---
title: "T200 · CVA Calculator (SA-CCR)"
method: POST
path: "/v1/tools/cva_calculator"
---

# T200 · CVA Calculator (SA-CCR)

`POST /v1/tools/cva_calculator`

## Request

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

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

## Request body

- object
  - `trades` unknown[], required: Array of derivative trades: asset_class (ir/fx/credit/equity/commodity), notional (USD), maturity_yrs, mtm (mark-to-market USD)
    - unknown
  - `collateral` number: Collateral held USD
  - `netting_agreement` 'isda' | 'none'
  - `counterparty_rating` 'aaa_aa' | 'a' | 'bbb' | 'bb' | 'b' | 'ccc_below'

## Response `200`

Successful tool execution result

- object
  - `RC` number: Replacement Cost USD
  - `PFE` number: Potential Future Exposure USD
  - `EAD` number: Exposure at Default (1.4 × (RC + PFE)) USD
  - `cva_rwa` number: CVA Risk-Weighted Asset USD
  - `cva_capital_req` number: CVA capital charge (8% × CVA RWA) USD

---

[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)