TODO_TAGS_REVIEW
TODO_AP2_EXPORT_REVIEW

FICC Margin & Netting Estimator

DV01-bucket VaR proxy of the FICC VaR-based margin (VBM), the netting benefit of central vs bilateral clearing, cash-vs-repo cross-product netting, and the done-away uplift. Educational proxy - not the official FICC VBM calculator.

Tool URL: https://ainumbers.co/chaingraph/art-50-ficc-margin-netting-estimator.html

post/v1/tools/estimate_ficc_margin_netting

Request

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

Request body

clearing_modelstring

type not evidenced by kernel source

confidence_levelunknown
include_cross_productboolean

type not evidenced by kernel source

mpor_daysunknown
positionsunknown

Response

Successful tool execution result

done_away_uplift_pctinteger
estimated_vbminteger
gross_bilateral_iminteger
minimum_charge_appliedboolean
net_cleared_iminteger
netting_benefit_pctinteger
netting_benefit_usdinteger
notestring

Changes

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