TODO_TAGS_REVIEW
TODO_AP2_EXPORT_REVIEW

Multilateral Cash Netting

Computes N-entity corporate cash netting: gross inter-company positions to net positions to minimum settlement legs using the BIS CPMI greedy matching algorithm (Net Settlement Framework 2012). Reports wire-count savings and netting_efficiency_pct. Corporate cash netting only -- NOT estimate_ficc_margin_netting (FICC US-Treasury clearing). Netting statement suitable for anchor_batch Merkle-leaf receipts. ZERO PII: aggregate entity balances only, no account-holder identifiers.

Tool URL: https://ainumbers.co/chaingraph/art-259-compute-multilateral-netting.html

post/v1/tools/compute_multilateral_netting

Request

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

Request body

base_currencyunknown required
fx_ratesunknown required

Response

Successful tool execution result

anchor_surfacestring
base_currencystring
entity_countinteger
gross_countinteger
gross_volumeinteger
net_countinteger
net_volumeinteger
netting_efficiency_pctnumber
not_legal_advicestring
pii_notestring
regulatory_basisstring
table_sourcestring
table_versionstring
wire_count_savingsinteger
wire_count_savings_pctnumber

Changes

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