fagan2888 / opencpm-npl-concentration

Demonstrating standardized concentration risk calcultions using the EBA NPL templates and the Open Risk API

OpenCPM Demo (Model Server)

This Demo Model Server is a python/flask based server for exploring a simplified version of the Open Risk Models API.

Getting started

Dependencies

The server is based on the python flask framework. It has the following additional dependencies

• pip install requests
• pip install json
• pip install numpy
• pip install pandas
• pip install rdflib
• pip install rdflib-jsonld

Install a model library

This demo is using a library of concentration risk measures. You can get a copy of the latest version here https://github.com/open-risk/concentration_library

You only need to include the file concentration_library.py (for convenience we include it in this demo)

The model metadata are stored in one rdf file per model (HHI_Index.rdf etc)

Startup the model server:

• Simply run the server script from the console (python model_server.py)
• The model server should startup on port http://127.0.0.1:5000/
• You can check the server is live by pointing your browser to the port (you will get an json-ld reply)
• or by using curl from the console (curl -v http://127.0.0.1:5000/)

Model Server API endpoints:

The general structure of the simplified API is

• /
• /model_list
• /{model_name}

The model name endpoint responds to both GET / PUT http verbs. In the first instance it returns model metadata. In the second instance it returns the model output

The model metadata are in JSON-LD format. This is human readable with any JSON editor