---
title: "On-Chain Repo Haircut & Collateral Mobility Calculator"
method: POST
path: "/v1/tools/calculate_repo_haircut"
tags: ["canton", "repo", "haircut", "gmra", "sftr", "collateral", "sft", "basel", "247"]
---

# On-Chain Repo Haircut & Collateral Mobility Calculator

`POST /v1/tools/calculate_repo_haircut`

## Request

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

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

## Request body

- object
  - `collateral_type` string, required
  - `notional` number, required
  - `currency` string
  - `tenor` string, required
  - `counterparty` string, required
  - `canton_247` boolean
  - `custodied` boolean
  - `cross_border` boolean
  - `concentration_pct` number

## Response `200`

Successful tool execution result

- object
  - `base_haircut_pct` number
  - `total_haircut_pct` number
  - `sft_floor_applied` boolean
  - `initial_margin` number
  - `vm_threshold` number
  - `canton_haircut_pct` number
  - `legacy_haircut_pct` number
  - `weekend_saving_pct` number
  - `flags` unknown[]
    - unknown

---

[API](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite.md) · [All operations](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/llms.txt) · [OpenAPI document](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/revisions/b462e4f5bb28?raw)