Credit Risk API

API endpoints for credit risk assessment and capital requirements

Credit Risk API

API endpoints for credit risk assessment, capital requirements calculation, portfolio analysis, and stress testing.

Base Path: /api/credit-risk
Code Reference: app/api/credit_risk_routes.py

---

Credit Risk Assessment

Assess Credit Risk

Assess credit risk for a deal or credit agreement.

Request Body:

{
  "deal_id": 123,
  "document_id": 456,
  "credit_agreement": {...},
  "additional_context": {
    "borrower_financials": {...}
  }
}

Response: Credit risk assessment including:

• Risk ratings
• PD/LGD/EAD estimates
• Risk-weighted assets (RWA)
• Capital requirements
• Policy evaluation results

Code Reference: app/api/credit_risk_routes.py (assess_credit_risk endpoint)

---

Capital Requirements

Calculate Capital Requirements

Calculate Basel III capital requirements.

Request Body:

{
  "risk_weighted_assets": 10000000.00,
  "capital_ratio": 0.08
}

Response: Capital requirements calculation

---

Portfolio Analysis

Get Portfolio Summary

Get credit risk summary for portfolio.

Request Body:

{
  "deal_ids": [1, 2, 3],
  "user_id": 1
}

Response: Portfolio risk summary including:

• Total RWA
• Capital requirements
• Risk distribution
• Concentration metrics

---

Stress Testing

Run Stress Test

Run stress test scenario on a deal.

Request Body:

{
  "deal_id": 123,
  "stress_scenario": "recession",
  "pd_shock": 1.5,
  "lgd_shock": 1.2,
  "market_value_shock": -0.2
}

Response: Stress test results including:

• Impact on capital requirements
• Risk rating changes
• Loss estimates

---

Additional Resources

• Policy Compliance
• Configuration Guide

---

Last Updated: 2026-01-14
Code Reference: app/api/credit_risk_routes.py