get https://{host}/platform/riskdata/v1/analyses//key-losses
Returns key loss statistics for the specified non-exceedance probability (non-EP) analysis.
A non-EP analysis is a deterministic analysis based on a user-specified set of events. The Platform API supports several types of deterministic analysis, including footprint analysis, historical analysis, and scenario analysis.
Non-EP key loss statistics include stdDev, meanLoss, and cv:
| Code | Definition |
|---|---|
cv | For non-EP analysis, the coefficient of variation is calculated by dividing stdDev of the event losses by the `meanLoss. Event CV provides a basis for assessing the relative uncertainty in the mean estimate of a loss, such as between perspectives or portfolios. |
meanLoss | The mean loss represents the expected loss for an event for the corresponding position or financial perspective. |
stdDev | The standard deviation of a meanLoss value characterizes the secondary uncertainty associated with that meanLoss value, that is, the uncertainty in an event loss, given that a certain event has occurred. |