TODO_TAGS_REVIEW

Arc StableFX RFQ Economics Model

Quantify Herstatt risk elimination and FX spread savings from Arc StableFX 24/7 atomic PvP settlement vs non-CLS bilateral FX. Methodology: BIS (Allsopp et al. 1996) Herstatt credit cost proxy via counterparty spread. PFMI P12 atomic settlement; BIS FX Global Code P35 netting.

Tool URL: https://ainumbers.co/chaingraph/art-44-arc-stablefx-model.html AP2/Policy Mandate export: yes

post/v1/tools/model_arc_stablefx_rfq

Request

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

Request body

cls_annual_fee_usdunknown
daily_fx_volume_usdunknown
herstatt_spread_bpsunknown
impl_monthsunknown
non_cls_bilateral_bpsunknown
stablefx_fee_bpsunknown
trading_daysunknown

Response

Successful tool execution result

verdictstring
compliance_flagsstring[]

Changes

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