TODO_TAGS_REVIEW

Basel RWA Scenario Modeler

SA-CR / F-IRB / A-IRB RWA in parallel with output-floor comparison (72.5% §CAP30). BCBS d424 IRB capital formula with Φ⁻¹ rational approximation, LCG Monte Carlo. Percentile table P5–P99. Three portfolio mixes.

Tool URL: https://ainumbers.co/chaingraph/sim-03-basel-rwa-scenario-modeler.html AP2/Policy Mandate export: yes

post/v1/tools/compute_rwa_scenarios

Request

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

Request body

airb_lgd_pctunknown
airb_pd_pctunknown
ead_bnunknown
firb_lgd_pctunknown
firb_pd_pctunknown
mc_nunknown
mc_scenariosnumber required
mixunknown required
mix_presetstring

type not evidenced by kernel source

Response

Successful tool execution result

airb_floored_bnnumber
airb_pctsnumber[]
airb_rwa_bnnumber
firb_floored_bnnumber
firb_pctsnumber[]
firb_rwa_bnnumber
floor_rwa_bnnumber
percentile_labelsstring[]
sacr_pctsnumber[]
sacr_rwa_bnnumber
verdictstring
warningsstring[]

Changes

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