canton
settlement risk
DvP
SA-CCR
CRE52
CRE70
RWA
capital efficiency
Basel
atomic settlement

Settlement-Risk Capital Efficiency Optimizer

Quantify RWA and capital saving from Canton atomic DvP vs legacy settlement. SA-CCR (CRE52) and CRE70 settlement-risk charges. Build the business case for a Canton pilot.

Tool URL: https://ainumbers.co/tools/ AP2/Policy Mandate export: yes

post/v1/tools/optimize_settlement_capital

Request

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

Request body

cet1_rationumber required
cost_of_capitalnumber required

Response

Successful tool execution result

cet1_rationumber required
cost_of_capitalnumber required
portfolio_bpsnumber required
total_annual_savingnumber required
total_capital_freednumber required
total_notional_usdnumber required
total_rwa_delta_usdnumber required
verdictstring required

Changes

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