Propose versioned evidenced CECL model assumptions
/lending-risk/cecl/modelsDedicated lending:risk:write human staff with fresh authentication. Named/versioned monthly-pd-lgd-v1 assumptions, explicitly approved forecast/historical loss/linear-reversion/prepayment/LGD, contractual-term/cancellability groups and annual board/independent-validation evidence. No bank coefficients supplied by code. Accrued-interest exclusion requires an evidenced timely-reversal accounting election. Corrections name current approved predecessor.
Headers
Idempotency-KeystringRequiredSend on every write that creates or changes money or state; a replay with the same key returns the original result with 200.
Body parameters
accrued_interest_policystringRequiredboard_policy_evidenceobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredenginestringRequiredforecast_evidenceobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredgroupsarray of objectsRequired19 child attributes
annual_loss_rate_bpsintegerOptionalcontractual_extensions_monthsintegerRequiredevergreen_remaining_monthsintegerRequiredevidenceobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredforecast_monthly_pd_bpsarray of integersOptionalgradestringRequiredhistorical_monthly_pd_bpsintegerOptionalidstringRequiredlgd_bpsintegerOptionallifetime_loss_rate_bpsintegerOptionalmethodstringOptionalmonthly_prepayment_bpsintegerRequiredpast_maturity_monthsintegerRequiredproduct_codestringRequiredreversion_monthsintegerOptionalscale_idstringRequiredscale_versionstringRequiredunconditionally_cancellableboolean or nullOptionalunfunded_conversion_bpsintegerRequiredhistorical_loss_evidenceobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredindependent_validation_evidenceobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredinterest_write_off_policyobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredmax_risk_grade_age_daysintegerRequirednamestringRequiredprevious_idstringRequiredreasonstringRequiredreversion_evidenceobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredvalid_fromstring · dateRequiredA business date, YYYY-MM-DD
valid_throughstring · dateRequiredA business date, YYYY-MM-DD
versionstringRequiredReturns
200 OK
actorstringRequiredcreated_atstring · date-timeRequireddecisionobject or nullOptional5 child attributes
actorstringRequiredapprovebooleanRequiredatstring · date-timeRequiredevidenceobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredreasonstringRequiredexecutionobject or nullOptional4 child attributes
outputobjectRequired6 child attributes
creditsarray of objectsRequired12 child attributes
funded_exposureintegerRequiredfunded_lossintegerRequiredgroup_idstringRequiredidstringRequiredkindstringRequiredmethodstringRequiredproduct_codestringRequiredremaining_monthsintegerRequiredrisk_grade_revision_idstringRequiredsource_tablestringRequiredunfunded_exposureintegerRequiredunfunded_lossintegerRequiredenginestringRequiredfunded_requiredintegerRequiredmodel_sha256stringRequiredsource_sha256stringRequiredunfunded_requiredintegerRequiredrequestobjectRequired5 child attributes
business_datestring · dateRequiredA business date, YYYY-MM-DD
close_source_idstringOptionalmodel_idstringRequiredprevious_idstringRequiredpurposestringRequiredsource_export_idstringRequiredsource_export_sha256stringRequiredidstringRequiredkindstringRequiredmodelobject or nullOptional16 child attributes
accrued_interest_policystringRequiredboard_policy_evidenceobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredenginestringRequiredforecast_evidenceobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredgroupsarray of objectsRequired19 child attributes
annual_loss_rate_bpsintegerOptionalcontractual_extensions_monthsintegerRequiredevergreen_remaining_monthsintegerRequiredevidenceobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredforecast_monthly_pd_bpsarray of integersOptionalgradestringRequiredhistorical_monthly_pd_bpsintegerOptionalidstringRequiredlgd_bpsintegerOptionallifetime_loss_rate_bpsintegerOptionalmethodstringOptionalmonthly_prepayment_bpsintegerRequiredpast_maturity_monthsintegerRequiredproduct_codestringRequiredreversion_monthsintegerOptionalscale_idstringRequiredscale_versionstringRequiredunconditionally_cancellableboolean or nullOptionalunfunded_conversion_bpsintegerRequiredhistorical_loss_evidenceobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredindependent_validation_evidenceobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredinterest_write_off_policyobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredmax_risk_grade_age_daysintegerRequirednamestringRequiredprevious_idstringRequiredreasonstringRequiredreversion_evidenceobjectRequiredEvidence identifies the actual reviewed input, never an inferred geocode or identity.
2 child attributes
referencestringRequiredsha256stringRequiredvalid_fromstring · dateRequiredA business date, YYYY-MM-DD
valid_throughstring · dateRequiredA business date, YYYY-MM-DD
versionstringRequiredsha256stringRequiredsubjectstringRequiredErrors
Every error is a problem document with a stable code. See Errors.
400401403404409412413422424429500503