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POST
/
quantlib
/
regulatory
/
basel
/
credit-rwa
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/regulatory/basel/credit-rwa \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "exposures": [
    {
      "amount": 5000000,
      "asset_class": "CORPORATE",
      "rating": "BBB"
    },
    {
      "amount": 3000000,
      "asset_class": "CORPORATE",
      "rating": "A"
    },
    {
      "amount": 2000000,
      "asset_class": "SOVEREIGN",
      "rating": "AA"
    }
  ],
  "method": "standardized"
}
'
{
  "success": true,
  "data": {
    "rwa": 6250000,
    "method": "standardized"
  }
}

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
​
exposures
object[]
required

List of credit exposures in the portfolio

Example:
[
  {
    "amount": 5000000,
    "asset_class": "CORPORATE",
    "rating": "BBB"
  },
  {
    "amount": 3000000,
    "asset_class": "SOVEREIGN",
    "rating": "AA"
  }
]
​
method
enum<string>
default:standardized

Calculation method: 'standardized' uses external ratings, 'irb' uses internal PD/LGD estimates

Available options:
standardized,
irb
Example:

"standardized"

Response

Credit RWA calculated successfully

​
success
boolean
Example:

true

​
data
object