T200 · CVA Calculator (SA-CCR)

SA-CCR Basel III CVA engine. Input trade type, notional, maturity, mark-to-market, and collateral to calculate RC, PFE, EAD, and CVA capital charge. Supports multi-trade netting sets. Client-side. Works offline. Zero PII.

Tool URL: https://ainumbers.co/tools/200-cva-calculator.html AP2/Policy Mandate export: yes

post/v1/tools/cva_calculator

Request

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

Request body

collateralnumber

Collateral held USD

netting_agreement'isda' | 'none'
counterparty_rating'aaa_aa' | 'a' | 'bbb' | 'bb' | 'b' | 'ccc_below'

Response

Successful tool execution result

RCnumber

Replacement Cost USD

PFEnumber

Potential Future Exposure USD

EADnumber

Exposure at Default (1.4 × (RC + PFE)) USD

cva_rwanumber

CVA Risk-Weighted Asset USD

cva_capital_reqnumber

CVA capital charge (8% × CVA RWA) USD

Changes

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