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POST
/
quantlib
/
regulatory
/
saccr
/
ead
curl --request POST \
  --url https://finceptbackend.share.zrok.io/quantlib/regulatory/saccr/ead \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "mtm_value": 2500000,
  "addon": 1200000,
  "collateral": 500000,
  "alpha": 1.4
}
'
{
  "success": true,
  "data": {
    "replacement_cost": 2000000,
    "potential_future_exposure": 1200000,
    "exposure_at_default": 4480000,
    "alpha": 1.4
  }
}

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
​
mtm_value
number
required

Current mark-to-market value of the derivative contract (can be negative)

Example:

2500000

​
addon
number
required

Add-on for potential future exposure calculated from SA-CCR formulas based on notional, maturity, and asset class

Example:

1200000

​
collateral
number
default:0

Value of eligible collateral held (reduces exposure)

Example:

500000

​
alpha
number
default:1.4

Supervisory alpha factor (typically 1.4, can be reduced to 1.2 for certain clearing arrangements)

Example:

1.4

Response

SA-CCR EAD calculated successfully

​
success
boolean
Example:

true

​
data
object