The output of "Get Data fields for Risk Ratios" provides for each Deal_ID a separate record, showing values for various risk ratios of a loan which are valid for a specific posting_date.
SWAGGER UI NAME | DESCRIPTION |
dealId | Reference to the underlying Deal |
postingDate | Posting Date |
companyId | Tenant |
| gaap | GAAP |
currencyDeal | Currency of Deal |
| macroeconomicScenario | Name of the underlying macroeconomic scenario for PD and LGD determination |
| rwa | Amount of Risk Weighted Assets |
| pd | Probability of Default (percentage) |
| lgd | Loss Given Default (percentage) |
| ead | Exposure at Default |
| probWeightedEcl | probability-weighted Expected Credit Loss |