Specialized regression for modeling Exposure at Default in credit risk. Estimates the expected exposure amount when a borrower defaults, critical for Basel capital calculations and expected loss estimation.
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Features (credit limit, utilization rate, account age, etc.)
[
[50000, 0.65, 36],
[75000, 0.42, 48],
[100000, 0.78, 24]
]Exposure amounts at default
[32500, 31500, 78000]Optional features for EAD prediction
[[60000, 0.55, 30]]