Securitization quality score & enhancement coverage API

Securitization QUALITY score (0-100, higher = better) PLUS the canonical credit-enhancement coverage = (subordination + reserveFund + excessSpread)/expectedLoss (all as % points). Transparent rubric — enhancementCoverage 0.30 (from coverage, mapped 1x->0, 5x->1), poolDiversification 0.20, collateralQuality 0.20, structuralProtection 0.15, servicerQuality 0.15 — returns a quality bucket, an A-F grade, the coverage ratio, and a per-factor breakdown. Answers 'is this ABS tranche well-protected','rate this securitization structure'.

Price$0.016per request

MethodPOST

Route/v1/score/tradefin-securitization

StatusLive

MIME typeapplication/json

Rate limit120/minute

CacheNo cache

scoresecuritizationabscredit-enhancementstructured-financequalityrubrictranche

API URLhttps://x402.hexl.dev/v1/score/tradefin-securitization

Integration docs

Example request

{
  "subordination": 12,
  "reserveFund": 3,
  "excessSpread": 5,
  "expectedLoss": 4,
  "poolDiversification": 0.75,
  "collateralQuality": 0.7,
  "structuralProtection": 0.8,
  "servicerQuality": 0.85
}

Example response

{
  "qualityScore": 83.75,
  "rating": "strong",
  "grade": "B",
  "enhancementCoverageRatio": 5,
  "breakdown": [
    {
      "factor": "enhancementCoverage",
      "value": 1,
      "weight": 0.3,
      "contribution": 30
    },
    {
      "factor": "poolDiversification",
      "value": 0.75,
      "weight": 0.2,
      "contribution": 15
    },
    {
      "factor": "collateralQuality",
      "value": 0.7,
      "weight": 0.2,
      "contribution": 14
    },
    {
      "factor": "structuralProtection",
      "value": 0.8,
      "weight": 0.15,
      "contribution": 12
    },
    {
      "factor": "servicerQuality",
      "value": 0.85,
      "weight": 0.15,
      "contribution": 12.75
    }
  ]
}

Input schema

{
  "type": "object",
  "required": [
    "subordination",
    "reserveFund",
    "excessSpread",
    "expectedLoss",
    "poolDiversification",
    "collateralQuality",
    "structuralProtection",
    "servicerQuality"
  ],
  "properties": {
    "subordination": {
      "type": "number",
      "description": "% points of subordination",
      "examples": [
        12
      ]
    },
    "reserveFund": {
      "type": "number",
      "description": "% points",
      "examples": [
        3
      ]
    },
    "excessSpread": {
      "type": "number",
      "description": "% points",
      "examples": [
        5
      ]
    },
    "expectedLoss": {
      "type": "number",
      "description": "% points expected loss",
      "examples": [
        4
      ]
    },
    "poolDiversification": {
      "type": "number",
      "examples": [
        0.75
      ]
    },
    "collateralQuality": {
      "type": "number",
      "examples": [
        0.7
      ]
    },
    "structuralProtection": {
      "type": "number",
      "examples": [
        0.8
      ]
    },
    "servicerQuality": {
      "type": "number",
      "examples": [
        0.85
      ]
    }
  }
}

Output schema

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