Loss Given Default calculator API

Compute Loss Given Default = 1 - recovery rate, where recovery rate = recovered / exposure (or supplied directly), returning LGD, recovery rate, and a mild/moderate/severe severity bucket. Answers 'loss given default','what fraction will I lose on default','LGD from recovery rate'.

Price$0.016per request

MethodPOST

Route/v1/score/credit-lgd

StatusLive

MIME typeapplication/json

Rate limit120/minute

CacheNo cache

scorecreditlgdloss-given-defaultrecoverybaselriskdefault

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

Integration docs

Example request

{
  "exposure": 100000,
  "recoveredAmount": 60000
}

Example response

{
  "model": "Loss Given Default = 1 - recovery rate",
  "lgd": 0.4,
  "recoveryRate": 0.6,
  "severity": "moderate",
  "interpretation": "40% of exposure expected to be lost on default."
}

Input schema

{
  "type": "object",
  "required": [],
  "properties": {
    "exposure": {
      "type": "number",
      "description": "Exposure at default (with recoveredAmount)",
      "examples": [
        100000
      ]
    },
    "recoveredAmount": {
      "type": "number",
      "description": "Amount recovered (with exposure)",
      "examples": [
        60000
      ]
    },
    "recoveryRate": {
      "type": "number",
      "description": "Recovery rate decimal [0,1] (alternative input)",
      "examples": [
        0.6
      ]
    }
  }
}

Output schema

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