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 the impact of the Financial Descriptor it caused to the Company Default expressed as a fraction of the Company Default Probability. 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. The Data validates against the Primary Default Descriptors’ JSON Schema.
  2. All Data in the  Primary Default Descriptors’ JSON Schema
    1. Have the specified type.
    2. Validate against their JSON Schemas.

6     Performance Assessment