---
title: "VaR Backtesting Traffic-Light Zone Calculator"
method: POST
path: "/v1/tools/compute_var_backtest_traffic_light"
tags: ["TODO_TAGS_REVIEW", "TODO_AP2_EXPORT_REVIEW"]
---

# VaR Backtesting Traffic-Light Zone Calculator

`POST /v1/tools/compute_var_backtest_traffic_light`

## Request

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

Counts Basel VaR backtesting exceptions (actual daily P&L loss exceeding the model's 1-day VaR estimate) over a rolling up-to-250-trading-day window, then looks up the green/yellow/red traffic-light zone and capital multiplier per the Basel Committee's 1996 Amendment to the Capital Accord to Incorporate Market Risks, Part V, retained under BCBS d457 (Jan 2019) internal-models-approach backtesting. Exception-count plus zone plus multiplier lookup only -- does NOT compute VaR itself and does NOT apply the multiplier to a capital charge.

**Tool URL:** https://ainumbers.co/chaingraph/art-429-var-backtest-traffic-light.html

## Request body

- object
  - `observations` unknown[], required
    - unknown

## Response `200`

Successful tool execution result

- object
  - `constants_version` string
  - `disambiguation` string
  - `exception_count` integer
  - `exception_indices` integer[]
  - `full_window` boolean
  - `multiplier` integer
  - `rule_status` string
  - `source` string
  - `truncated_to_250` boolean
  - `window_days` integer
  - `zone` string

---

[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)