Expected Loss (PD·LGD·EAD) API

Compute Basel II Expected Loss = PD · LGD · EAD, returning the absolute expected loss, expected loss as a percent of exposure, and the echoed inputs. The canonical credit-portfolio loss formula. Answers 'expected credit loss','PD times LGD times EAD','how much do I expect to lose on this exposure'.

Price$0.016per request

MethodPOST

Route/v1/score/credit-expected-loss

StatusLive

MIME typeapplication/json

Rate limit120/minute

CacheNo cache

scorecreditexpected-lossbaselpdlgdeadrisk

API URLhttps://x402.hexl.dev/v1/score/credit-expected-loss

Integration docs

Example request

{
  "pd": 0.05,
  "lgd": 0.4,
  "ead": 100000
}

Example response

{
  "model": "Expected Loss = PD·LGD·EAD (Basel II)",
  "expectedLoss": 2000,
  "expectedLossPct": 2,
  "pd": 0.05,
  "lgd": 0.4,
  "ead": 100000,
  "interpretation": "Expected to lose 2% of the 100000 exposure."
}

Input schema

{
  "type": "object",
  "required": [
    "pd",
    "lgd",
    "ead"
  ],
  "properties": {
    "pd": {
      "type": "number",
      "description": "Probability of default, decimal [0,1]",
      "examples": [
        0.05
      ]
    },
    "lgd": {
      "type": "number",
      "description": "Loss given default, decimal [0,1]",
      "examples": [
        0.4
      ]
    },
    "ead": {
      "type": "number",
      "description": "Exposure at default",
      "examples": [
        100000
      ]
    }
  }
}

Output schema

{
  "type": "object",
  "additionalProperties": true
}