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POST
/
quantlib
/
regulatory
/
ifrs9
/
sicr
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/regulatory/ifrs9/sicr \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "origination_pd": 0.008,
  "current_pd": 0.022,
  "threshold_absolute": 0.005,
  "threshold_relative": 2
}
'
{
  "success": true,
  "data": {
    "significant_increase": true,
    "origination_pd": 0.008,
    "current_pd": 0.022
  }
}

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
​
origination_pd
number
required

Probability of Default at origination/initial recognition

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

0.008

​
current_pd
number
required

Current Probability of Default

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

0.022

​
threshold_absolute
number
default:0.005

Absolute PD increase threshold (e.g., 0.005 = 0.5%). SICR if current_pd - origination_pd > threshold

Example:

0.005

​
threshold_relative
number
default:2

Relative PD increase threshold (e.g., 2.0 = doubling). SICR if current_pd / origination_pd > threshold

Example:

2

Response

SICR assessment completed successfully

​
success
boolean
Example:

true

​
data
object