{
  "opencollection": "1.0.0",
  "info": {
    "name": "Murex MX.3 Risk API",
    "version": "1.0"
  },
  "request": {
    "auth": {
      "type": "bearer",
      "token": "{{bearerToken}}"
    }
  },
  "items": [
    {
      "info": {
        "name": "VaR",
        "type": "folder"
      },
      "items": [
        {
          "info": {
            "name": "Murex Get VaR calculations",
            "type": "http"
          },
          "http": {
            "method": "GET",
            "url": "https://api.murex.com/v1/risk/var",
            "params": [
              {
                "name": "portfolioId",
                "value": "",
                "type": "query",
                "description": "Portfolio or book identifier"
              },
              {
                "name": "deskId",
                "value": "",
                "type": "query",
                "description": "Trading desk identifier"
              },
              {
                "name": "method",
                "value": "",
                "type": "query",
                "description": "VaR calculation methodology"
              },
              {
                "name": "confidenceLevel",
                "value": "",
                "type": "query",
                "description": "Confidence level as a percentage"
              },
              {
                "name": "holdingPeriod",
                "value": "",
                "type": "query",
                "description": "Holding period in days"
              },
              {
                "name": "asOfDate",
                "value": "",
                "type": "query",
                "description": "Calculation date"
              }
            ]
          },
          "docs": "Retrieve Value at Risk calculations for specified portfolios, desks, or entity levels."
        },
        {
          "info": {
            "name": "Murex Get VaR history",
            "type": "http"
          },
          "http": {
            "method": "GET",
            "url": "https://api.murex.com/v1/risk/var/history",
            "params": [
              {
                "name": "portfolioId",
                "value": "",
                "type": "query",
                "description": "Portfolio or book identifier"
              },
              {
                "name": "deskId",
                "value": "",
                "type": "query",
                "description": "Trading desk identifier"
              },
              {
                "name": "fromDate",
                "value": "",
                "type": "query",
                "description": "Start date for history"
              },
              {
                "name": "toDate",
                "value": "",
                "type": "query",
                "description": "End date for history"
              },
              {
                "name": "method",
                "value": "",
                "type": "query",
                "description": "VaR calculation methodology"
              }
            ]
          },
          "docs": "Retrieve historical VaR values over a date range for trend analysis and backtesting."
        }
      ]
    },
    {
      "info": {
        "name": "Sensitivities",
        "type": "folder"
      },
      "items": [
        {
          "info": {
            "name": "Murex Get risk sensitivities",
            "type": "http"
          },
          "http": {
            "method": "GET",
            "url": "https://api.murex.com/v1/risk/sensitivities",
            "params": [
              {
                "name": "portfolioId",
                "value": "",
                "type": "query",
                "description": "Portfolio or book identifier"
              },
              {
                "name": "deskId",
                "value": "",
                "type": "query",
                "description": "Trading desk identifier"
              },
              {
                "name": "assetClass",
                "value": "",
                "type": "query",
                "description": "Filter by asset class"
              },
              {
                "name": "greeks",
                "value": "",
                "type": "query",
                "description": "Comma-separated list of Greeks to compute"
              },
              {
                "name": "asOfDate",
                "value": "",
                "type": "query",
                "description": "Calculation date"
              }
            ]
          },
          "docs": "Retrieve Greek calculations and risk sensitivities for portfolios including delta, gamma, vega, theta, and rho."
        },
        {
          "info": {
            "name": "Murex Get PV01 sensitivities",
            "type": "http"
          },
          "http": {
            "method": "GET",
            "url": "https://api.murex.com/v1/risk/sensitivities/pv01",
            "params": [
              {
                "name": "portfolioId",
                "value": "",
                "type": "query",
                "description": "Portfolio or book identifier"
              },
              {
                "name": "deskId",
                "value": "",
                "type": "query",
                "description": "Trading desk identifier"
              },
              {
                "name": "currency",
                "value": "",
                "type": "query",
                "description": "Filter by currency"
              },
              {
                "name": "asOfDate",
                "value": "",
                "type": "query",
                "description": "Calculation date"
              }
            ]
          },
          "docs": "Retrieve PV01 (price value of a basis point) sensitivities by currency and tenor bucket."
        }
      ]
    },
    {
      "info": {
        "name": "Stress Testing",
        "type": "folder"
      },
      "items": [
        {
          "info": {
            "name": "Murex List stress test scenarios",
            "type": "http"
          },
          "http": {
            "method": "GET",
            "url": "https://api.murex.com/v1/risk/stress-tests",
            "params": [
              {
                "name": "type",
                "value": "",
                "type": "query",
                "description": "Filter by scenario type"
              }
            ]
          },
          "docs": "Retrieve available stress test scenarios and their configurations."
        },
        {
          "info": {
            "name": "Murex Run a stress test",
            "type": "http"
          },
          "http": {
            "method": "POST",
            "url": "https://api.murex.com/v1/risk/stress-tests/:scenarioId/run",
            "params": [
              {
                "name": "scenarioId",
                "value": "",
                "type": "path",
                "description": "Stress test scenario identifier"
              }
            ],
            "body": {
              "type": "json",
              "data": "{}"
            }
          },
          "docs": "Execute a stress test scenario against specified portfolios and return the impact analysis."
        }
      ]
    },
    {
      "info": {
        "name": "Limits",
        "type": "folder"
      },
      "items": [
        {
          "info": {
            "name": "Murex List risk limits",
            "type": "http"
          },
          "http": {
            "method": "GET",
            "url": "https://api.murex.com/v1/risk/limits",
            "params": [
              {
                "name": "portfolioId",
                "value": "",
                "type": "query",
                "description": "Portfolio or book identifier"
              },
              {
                "name": "deskId",
                "value": "",
                "type": "query",
                "description": "Trading desk identifier"
              },
              {
                "name": "status",
                "value": "",
                "type": "query",
                "description": "Filter by limit status"
              }
            ]
          },
          "docs": "Retrieve configured risk limits and their current utilization."
        },
        {
          "info": {
            "name": "Murex Get a risk limit",
            "type": "http"
          },
          "http": {
            "method": "GET",
            "url": "https://api.murex.com/v1/risk/limits/:limitId",
            "params": [
              {
                "name": "limitId",
                "value": "",
                "type": "path",
                "description": "Risk limit identifier"
              }
            ]
          },
          "docs": "Retrieve details of a specific risk limit."
        }
      ]
    },
    {
      "info": {
        "name": "Regulatory",
        "type": "folder"
      },
      "items": [
        {
          "info": {
            "name": "Murex Get regulatory capital metrics",
            "type": "http"
          },
          "http": {
            "method": "GET",
            "url": "https://api.murex.com/v1/risk/regulatory/capital",
            "params": [
              {
                "name": "framework",
                "value": "",
                "type": "query",
                "description": "Regulatory framework"
              },
              {
                "name": "asOfDate",
                "value": "",
                "type": "query",
                "description": "Calculation date"
              }
            ]
          },
          "docs": "Retrieve regulatory capital calculations including RWA, CVA, and capital ratios for Basel III/IV compliance."
        }
      ]
    }
  ],
  "bundled": true
}