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Highlights

The December release introduces updates to Metrics operations.

• The Calculate Marginal Impact Report operation can now perform marginal impact analysis using four different types of analysis results as a reference analysis:
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HD portfolio analysis, HD+HD grouped portfolio analysis, HD+DLM grouped portfolio analysis, simulated PLT analysis,

• HD + DLM Grouped Portfolio Analysis

Metrics

The Calculate Marginal Impact Report operation (POST /riskmodeler/v2/analyses/{id}/marginal-impact) generates a marginal impact report that measures the effect of adding additional accounts to an existing portfolio as differential losses.

Marginal impact analysis compares a portfolio-level analysis result (the reference analysis) with a new analysis that incorporates one or more account-level analysis results. The Intelligent Risk Platform calculates the difference between the reference analysis "group" and the new marginal impact "group".

This operation now supports the following types of reports as reference analysis:

• HD Portfolio Analysis
• HD + HD Grouped Portfolio Analysis
• ELT to PLT simulated Portfolio Analysis
• HD + DLM Grouped Portfolio Analysis