Exposure at Default API Reference
This page documents the API for the Exposure at Default function in Pypulate.
Exposure at Default (EAD) calculation.
exposure_at_default(current_balance, undrawn_amount, credit_conversion_factor=0.5)
Calculate exposure at default for credit facilities.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
current_balance
|
float
|
Current drawn balance |
required |
undrawn_amount
|
float
|
Undrawn commitment |
required |
credit_conversion_factor
|
float
|
Factor to convert undrawn amounts to exposure |
0.5
|
Returns:
| Type | Description |
|---|---|
dict
|
EAD and components |