1     Version

V1.1

2     Function

Computes:

  1. The Default Probability in the Prediction Horizon.
  2. The Organisational Model Index.

3     Reference Model

Figure 1 depicts the Reference Model of the Discontinuity and Default Prediction AIM.

Figure 1 – The Discontinuity and Default Prediction AIM

4    I/O Data

Table 8 specifies the Input and Output Data of the Discontinuity and Default Prediction AIM.

Table 1 – I/O Data of the Discontinuity and Default Prediction AIM

Input Description
Prediction Horizon
Governance Features
Financial Features
Output Description
Organisational Model Index
Default Probability

5    SubAIMs

No SubAIMs.

6     JSON Metadata

https://schemas.mpai.community/CUI/V1.1/AIMs/DiscontinuityAndDefaultPrediction.json