Calculate your SA-CCR exposure with our web calculator

Try it out, it's free!

Try it out

Upload your CSV files and click submit.

This application runs our open source R SA-CCR package behind the scenes. Submit your CSV files of the indicated format and the results will be presented in a tree-like structure.
Any file that you upload, will not be stored on our server. Please note that this application is for demonstration purposes only.

Browse through the results below:

NB: The Trades file must be in this format.

NB: The Margin Agreements file must be in this format.

NB: The Collateral Amounts file must be in this format.

Basel's (bcbs279) Regulatory Paper Examples

Click on any of the buttons below to quickly calculate the results of the examples that are outlined on the regulatory paper.