Portfolio Metrics

Overview

Portfolio monitoring is a great way for financial institutions, lenders and underwriters to assess the risks involved with each potential loan or credit product issue and analyze the total amount of risk the portfolio incurs as a whole. The information gained from these portfolio metrics allows you to react quickly to changes and take necessary actions to minimize risk.

How it Works?

Our portfolio metrics reports are aggregated by customer (a cohort) and are updated on weekly basis. The report is derived from financial statements, financial ratios, credit scores & probability of default.

The /portfolioMetrics endpoint allows Accounting Data as a Service™ customers to pull a monthly, quarterly, or yearly report of summarized data. The timeframe over which the summary is calculated can be selected by the combination of the reportFrequency and endDate parameters.

Each summary report will have the following summary statistics for each variable from the sources mentioned above:

• count: number of business records in the cohort.
• min: minimum value of the cohort.
• max: maximum value of the cohort.
• mean: average value of the cohort.
• median: median value of the cohort.
• sdev: standard deviation of the cohort values.
• quantile5: 5% quantile value of the cohort.
• quantile25: 25% quantile value of the cohort.
• quantile75: 75% quantile value of the cohort.
• quantile95: 95% quantile value of the cohort.

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See the Portfolio Metrics data model and API documentation for more details.