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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

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Credit Risk Assessment

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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)

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Capital Requirements

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Calculate Capital Requirements

Calculate Basel III capital requirements. Request Body: 
{
  "risk_weighted_assets": 10000000.00,
  "capital_ratio": 0.08
}
Response: Capital requirements calculation

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Portfolio Analysis

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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

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Stress Testing

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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

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Additional Resources

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