calculate_credit_loss

Item: calculate_credit_loss
Rating: 100
Author: Vouch

shallow

io.github.simonmak-ascent/fair-value · Verify this server

Credit-risk engine (IFRS 9 / HKFRS 9). Compute 12-month, lifetime, and staged expected credit loss, PD/LGD/EAD, provision matrices, hazard rates, and CVA/DVA. Use this for impairment, fair-value credit adjustment, and loan-loss provisioning; for the credit component of a specific convertible bond use calculate_convertible_bond, and for liquidity, control or marketability discounts rather than credit loss use calculate_fair_value_adjustment. Methods: ecl_12m: ead, pd, lgd; ecl_lifetime: ead, pd_lifetime, lgd; ecl_staged: ead, pd_12m, pd_lifetime, lgd, stage; provision_matrix: receivables_ageing, loss_rates; pd_from_spread: credit_spread, recovery, tenor_years; cumulative_pd: annual_pd, years; hazard: hazard_rate, tenor_years; cva_dva: exposure_profile, pd, lgd, discount_rate. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

100.0/100

1 trials · measured 1 day ago

calculate_credit_loss scores 100.0/100 on Vouch's measured behaviour index, from 1 real invocation trials against io.github.simonmak-ascent/fair-value, measured 6 Oct 2026 under methodology v0.2.0. Every measured component scored 100.

Component breakdown

Component	Weight	Value
Reliability	35%	not applicable
Schema integrity	25%	100.0
Failure behaviour	15%	not applicable
Latency	15%	not applicable
Concurrency	10%	not applicable

Tool details

Transport: remote + stdio
Credential class: self-provisionable
Input schema: not declared
Output schema: not declared
Side-effect classification: unclassified

Score history

Day	Score	Tier	Methodology
2026-10-06	100.0	shallow	v0.2.0

Probe evidence

Probe	Outcomes
schema_integrity	pass: 1

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