": [
    "Financial Services"
  ],
  "entity_count": [
    10
  ],
  "benchmark_entity_count": [
    10
  ],
  "CCR": [
    "bbb-"
  ],
  "CCRPD100Mid": [
    0.0036
  ],
  "upgrades": [
    1
  ],
  "downgrades": [
    2
  ],
  "rating_change": [
    -1
  ]
}

Changes

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