---
title: "CCP Default Fund Cover-2 Sizing"
method: POST
path: "/v1/tools/size_ccp_default_fund_cover2"
tags: ["TODO_TAGS_REVIEW", "TODO_AP2_EXPORT_REVIEW"]
---

# CCP Default Fund Cover-2 Sizing

`POST /v1/tools/size_ccp_default_fund_cover2`

## Request

- Base URL: `https://ainumbers.co`
- URL: `https://ainumbers.co/v1/tools/size_ccp_default_fund_cover2`
- Auth: none declared

Sizes a CCP default fund under the PFMI Principle 4 "Cover 2" standard: fund size must be at least the largest plus second-largest clearing-member stress loss across caller-declared stress scenarios. Applies each caller-declared scenario loss rate (in basis points, shaped from qfa-03-stress-test-engine's scenario_losses output as a chained input) to every caller-declared member exposure, ranks members per scenario, takes the two largest, and checks a caller-declared fund size against the worst scenario across the declared set. Not a stress-loss engine itself -- qfa-03 already computes multi-scenario portfolio stress losses; this node consumes that shape read-only and never reimplements it. Region-portable: no CCP, currency, or jurisdiction is hardcoded. Arithmetic sizing check only, no fund-size recommendation.

**Tool URL:** https://ainumbers.co/chaingraph/art-530-default-fund-cover2-sizing.html

## Request body

- object
  - `as_of` unknown, required
  - `fund_size_minor_units` unknown, required
  - `members` unknown[], required
    - unknown
  - `stress_scenarios` unknown[], required
    - unknown

## Response `200`

Successful tool execution result

- object
  - `as_of` string
  - `fund_adequate` boolean
  - `fund_size_display` string
  - `fund_size_minor_units` integer
  - `member_count` integer
  - `note` string
  - `per_scenario` object[]
    - `cover2_requirement_display` string
    - `cover2_requirement_minor_units` integer
    - `largest` object
      - `member_id` string
      - `stress_loss_minor_units` integer
    - `loss_bps` integer
    - `member_losses` object[]
      - `member_id` string
      - `stress_loss_minor_units` integer
    - `scenario_id` string
    - `second_largest` object
      - `member_id` string
      - `stress_loss_minor_units` integer
  - `rationale` string[]
  - `rejected_inputs` unknown[]
    - unknown
  - `scenario_count` integer
  - `shortfall_display` string
  - `shortfall_minor_units` integer
  - `worst_case_cover2_requirement_display` string
  - `worst_case_cover2_requirement_minor_units` integer
  - `worst_case_scenario_id` 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)