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POST
/
quantlib
/
regulatory
/
basel
/
capital-ratios
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/regulatory/basel/capital-ratios \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "cet1_capital": 85000000,
  "tier1_capital": 95000000,
  "total_capital": 120000000,
  "risk_weighted_assets": 950000000,
  "total_exposure": 1500000000
}
'
{
  "success": true,
  "data": {
    "cet1_ratio": 0.08947368421052632,
    "tier1_ratio": 0.1,
    "total_capital_ratio": 0.12631578947368421,
    "leverage_ratio": 0.06333333333333334,
    "cet1_adequate": true,
    "tier1_adequate": true,
    "total_adequate": true
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://finceptbackend.share.zrok.io/auth/register

Body

application/json
​
cet1_capital
number
required

Common Equity Tier 1 capital (retained earnings, common shares, accumulated other comprehensive income, qualifying minority interests)

Example:

85000000

​
tier1_capital
number
required

Total Tier 1 capital (CET1 + Additional Tier 1 such as perpetual non-cumulative preferred stock)

Example:

95000000

​
total_capital
number
required

Total regulatory capital (Tier 1 + Tier 2 capital including subordinated debt, loan loss reserves)

Example:

120000000

​
risk_weighted_assets
number
required

Total risk-weighted assets (credit RWA + market RWA + operational RWA)

Example:

950000000

​
total_exposure
number | null

Total exposure measure for leverage ratio calculation (on-balance sheet + derivatives + securities financing). Optional.

Example:

1500000000

Response

Capital ratios calculated successfully

​
success
boolean
Example:

true

​
data
object