margin
collateral
umr
gmra
sftr
derivatives
repo
canton
sa-im

SA-IM Initial Margin Calculator

Compute Standardised Approach Initial Margin (SA-IM, BCBS-IOSCO d499) for non-centrally-cleared derivatives via the regulatory tenor add-on schedule, with UMR phase thresholds and the €50M IM / €500k MTA tests; GMRA haircut framework for repo/SFT. Variation margin and Canton 24/7 collateral mobilization.

Tool URL: https://ainumbers.co/tools/516-sa-im-initial-margin-calculator.html AP2/Policy Mandate export: yes

post/v1/tools/compute_sa_im_margin

Request

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

Request body

position_type'deriv_ir' | 'deriv_fx' | 'deriv_eq' | 'deriv_credit' | 'repo' | 'sbl' required
notionalnumber required
currency'USD' | 'EUR' | 'GBP' required
tenor'lt_1y' | '1_5y' | 'gt_5y'
counterparty_threshold'phase1_gt8bn' | 'phase2_gt8bn' | 'below_threshold'
collateral_type'ust' | 'agency_mbs' | 'ig_corp_bond' | 'gilt' | 'cash' required
canton_247boolean

Response

Successful tool execution result

object required

Tool execution result payload

Changes

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