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Basel Operational Risk SMA (2026 Reproposal)

Basel Standardized Measurement Approach (SMA) for operational-risk capital per the July 2026 US Basel Endgame reproposal (comment period closed 2026-06-18, final expected ~Q4 2026): marginal Business Indicator Component across the $1bn/$30bn buckets (12%/15%/18%) and the Internal Loss Multiplier, applying the reproposal's US-variant ILM neutralization to 1 by default with a switch to model the non-neutralized BCBS d424 formula. rule_status: proposed -- re-pin at finalization. Formula-focused; does not model scenario/portfolio replay (see the SIM-REPLAY suite for that).

Tool URL: https://ainumbers.co/chaingraph/art-356-compute-oprisk-sma-2026.html

post/v1/tools/compute_oprisk_sma_2026

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/compute_oprisk_sma_2026
  • Auth: none declared

Request body

fc_avgnumber
ildc_avgnumber
sc_avgnumber
use_us_ilm_neutralizationboolean required

Response

Successful tool execution result

average_annual_lossinteger
bucketinteger
business_indicatorinteger
business_indicator_componentinteger
constants_versionstring
fc_avginteger
ildc_avginteger
internal_loss_multiplierinteger
loss_componentinteger
notestring
operational_risk_capitalinteger
regulatory_basisstring
rule_statusstring
rwainteger
sc_avginteger
use_us_ilm_neutralizationboolean

Changes

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