Exposure & Risk

Exposure & Risk Endpoints

Counterparty exposure management, concentration risk, and large exposure reporting.

GET /exposure/counterparty

List counterparty exposures. Query: ?limit=20

Response:

{
  "data": [
    {
      "counterpartyId": "cp_001",
      "counterpartyName": "National Bank Corp",
      "totalExposure": 85000000,
      "riskWeight": 50,
      "limit": 100000000,
      "utilization": 85
    }
  ]
}

GET /exposure/concentration

Concentration risk analysis. Query: ?dimension=sector

Response:

{
  "dimension": "sector",
  "data": [
    {
      "category": "Financial Services",
      "exposure": 450000000,
      "percentage": 36,
      "limit": 40,
      "breached": false
    }
  ]
}

GET /exposure/large

Large exposure report (exposures exceeding 10% of capital).

GET /exposure/limits

Current exposure limit configuration.

POST /exposure/limits

Set or update an exposure limit.

GET /exposure/cva

Credit valuation adjustment charges.

GET /exposure/ccr

Counterparty credit risk metrics.

GET /exposure/sectoral

Sectoral analysis with risk weights.

GET /exposure/geographic

Geographic distribution of exposures.