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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:
[
  8000000,
  7000000,
  6000000,
  5000000,
  6000000,
  7000000,
  8000000,
  9000000
]
​
losses
number[]
required

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

Example:
[
  12000000,
  15000000,
  18000000,
  20000000,
  15000000,
  10000000,
  8000000,
  5000000
]
​
rwa_changes
number[]
required

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

Example:
[
  20000000,
  25000000,
  30000000,
  15000000,
  0,
  -10000000,
  -15000000,
  -20000000
]

Response

Capital projection completed successfully

​
success
boolean
Example:

true

​
data
object