---
title: "NAIC CLO/CBO/CDO Tranche RBC Factor Calculator"
method: POST
path: "/v1/tools/calculate_naic_clo_rbc_factor"
tags: ["NAIC", "RBC", "CLO", "CBO", "CDO", "LR002", "life insurance", "capital adequacy"]
---

# NAIC CLO/CBO/CDO Tranche RBC Factor Calculator

`POST /v1/tools/calculate_naic_clo_rbc_factor`

## Request

- Base URL: `https://ainumbers.co`
- URL: `https://ainumbers.co/v1/tools/calculate_naic_clo_rbc_factor`
- Auth: none declared

Recomputes the NAIC Life RBC per-tranche capital charge for CLO/CBO/CDO bond tranches against the LR002 Column (2) "CLOs/CBOs/CDOs" factor grid adopted by the RBC Investment Risk & Evaluation (E) Working Group (Proposal 2026-12-IRE, effective for YE2026 filings), including the flat 11.77% BSL thin-tranche surcharge. Sums per-tranche requirements into a portfolio total. Verify-only: recomputes a prescribed charge from declared inputs, never asserts filing compliance.

**Tool URL:** https://ainumbers.co/tools/618-naic-clo-rbc-factor-calculator.html
**AP2/Policy Mandate export:** yes

## Request body

- object
  - `tranches` unknown[], required: Array of {naic_designation, bsl_thin_tranche, tranche_thickness_pct, book_adjusted_carrying_value}
    - unknown

## Response `200`

Successful tool execution result

- object
  - `tranches` unknown[]
    - unknown
  - `portfolio_total_bacv` number
  - `portfolio_total_rbc_requirement` number
  - `tranche_count` number
  - `naic_clo_rbc_factor_vintage` string

---

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