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 (based on reference portfolio) with a new analysis that incorporates analysis results for one or more accounts. The report returns metrics that illustrate differential losses (as amounts and percentages) between those based on the reference portfolio and those based on the updated portfolio.
The required id
path parameter specifies the ID of a portfolio-level, ELT-based analysis. The required marginalImpactAnalysisIds
body parameter defines an array of account-level, ELT-based analysis results. For each analysis result, the operation returns differential losses that represent the difference between the original portfolio metrics with those of the updated portfolio that includes the account metrics.
Once the MARGINAL_IMPACT
job is complete, the operation adds an result with a new ID and a name that appends the string _MI
to the name of the reference analysis.
Permissions
To perform this operation, a principal must belong to a group that has been assigned the appropriate role-based permissions. The table identifies the roles with permission to perform this operation.
Underwriter Technical Underwriter Risk Analyst Portfolio Manager Cat Modeler NO YES YES YES YES To learn more about role-based permissions in Risk Modeler, see Groups and Roles.