---
title: "FICC Margin & Netting Estimator"
method: POST
path: "/v1/tools/estimate_ficc_margin_netting"
tags: ["TODO_TAGS_REVIEW", "TODO_AP2_EXPORT_REVIEW"]
---

# FICC Margin & Netting Estimator

`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

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

## Request body

- object
  - `clearing_model` string: type not evidenced by kernel source
  - `confidence_level` unknown
  - `include_cross_product` boolean: type not evidenced by kernel source
  - `mpor_days` unknown
  - `positions` unknown

## Response `200`

Successful tool execution result

- object
  - `assumptions` object
    - `bucket_corr` number
    - `confidence_level` number
    - `daily_vol_bp` object
      - `0-2y` integer
      - `10-30y` integer
      - `2-5y` integer
      - `5-10y` integer
    - `mpor_days` integer
  - `done_away_uplift_pct` integer
  - `estimated_vbm` integer
  - `gross_bilateral_im` integer
  - `margin_by_bucket` object[]
    - `bucket` string
    - `net_dv01` integer
    - `var` integer
  - `minimum_charge_applied` boolean
  - `net_cleared_im` integer
  - `netting_benefit_pct` integer
  - `netting_benefit_usd` integer
  - `note` 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)