FRTB
market risk
SBM
MAR21
GIRR
sensitivities-based method
trading book

FRTB Standardised Approach (SBM) Demo Calculator

Demo sensitivities-based-method delta capital calculation across GIRR, FX and Equity risk classes for a small synthetic portfolio, per BIS MAR21: risk weights, intra-bucket and cross-bucket correlations, and the three correlation scenarios (medium/high/low), reporting the maximum. Educational, delta-only. Client-side. Works offline. Zero PII.

Tool URL: https://ainumbers.co/tools/637-frtb-sa-sbm-calculator.html AP2/Policy Mandate export: yes

post/v1/tools/calculate_frtb_sa_sbm_capital

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/calculate_frtb_sa_sbm_capital
  • Auth: none declared

Request body

object required

Response

Successful tool execution result

selectedstring
totalnumber

Changes

No recorded changes to this operation across all 1 revision of this API.