Settlement-Risk Capital Efficiency Optimizer

Quantify the RWA and capital saving from moving to Canton atomic DvP. SA-CCR (CRE52) pre-settlement CCR plus CRE70 settlement-risk charges. Build the capital-savings memo for your board/CRO before committing to a Canton pilot. All logic is deterministic and client-side.

SA-CCR CRE52 CRE70 Settlement Risk RWA Delta BCBS SCO60 Zero PII Client-Side

Scope & reliance — 🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only. All notionals and positions shown are illustrative. Capital figures are pre-SCO60 unless flagged. Verify with your desk and prudential regulator before using in board submissions. Deterministic logic · no inference · zero PII · CC BY 4.0.

Configuration & Presets

Load Preset

Model Parameters

Approach

CET1 Ratio

Cost of Capital

Seed (optional)

Exposure Rows (max 5)

Instrument Name	Notional	Ccy	Legacy Settlement	Cpty Rating	Collateralised