openapi: 3.1.0
info:
  title: Credit Benchmark Analytics Contributor Data API
  description: 'Authentication, matching, and analytics.

    '
  version: 1.0.0
  contact:
    name: Credit Benchmark API Support
    email: api-support@creditbenchmark.com
    url: https://creditbenchmark.com/support
  license:
    name: Proprietary
    url: https://creditbenchmark.com/terms
servers:
- url: https://api.creditbenchmark.com
  description: Production server
security:
- BearerAuth: []
tags:
- name: Contributor Data
  description: Contributor-specific analytics using client/bank internal PD data. Requires ent_CLIENT-DATA entitlement.
paths:
  /api/analytics/contributor/custom-aggregate:
    post:
      tags:
      - Contributor Data
      summary: Client Data Custom Aggregate
      description: 'Return client aggregate trend metrics.

        '
      operationId: clientDataCustomAggregate
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/RequestEnvelope_ClientDataAggregateRequest'
            example:
              Parameters:
                portfolio:
                  name: Example Portfolio
                  entities:
                    CBId:
                    - CB000000123
                    - CB000000456
                EffectiveDateId: 20241201
                facet_column: Sector
                effectivedateid_min_lag_months: 24
                use_client_scale: false
      responses:
        '200':
          description: Client data aggregate calculation successful
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ClientDataAggregateResponse'
        '400':
          $ref: '#/components/responses/BadRequest'
        '401':
          $ref: '#/components/responses/Unauthorized'
        '403':
          $ref: '#/components/responses/Forbidden'
          description: Forbidden - requires ent_CLIENT-DATA entitlement
        '422':
          $ref: '#/components/responses/ValidationError'
        '500':
          $ref: '#/components/responses/InternalServerError'
  /api/analytics/contributor/rating-distribution:
    post:
      tags:
      - Contributor Data
      summary: Client Data Rating Distribution
      description: 'Return client rating distribution data.

        '
      operationId: clientDataRatingDistribution
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/RequestEnvelope_ClientDataDistributionRequest'
            example:
              Parameters:
                portfolio:
                  name: Example Portfolio
                  entities:
                    CBId:
                    - CB000000123
                    - CB000000456
                EffectiveDateId: 20241201
                effectivedateid_min: 20240101
                effectivedateid_min_lag_months: 0
                use_client_scale: false
                use_cb7_scale: false
                facet_column: Sector
      responses:
        '200':
          description: Client data rating distribution retrieved successfully
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/RatingDistributionResponse'
        '400':
          $ref: '#/components/responses/BadRequest'
        '401':
          $ref: '#/components/responses/Unauthorized'
        '403':
          $ref: '#/components/responses/Forbidden'
          description: Forbidden - requires ent_CLIENT-DATA entitlement
        '422':
          $ref: '#/components/responses/ValidationError'
        '500':
          $ref: '#/components/responses/InternalServerError'
  /api/analytics/contributor/portfolio-summary:
    post:
      tags:
      - Contributor Data
      summary: Client Data Portfolio Summary
      description: 'Return grouped client portfolio metrics.

        '
      operationId: clientDataPortfolioSummary
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/RequestEnvelope_ClientDataSummaryRequest'
            example:
              Parameters:
                portfolio:
                  name: Example Portfolio
                  entities:
                    CBId:
                    - CB000000123
                    - CB000000456
                facet_column: Sector
                EffectiveDateId: 20241201
                rating_change_months: 24
                use_client_scale: false
                use_oci: false
      responses:
        '200':
          description: Client data portfolio summary retrieved successfully
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ClientDataSummaryResponse'
        '400':
          $ref: '#/components/responses/BadRequest'
        '401':
          $ref: '#/components/responses/Unauthorized'
        '403':
          $ref: '#/components/responses/Forbidden'
          description: Forbidden - requires ent_CLIENT-DATA entitlement
        '422':
          $ref: '#/components/responses/ValidationError'
        '500':
          $ref: '#/components/responses/InternalServerError'
  /api/analytics/contributor/entity-rating-change:
    post:
      tags:
      - Contributor Data
      summary: Client Data Entity Rating Change
      description: 'Return client entity rating changes.

        '
      operationId: clientDataEntityRatingChange
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/RequestEnvelope_ClientDataEntityRatingChangeRequest'
            example:
              Parameters:
                portfolio:
                  name: Example Portfolio
                  entities:
                    CBId:
                    - CB000000123
                    - CB000000456
                EffectiveDateId: 20241201
                rating_change_months: 6
                use_oci: false
                use_client_scale: false
                descriptor_columns:
                - Sector
      responses:
        '200':
          description: Client data entity rating changes retrieved successfully
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ClientDataEntityRatingChangeResponse'
        '400':
          $ref: '#/components/responses/BadRequest'
        '401':
          $ref: '#/components/responses/Unauthorized'
        '403':
          $ref: '#/components/responses/Forbidden'
          description: Forbidden - requires ent_CLIENT-DATA entitlement
        '422':
          $ref: '#/components/responses/ValidationError'
        '500':
          $ref: '#/components/responses/InternalServerError'
components:
  schemas:
    RatingChangeType:
      type: string
      enum:
      - upgrades
      - downgrades
      title: RatingChangeType
    RequestEnvelope_ClientDataDistributionRequest:
      properties:
        Parameters:
          $ref: '#/components/schemas/ClientDataDistributionRequest'
      type: object
      required:
      - Parameters
      title: RequestEnvelope_ClientDataDistributionRequest
    RequestEnvelope_ClientDataAggregateRequest:
      properties:
        Parameters:
          $ref: '#/components/schemas/ClientDataAggregateRequest'
      type: object
      required:
      - Parameters
      title: RequestEnvelope_ClientDataAggregateRequest
    RatingDistributionResponse:
      type: object
      description: Response containing rating distribution with percentage of entities in each rating band
      required:
      - EffectiveDateId
      - aaa
      - aa+
      - aa
      - aa-
      - a+
      - a
      - a-
      - bbb+
      - bbb
      - bbb-
      - bb+
      - bb
      - bb-
      - b+
      - b
      - b-
      - ccc+
      - ccc
      - ccc-
      - cc
      - c
      properties:
        EffectiveDateId:
          type: array
          items:
            type: integer
          description: Effective date identifiers
          example:
          - 20251031
        aaa:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated AAA
          example:
          - 0
        aa+:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated AA+
          example:
          - 0
        aa:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated AA
          example:
          - 0
        aa-:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated AA-
          example:
          - 0
        a+:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated A+
          example:
          - 0
        a:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated A
          example:
          - 0
        a-:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated A-
          example:
          - 0
        bbb+:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated BBB+
          example:
          - 0
        bbb:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated BBB
          example:
          - 0.25
        bbb-:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated BBB-
          example:
          - 0.25
        bb+:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated BB+
          example:
          - 0.25
        bb:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated BB
          example:
          - 0
        bb-:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated BB-
          example:
          - 0.25
        b+:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated B+
          example:
          - 0
        b:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated B
          example:
          - 0
        b-:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated B-
          example:
          - 0
        ccc+:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated CCC+
          example:
          - 0
        ccc:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated CCC
          example:
          - 0
        ccc-:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated CCC-
          example:
          - 0
        cc:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated CC
          example:
          - 0
        c:
          type: array
          items:
            type: number
            format: float
          description: Percentage of entities rated C
          example:
          - 0
    ClientDataEntityRatingChangeResponse:
      type: object
      description: Response containing entity rating changes for both CCR and client ratings
      required:
      - CBId
      - CBEntityName
      - CCR
      - CCR6M
      - CCR100PDMid
      - CCR100PDMid6M
      - ccr_rating_change
      - ClientRating
      - ClientRating6M
      - ClientPD
      - ClientPD6M
      - client_rating_change
      properties:
        CBId:
          type: array
          items:
            type: string
          description: Credit Benchmark entity identifiers
          example:
          - CB0000002619
          - CB0000009484
          - CB0000009810
          - CB0000010249
          - CB0000011079
        CBEntityName:
          type: array
          items:
            type: string
          description: Entity names
          example:
          - BMO CAPITAL MARKETS CORP
          - HILLTOP SECURITIES INC
          - VIRTU AMERICAS LLC
          - OPPENHEIMER & CO INC, BROKER
          - JANNEY MONTGOMERY SCOTT LLC
        CCR:
          type: array
          items:
            type: string
          description: Current consensus credit rating
          example:
          - a-
          - bb+
          - bb-
          - bb
          - bb
        CCR6M:
          type: array
          items:
            type: string
          description: Consensus credit rating 6 months ago
          example:
          - a
          - bb+
          - bb+
          - bb+
          - bb+
        CCR100PDMid:
          type: array
          items:
            type: number
            format: float
          description: Current consensus probability of default (mid)
          example:
          - 0.0009
          - 0.0051
          - 0.012
          - 0.0086
          - 0.0079
        CCR100PDMid6M:
          type: array
          items:
            type: number
            format: float
          description: Consensus probability of default 6 months ago (mid)
          example:
          - 0.0008
          - 0.0051
          - 0.0063
          - 0.0073
          - 0.0073
        ccr_rating_change:
          type: array
          items:
            type: integer
          description: Consensus rating change in notches
          example:
          - -1
          - 0
          - -2
          - -1
          - -1
        ClientRating:
          type: array
          items:
            type: string
          description: Current client internal rating (empty string if not available)
          example:
          - ''
          - ''
          - bb-
          - ''
          - bbb-
        ClientRating6M:
          type: array
          items:
            type: string
          description: Client internal rating 6 months ago (empty string if not available)
          example:
          - ''
          - ''
          - bb+
          - ''
          - bbb-
        ClientPD:
          type: array
          items:
            type: number
            format: float
          description: Current client probability of default (0.0 if not available)
          example:
          - 0
          - 0
          - 0.0165
          - 0
          - 0.0037
        ClientPD6M:
          type: array
          items:
            type: number
            format: float
          description: Client probability of default 6 months ago (0.0 if not available)
          example:
          - 0
          - 0
          - 0.0063
          - 0
          - 0.0037
        client_rating_change:
          type: array
          items:
            type: number
            format: float
          description: Client rating change in notches (0.0 if not available)
          example:
          - 0
          - 0
          - -2
          - 0
          - 0
    ValidationErrorDetail:
      type: object
      description: Single field validation error
      properties:
        field:
          type: string
          description: Location of the validation error (e.g. body.Parameters.portfolio)
          example: body.Parameters.portfolio
        message:
          type: string
          description: Human-readable error message
          example: field required
        type:
          type: string
          description: Machine-readable error type
          example: value_error.missing
    RequestEnvelope_ClientDataEntityRatingChangeRequest:
      properties:
        Parameters:
          $ref: '#/components/schemas/ClientDataEntityRatingChangeRequest'
      type: object
      required:
      - Parameters
      title: RequestEnvelope_ClientDataEntityRatingChangeRequest
    ClientDataDistributionRequest:
      properties:
        portfolio:
          $ref: '#/components/schemas/Portfolio'
        EffectiveDateId:
          type: integer
          title: Effectivedateid
        effectivedateid_min:
          type: integer
          title: Effectivedateid Min
        effectivedateid_min_lag_months:
          type: integer
          title: Effectivedateid Min Lag Months
          default: 0
        use_client_scale:
          type: boolean
          title: Use Client Scale
          default: false
        use_cb7_scale:
          type: boolean
          title: Use Cb7 Scale
          default: false
        facet_column:
          type: string
          title: Facet Column
          description: Column to group by (e.g., Sector, Region, Industry)
      type: object
      required:
      - portfolio
      title: ClientDataDistributionRequest
    RatingChangeFilters:
      properties:
        rating_change_type:
          $ref: '#/components/schemas/RatingChangeType'
        sort_by:
          type: string
          title: Sort By
          default: rating_change
        sort_descending:
          type: boolean
          title: Sort Descending
          default: true
        n:
          type: integer
          title: N
      type: object
      title: RatingChangeFilters
    ClientDataAggregateRequest:
      properties:
        portfolio:
          $ref: '#/components/schemas/Portfolio'
        EffectiveDateId:
          type: integer
          title: Effectivedateid
        effectivedateid_min_lag_months:
          type: integer
          title: Effectivedateid Min Lag Months
          default: 24
        use_client_scale:
          type: boolean
          title: Use Client Scale
          default: false
        facet_column:
          type: string
          title: Facet Column
          description: Optional column to group by (e.g., Sector, Industry)
      type: object
      required:
      - portfolio
      title: ClientDataAggregateRequest
    FlexibleCBPortfolio:
      properties:
        CBId:
          items:
            type: string
          type: array
          title: Cbid
      additionalProperties: true
      type: object
      title: FlexibleCBPortfolio
    Portfolio:
      properties:
        name:
          type: string
          title: Name
          example: Example Portfolio
        entities:
          $ref: '#/components/schemas/FlexibleCBPortfolio'
          example:
            CBId:
            - CB000000123
            - CB000000456
      type: object
      required:
      - name
      - entities
      title: Portfolio
    Error:
      type: object
      description: Standard error envelope used by the API
      required:
      - error
      properties:
        error:
          type: object
          required:
          - code
          - message
          properties:
            code:
              type: string
              description: Machine-readable error code
              example: BAD_REQUEST
            message:
              type: string
              description: Human-readable error message
              example: Invalid request parameters
            details:
              description: Optional structured details about the error
              oneOf:
              - type: array
                items:
                  $ref: '#/components/schemas/ValidationErrorDetail'
              - type: object
              - type: string
    ClientDataEntityRatingChangeRequest:
      properties:
        portfolio:
          $ref: '#/components/schemas/Portfolio'
        EffectiveDateId:
          type: integer
          title: Effectivedateid
        rating_change_months:
          type: integer
          title: Rating Change Months
          default: 6
        use_oci:
          type: boolean
          title: Use Oci
          default: false
        use_client_scale:
          type: boolean
          title: Use Client Scale
          default: false
        descriptor_columns:
          items:
            type: string
          type: array
          title: Descriptor Columns
        filters:
          $ref: '#/components/schemas/RatingChangeFilters'
      type: object
      required:
      - portfolio
      title: ClientDataEntityRatingChangeRequest
    ClientDataSummaryResponse:
      type: object
      description: Response containing client data portfolio summary comparing client vs benchmark ratings
      required:
      - CBSector
      - entity_count
      - benchmark_entity_count
      - ClientRating
      - ExMeRating
      - notch_difference
      - ClientPD
      - ExMePD
      - notch_diff_aggressive
      - notch_diff_consistent
      - notch_diff_conservative
      properties:
        CBSector:
          type: array
          items:
            type: string
          description: Values of the grouping column (matches facet_column parameter)
          example:
          - Financial Services
        entity_count:
          type: array
          items:
            type: integer
          description: Total number of entities in each group
          example:
          - 10
        benchmark_entity_count:
          type: array
          items:
            type: integer
          description: Number of entities with benchmark ratings
          example:
          - 4
        ClientRating:
          type: array
          items:
            type: string
          description: Client's internal aggregate rating
          example:
          - bbb-
        ExMeRating:
          type: array
          items:
            type: string
          description: Benchmark rating (excluding client)
          example:
          - bb+
        notch_difference:
          type: array
          items:
            type: integer
          description: Notch difference between client and benchmark (positive = client more conservative)
          example:
          - 1
        ClientPD:
          type: array
          items:
            type: number
            format: float
          description: Client's aggregate probability of default
          example:
          - 0.0047
        ExMePD:
          type: array
          items:
            type: number
            format: float
          description: Benchmark aggregate probability of default (excluding client)
          example:
          - 0.0049
        notch_diff_aggressive:
          type: array
          items:
            type: integer
          description: Notch difference using aggressive methodology
          example:
          - 1
        notch_diff_consistent:
          type: array
          items:
            type: integer
          description: Notch difference using consistent methodology
          example:
          - 3
        notch_diff_conservative:
          type: array
          items:
            type: integer
          description: Notch difference using conservative methodology
          example:
          - 0
    ClientDataSummaryRequest:
      properties:
        portfolio:
          $ref: '#/components/schemas/Portfolio'
        facet_column:
          type: string
          title: Facet Column
          description: Column to group by (e.g., ClientType, Sector, Industry)
        EffectiveDateId:
          type: integer
          title: Effectivedateid
        rating_change_months:
          type: integer
          title: Rating Change Months
          description: Number of months to look back for rating changes (e.g., 24 for 2-year changes)
          default: 24
        use_client_scale:
          type: boolean
          title: Use Client Scale
          default: false
        use_oci:
          type: boolean
          title: Use Oci
          default: false
      type: object
      required:
      - portfolio
      - facet_column
      title: ClientDataSummaryRequest
    RequestEnvelope_ClientDataSummaryRequest:
      properties:
        Parameters:
          $ref: '#/components/schemas/ClientDataSummaryRequest'
      type: object
      required:
      - Parameters
      title: RequestEnvelope_ClientDataSummaryRequest
    ClientDataAggregateResponse:
      type: object
      description: Response containing client data aggregate trend lines
      required:
      - EffectiveDateId
      - EntityCount
      - ClientPD_log
      - ClientPD
      - ClientPD_index
      - ClientRating
      - ClientRatingNotch
      - ExMePD_log
      - ExMePD
      - ExMePD_index
      - ExMeRating
      - ExMeRatingNotch
      properties:
        EffectiveDateId:
          type: array
          items:
            type: integer
          description: Effective date identifiers
          example:
          - 20230131
          - 20230228
          - 20230331
          - 20230428
          - 20230531
        EntityCount:
          type: array
          items:
            type: integer
          description: Number of entities in client aggregate
          example:
          - 6
          - 6
          - 6
          - 6
          - 6
        ClientPD_log:
          type: array
          items:
            type: number
            format: float
          description: Log-transformed client PD values
          example:
          - -5.6766
          - -5.6766
          - -5.6766
          - -5.6766
          - -5.6766
        ClientPD:
          type: array
          items:
            type: number
            format: float
          description: Client's aggregate probability of default
          example:
          - 0.0034
          - 0.0034
          - 0.0034
          - 0.0034
          - 0.0034
        ClientPD_index:
          type: array
          items:
            type: number
            format: float
          description: Client PD index value (relative to first date)
          example:
          - 0
          - 0
          - 0
          - 0
          - 0
        ClientRating:
          type: array
          items:
            type: string
          description: Client's aggregate rating
          example:
          - '3.2'
          - '3.2'
          - '3.2'
          - '3.2'
          - '3.2'
        ClientRatingNotch:
          type: array
          items:
            type: integer
          description: Client's aggregate rating notch
          example:
          - 7
          - 7
          - 7
          - 7
          - 7
        ExMePD_log:
          type: array
          items:
            type: number
            format: float
          description: Log-transformed benchmark PD values (excluding client)
          example:
          - -5.2292
          - -5.2292
          - -5.2292
          - -5.2292
          - -5.2292
        ExMePD:
          type: array
          items:
            type: number
            format: float
          description: Benchmark aggregate probability of default (excluding client)
          example:
          - 0.0054
          - 0.0054
          - 0.0054
          - 0.0054
          - 0.0054
        ExMePD_index:
          type: array
          items:
            type: number
            format: float
          description: Benchmark PD index value (relative to first date)
          example:
          - 0
          - 0
          - 0
          - 0
          - 0
        ExMeRating:
          type: array
          items:
            type: string
          description: Benchmark aggregate rating (excluding client)
          example:
          - '3.3'
          - '3.3'
          - '3.3'
          - '3.3'
          - '3.3'
        ExMeRatingNotch:
          type: array
          items:
            type: integer
          description: Benchmark aggregate rating notch (excluding client)
          example:
          - 8
          - 8
          - 8
          - 8
          - 8
  responses:
    BadRequest:
      description: Bad request - invalid parameters
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            error:
              code: BAD_REQUEST
              message: Invalid request parameters
              details:
                invalid_columns:
                - BadColumn
                allowed_columns: Please check documentation for valid column names
    Unauthorized:
      description: Unauthorized - invalid or missing JWT token
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            error:
              code: UNAUTHORIZED
              message: Invalid or missing JWT token
    ValidationError:
      description: Validation error - request parameters are invalid
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            error:
              code: VALIDATION_ERROR
              message: Request validation failed
              details:
              - field: body.Parameters.portfolio
                message: field required
                type: value_error.missing
    Forbidden:
      description: Forbidden - insufficient permissions or access denied
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            error:
              code: PERMISSION_DENIED
              message: Insufficient permissions for this resource
    InternalServerError:
      description: Internal server error
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            error:
              code: INTERNAL_SERVER_ERROR
              message: An unexpected error occurred.
  securitySchemes:
    BearerAuth:
      type: http
      scheme: bearer
      bearerFormat: JWT
      description: JWT bearer token.