canton
repo
haircut
gmra
sftr
collateral
sft
basel
247

On-Chain Repo Haircut & Collateral Mobility Calculator

Compute repo haircut, initial margin, and variation margin. Compare Canton 24/7 atomic valuation vs legacy weekend gap. Basel CRE22 comprehensive approach + d349 SFT minimum haircut floors + GMRA bilateral threshold.

Tool URL: https://ainumbers.co/tools/508-repo-haircut-collateral-calculator.html AP2/Policy Mandate export: yes

post/v1/tools/calculate_repo_haircut

Request

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

Request body

collateral_typestring required
notionalnumber required
currencystring
tenorstring required
counterpartystring required
canton_247boolean
custodiedboolean
cross_borderboolean
concentration_pctnumber

Response

Successful tool execution result

base_haircut_pctnumber
total_haircut_pctnumber
sft_floor_appliedboolean
initial_marginnumber
vm_thresholdnumber
canton_haircut_pctnumber
legacy_haircut_pctnumber
weekend_saving_pctnumber

Changes

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