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Loic_Majoufre avatar image
Loic_Majoufre asked ·

Where can we find in the APIs the risk coefficient and theshold for an issuer ?

Hello everybody !

We have been looking into the Fusion instruments endpoints, but we can't seem to find where does it specify the risk coefficient and theshold for an issuer (as instrument)...


Could someone point us to where we can retrieve this information?


Best Regards



apis
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Szymon Patacz avatar image
Szymon Patacz answered ·

Hello Loic,

Please could you confirm that you refer to this API:

https://developer.fusionfabric.cloud/api/investment-management-instruments-v1-33560239-038e-40bb-b414-ca871266fac9/docs

Currently parameters you mentioned seeme to be not available via this API. I have contacted specialists in that matter and will update the status as soon as we have more information about the issue.


Best Regards,

Szymon

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Loic_Majoufre avatar image
Loic_Majoufre answered ·

Hello,

Yes, it is !

oh.. ok, i'm waiting for the final answer for the moment.

Best Regards

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Christophe_Mathern avatar image
Christophe_Mathern answered ·

Hello Loïc, the coefficients needed to compute the risk of concentration is something that is given by the regulation and is not something that would be provided in an API like could be a rating, a price, a sensitivity.

The values do not aim to be changed over the time (appart from new directive of the regulator), I think the best option is not to hard code these parameters but to let them user definable, like in a csv file. The parameters would be: the agency to take into account and the list of rating / coefficient / threshold.

Regards.

Christophe

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