> ## Documentation Index > Fetch the complete documentation index at: https://docs.fincept.in/llms.txt > Use this file to discover all available pages before exploring further. # Calculate SA-CCR Exposure at Default > Calculates Exposure at Default (EAD) for derivative contracts using the Standardized Approach for Counterparty Credit Risk (SA-CCR). Returns the Replacement Cost (RC), Potential Future Exposure (PFE), and final EAD. RC represents the current market value net of collateral. PFE captures potential future increases in exposure. EAD = alpha * (RC + PFE), where alpha is typically 1.4. Use this for calculating credit RWA on derivatives, CVA capital charges, and large exposure reporting. Required for all banks under Basel III for derivatives exposure measurement. [Tier: ENTERPRISE, Credits: 10] ## OpenAPI ````yaml api-specs/regulatory.json post /quantlib/regulatory/saccr/ead openapi: 3.1.0 info: title: FinceptQuantLib API - Regulatory description: >- Pro-tier regulatory compliance and capital adequacy endpoints covering Basel III capital ratios and RWA calculations, SA-CCR counterparty credit risk exposure metrics, IFRS 9 expected credit loss provisioning, liquidity coverage ratios (LCR/NSFR), and stress testing capital projections. All endpoints require Pro tier access and consume 5 credits per request. version: 3.0.0 contact: name: Fincept API Support url: https://fincept.in servers: - url: https://api.fincept.in description: Fincept API Production Server security: - APIKeyHeader: [] tags: - name: quantlib-regulatory description: >- Regulatory compliance and capital adequacy calculations for Basel III, SA-CCR, IFRS 9, liquidity ratios, and stress testing. Pro tier required. x-displayName: Regulatory paths: /quantlib/regulatory/saccr/ead: post: tags: - quantlib-regulatory summary: Calculate SA-CCR Exposure at Default description: >- Calculates Exposure at Default (EAD) for derivative contracts using the Standardized Approach for Counterparty Credit Risk (SA-CCR). Returns the Replacement Cost (RC), Potential Future Exposure (PFE), and final EAD. RC represents the current market value net of collateral. PFE captures potential future increases in exposure. EAD = alpha * (RC + PFE), where alpha is typically 1.4. Use this for calculating credit RWA on derivatives, CVA capital charges, and large exposure reporting. Required for all banks under Basel III for derivatives exposure measurement. [Tier: ENTERPRISE, Credits: 10] operationId: saccr_ead requestBody: required: true content: application/json: schema: type: object required: - mtm_value - addon properties: mtm_value: type: number description: >- Current mark-to-market value of the derivative contract (can be negative) example: 2500000 addon: type: number description: >- Add-on for potential future exposure calculated from SA-CCR formulas based on notional, maturity, and asset class example: 1200000 collateral: type: number description: Value of eligible collateral held (reduces exposure) default: 0 example: 500000 alpha: type: number description: >- Supervisory alpha factor (typically 1.4, can be reduced to 1.2 for certain clearing arrangements) default: 1.4 example: 1.4 examples: interest_rate_swap: summary: Interest rate swap with collateral value: mtm_value: 2500000 addon: 1200000 collateral: 500000 alpha: 1.4 fx_forward_uncollateralized: summary: Uncollateralized FX forward value: mtm_value: -300000 addon: 800000 collateral: 0 alpha: 1.4 cleared_derivative: summary: Centrally cleared derivative (reduced alpha) value: mtm_value: 1000000 addon: 500000 collateral: 200000 alpha: 1.2 responses: '200': description: SA-CCR EAD calculated successfully content: application/json: schema: type: object properties: success: type: boolean example: true data: type: object properties: replacement_cost: type: number description: 'Replacement Cost: max(mtm_value - collateral, 0)' example: 2000000 potential_future_exposure: type: number description: Potential Future Exposure from add-on calculation example: 1200000 exposure_at_default: type: number description: 'Final EAD: alpha * (RC + PFE)' example: 4480000 alpha: type: number description: Alpha factor used in calculation example: 1.4 examples: result: summary: SA-CCR calculation result value: success: true data: replacement_cost: 2000000 potential_future_exposure: 1200000 exposure_at_default: 4480000 alpha: 1.4 '401': $ref: '#/components/responses/UnauthorizedError' '402': $ref: '#/components/responses/InsufficientCreditsError' '422': $ref: '#/components/responses/ValidationError' components: responses: UnauthorizedError: description: Authentication information is missing or invalid content: application/json: schema: type: object properties: detail: type: string example: Invalid API key InsufficientCreditsError: description: Insufficient API credits to complete request content: application/json: schema: type: object properties: detail: type: string example: Insufficient credits. This endpoint requires 5 credits. ValidationError: description: Request validation error content: application/json: schema: type: object properties: detail: type: array items: type: object properties: loc: type: array items: type: string msg: type: string type: type: string example: detail: - loc: - body - cet1_capital msg: field required type: value_error.missing securitySchemes: APIKeyHeader: type: apiKey in: header name: X-API-Key description: >- API key for authentication. Get your key at https://api.fincept.in/auth/register ````