Go to CUI-CPP V2.0 Data Types

1     Definition 2     Functional Requirements 3     Syntax
4     Semantics 5    Conformance Testing 6     Performance Assessment

1      Definition

Descriptors produced by Primary Default Description AIM using the Financial Descriptors.

2      Functional Requirements

Primary Default Descriptors includes the following data:

  1. The Company Default Probability within the Prediction Horizon.
  2. A table including, for each row, the name of the Financial Descriptor and a value between 0 and 1 representing the impact of the Financial Descriptor it caused to the Company Default. The sum of the impacts of the Financial Descriptors may not be equal to 1 due to rounding errors.

3      Syntax

https://schemas.mpai.community/CUI1/V2.0/data/PrimaryDefaultDescriptors.json

4      Semantics

Label Description
Header Primary Default Descriptors Header
– Standard-PrimaryDefaultDescriptors The characters “CUI-PDD-V”
– Version Major version – 1 or 2 characters
– Dot-separator The character “.”
– Subversion Minor version – 1 or 2 characters
MInstance Identifier of Virtual Space.
PrimaryDefaultDescriptorsID ID of Primary Defaults Descriptors.
PrimaryDefaultDescriptors Data in Primary Defaults Descriptors.
– FinancialDescriptorName Name of Financial Descriptor
– PrimaryDefaultProbability Real number between 0 and 1.
– PrimaryDefaultDescriptorImpacts[] Matrix of 2 columns: one column for IDs and one for Impacts.
  – PrimaryDefaultDescriptorID ID for Primary Default Descriptors.
  – PrimaryDefaultDescriptorImpact Real number between 0 and 1.
DiscrMetaadata Descriptive Metadata

5     Conformance Testing

A Data instance Conforms with Primary Default Descriptors (CUI-PDD) V2.0 if:

  1.  Its JSON Object validates against its JSON Schema.
  2. Any included  JSON Object validates against its JSON Schema.
  3. All Data in the JSON Object have the specified Data Types.

6     Performance Assessment