Azure DevOps Demo Models · main

config.json

banking/credit-portfolio-stress/sample-inputs/config.json · 315 bytes · read-only public source view

{
  "schemaVersion": "1.0",
  "modelKey": "credit-portfolio-stress",
  "configurationName": "Baseline",
  "parameters": {
    "totalExposure": 2500000000.0,
    "probabilityDefault": 0.018,
    "lossGivenDefault": 0.42,
    "stressMultiplier": 1.75,
    "years": 5,
    "scenario": "Baseline"
  },
  "inputs": {}
}