Azure DevOps Demo Models · main
modelops.json

banking/credit-portfolio-stress/modelops.json · 3,621 bytes · read-only public source view
{
  "schemaVersion": "1.0",
  "modelKey": "credit-portfolio-stress",
  "displayName": "Credit Portfolio Stress Test",
  "description": "Calculates stressed expected credit losses by exposure segment and macroeconomic scenario.",
  "industry": "Banking",
  "technology": "R",
  "version": "1.8.0",
  "engineKey": "credit-stress",
  "runtime": {
    "adapter": "R",
    "version": "R 4.4",
    "entryPoint": "src/credit_stress.R"
  },
  "execution": {
    "mode": "managed-or-external",
    "workingDirectory": "banking/credit-portfolio-stress",
    "universalRunner": "tools/modelops_demo_runner.py",
    "allowParameterCommandSubstitution": false
  },
  "parameters": [
    {
      "key": "totalExposure",
      "label": "Total exposure at default",
      "description": "Total exposure at default",
      "type": "decimal",
      "required": true,
      "defaultValue": "2500000000",
      "choices": [],
      "unit": "CAD",
      "minimum": 1000000,
      "maximum": 1000000000000
    },
    {
      "key": "probabilityDefault",
      "label": "Base probability of default",
      "description": "Base probability of default",
      "type": "decimal",
      "required": true,
      "defaultValue": "0.018",
      "choices": [],
      "unit": "ratio",
      "minimum": 0,
      "maximum": 1
    },
    {
      "key": "lossGivenDefault",
      "label": "Loss given default",
      "description": "Loss given default",
      "type": "decimal",
      "required": true,
      "defaultValue": "0.42",
      "choices": [],
      "unit": "ratio",
      "minimum": 0,
      "maximum": 1
    },
    {
      "key": "stressMultiplier",
      "label": "Stress multiplier",
      "description": "Stress multiplier",
      "type": "decimal",
      "required": true,
      "defaultValue": "1.75",
      "choices": [],
      "unit": "multiple",
      "minimum": 0.1,
      "maximum": 10
    },
    {
      "key": "years",
      "label": "Forecast years",
      "description": "Forecast years",
      "type": "integer",
      "required": true,
      "defaultValue": "5",
      "choices": [],
      "unit": "years",
      "minimum": 1,
      "maximum": 10
    },
    {
      "key": "scenario",
      "label": "Macroeconomic scenario",
      "description": "Macroeconomic scenario",
      "type": "choice",
      "required": true,
      "defaultValue": "Baseline",
      "choices": [
        "Baseline",
        "Moderate recession",
        "Severe recession",
        "Rate shock"
      ],
      "unit": ""
    }
  ],
  "inputs": [
    {
      "key": "portfolio",
      "label": "Portfolio segments",
      "description": "Portfolio segments",
      "kind": "file",
      "required": false,
      "acceptedExtensions": [
        ".csv"
      ],
      "samplePath": "sample-inputs/portfolio.csv"
    }
  ],
  "outputs": [
    {
      "key": "losses",
      "label": "Expected loss projection",
      "description": "Expected loss projection",
      "pathTemplate": "outputs/expected_losses.csv",
      "contentType": "text/csv",
      "required": true
    },
    {
      "key": "summary",
      "label": "Stress summary",
      "description": "Stress summary",
      "pathTemplate": "outputs/summary.json",
      "contentType": "application/json",
      "required": true
    }
  ],
  "resources": {
    "cpuCores": 1,
    "memoryMb": 512,
    "timeoutSeconds": 120
  },
  "governance": {
    "criticality": "High",
    "owner": "Demo Model Governance",
    "reviewCycle": "Quarterly",
    "dataClassification": "Synthetic demo data",
    "tags": [
      "Credit risk",
      "ECL",
      "Banking",
      "Scenario analysis"
    ]
  }
}