---
title: "FRTB IMA Expected Shortfall Pre-Validator"
method: POST
path: "/v1/tools/simulate_frtb_es"
tags: ["TODO_TAGS_REVIEW"]
---

# FRTB IMA Expected Shortfall Pre-Validator

`POST /v1/tools/simulate_frtb_es`

## Request

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

FRTB IMA Expected Shortfall pre-validation: MC simulation across liquidity horizons LH1–LH5 (10/20/40/60/120 days), NMRF surcharge estimation, PLA Test (green/amber/red), IMA vs SA floor capital comparison. Educational pre-validator ahead of UK IMA go-live January 2028.

**Tool URL:** https://ainumbers.co/chaingraph/rca-01-frtb-ima-pre-validator.html
**AP2/Policy Mandate export:** yes

## Request body

- object
  - `confidenceLevel` number, required
  - `nPositions` number, required
  - `nRiskClasses` number, required
  - `nScenarios` number, required
  - `nmrfRate` number, required
  - `seed` number, required

## Response `200`

Successful tool execution result

- object
  - `capital_ima` number
  - `capital_required` number
  - `confidence_level` number
  - `es_97_5_pct` number
  - `es_by_lh_class` number[]
  - `floor_binding` boolean
  - `n_positions` integer
  - `n_scenarios` integer
  - `nmrf_surcharge` integer
  - `pla_ratio` number
  - `pla_test_status` string
  - `sa_floor` number
  - `undiversified_es` number
  - `verdict` 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)