OpenChainGraph Suite · CONTRACT A3 · arch #5

Counterparty Capital & Margin

Note (dated 2026-08-04): a chain composes independent computations performed in an analytical order. No step's output is carried into the next step by the execution model; each step computes from its own declared inputs. This is true of every chain on this site, including chains whose per-step copy below reads as a data handoff.

SA-CCR exposure calculation > CVA capital framework selection > SA-IM initial margin calculation > CVA calculator — composite counterparty capital and margin mandate.

OpenChainGraph · 4 Steps capital assessment Hash-Anchored §4 chain_depth:4 Client-Side · Zero PII
Chain Topology — Sa Ccr Exposure Calculator → Cva Capital Framework Selector → Sa Im Initial Margin Calculator → Cva Calculator
§4 Execution Hash · Chain Definition Anchor
execution_hash:computing…
Market Rationale
Buyer: Derivatives Risk Officer / Capital Manager at bank or asset manager
Forcing function: SA-CCR Basel III mandatory; UMR phase 6 Sep 2022 final rollout; FRTB CVA Jan 2026
Live Execution

This page is the chain definition (plan). To run the chain step by step in your browser, with each step's kernel executing in-page and a composite hash over the outputs, open the live runner:

▶ Run this chain in your browser
Chain Stages · 4 Steps
1 ROOT · D0 catalog
Sa Ccr Exposure Calculator 400-sa-ccr-exposure-calculator
sa_ccr_ead and exposure_by_asset_class feed Stage 2 CVA capital framework selection
↓
2 D2 catalog
Cva Capital Framework Selector 401-cva-capital-framework-selector
cva_framework and capital_charge feed Stage 3 SA-IM margin calculation
↓
3 D3 catalog
Sa Im Initial Margin Calculator 516-sa-im-initial-margin-calculator
im_requirement and collateral_plan feed Stage 4 CVA calculator
↓
4 TERMINAL · D4 catalog
Cva Calculator 200-cva-calculator
cva_fair_value and composite_counterparty_mandate — final counterparty capital mandate
▶ Run this chain (live) browser · real execution · composite §4 hash
Export Artifacts
Download the §4 chain definition artifact (hash-anchored composite JSON) or the §13.11 W3C Verifiable Credentials view. Both derive from the chain definition — no new hash is minted. Available after hash computation.