curl --request POST \
  --url https://api.fincept.in/quantlib/regulatory/stress/capital-projection \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "initial_capital": 85000000,
  "initial_rwa": 950000000,
  "earnings": [
    8000000,
    7000000,
    6000000,
    5000000,
    6000000,
    7000000,
    8000000,
    9000000
  ],
  "losses": [
    12000000,
    15000000,
    18000000,
    20000000,
    15000000,
    10000000,
    8000000,
    5000000
  ],
  "rwa_changes": [
    20000000,
    25000000,
    30000000,
    15000000,
    0,
    -10000000,
    -15000000,
    -20000000
  ]
}
'

{
  "success": true,
  "data": {
    "capital_ratios": [
      0.08947368421052632,
      0.08157894736842106,
      0.07346938775510203,
      0.06632653061224489,
      0.05773195876288659,
      0.05591397849462366,
      0.05454545454545454,
      0.05357142857142857,
      0.05357142857142857
    ],
    "minimum_ratio": 0.05357142857142857,
    "passes_stress": true,
    "n_quarters": 8
  }
}

quantlib-regulatory

Project Capital Ratios Under Stress

Projects capital ratios over multiple quarters under stress scenarios (e.g., CCAR, DFAST, or custom adverse scenarios). Simulates the evolution of capital and RWA by applying quarterly earnings, credit/market losses, and RWA changes. Formula for each quarter: Capital_t = Capital_(t-1) + Earnings_t - Losses_t; RWA_t = RWA_(t-1) + RWA_Change_t; Ratio_t = Capital_t / RWA_t. Returns time series of capital ratios and identifies the minimum ratio during the stress period. Tests whether minimum ratio exceeds regulatory threshold (4.5% for CET1). Use this for regulatory stress testing, capital planning, ICAAP, and board presentations. [Tier: ENTERPRISE, Credits: 10]

POST

/

quantlib

/

regulatory

/

stress

/

capital-projection

curl --request POST \
  --url https://api.fincept.in/quantlib/regulatory/stress/capital-projection \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "initial_capital": 85000000,
  "initial_rwa": 950000000,
  "earnings": [
    8000000,
    7000000,
    6000000,
    5000000,
    6000000,
    7000000,
    8000000,
    9000000
  ],
  "losses": [
    12000000,
    15000000,
    18000000,
    20000000,
    15000000,
    10000000,
    8000000,
    5000000
  ],
  "rwa_changes": [
    20000000,
    25000000,
    30000000,
    15000000,
    0,
    -10000000,
    -15000000,
    -20000000
  ]
}
'

{
  "success": true,
  "data": {
    "capital_ratios": [
      0.08947368421052632,
      0.08157894736842106,
      0.07346938775510203,
      0.06632653061224489,
      0.05773195876288659,
      0.05591397849462366,
      0.05454545454545454,
      0.05357142857142857,
      0.05357142857142857
    ],
    "minimum_ratio": 0.05357142857142857,
    "passes_stress": true,
    "n_quarters": 8
  }
}

Authorizations

X-API-Key

string

header

required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json

initial_capital

number

required

Starting CET1 capital at beginning of stress period

Example:

85000000

initial_rwa

number

required

Starting risk-weighted assets at beginning of stress period

Example:

950000000

earnings

number[]

required

Projected quarterly earnings (pre-provision net revenue) for each quarter of stress scenario

Example:

losses

number[]

required

Projected quarterly credit/market losses (provisions, write-downs) for each quarter

Example:

rwa_changes

number[]

required

Quarterly changes in RWA (can be negative if assets decrease or credit quality improves)

Example:

Response

Capital projection completed successfully

success

boolean

Example:

true

data

object

Show child attributes

Calculate Net Stable Funding Ratio

Calculate Shannon Entropy