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POST
/
quantlib
/
regulatory
/
ifrs9
/
ecl-12m
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/regulatory/ifrs9/ecl-12m \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "pd_12m": 0.008,
  "lgd": 0.45,
  "ead": 1000000,
  "discount_rate": 0.055
}
'
{
  "success": true,
  "data": {
    "ecl_12m": 3600,
    "pd": 0.008,
    "lgd": 0.45,
    "ead": 1000000
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://finceptbackend.share.zrok.io/auth/register

Body

application/json
​
pd_12m
number
required

12-month Probability of Default (0-1)

Required range: 0 <= x <= 1
Example:

0.008

​
lgd
number
required

Loss Given Default (0-1) - proportion of exposure lost if default occurs

Required range: 0 <= x <= 1
Example:

0.45

​
ead
number
required

Exposure at Default - outstanding balance plus undrawn commitments

Example:

1000000

​
discount_rate
number
default:0

Discount rate (effective interest rate) for present value calculation. Use 0 for no discounting.

Example:

0.055

Response

12-month ECL calculated successfully

​
success
boolean
Example:

true

​
data
object