OpenChainGraph Suite · CONTRACT A3 · arch #5

Credit ECL & Valuation

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.

IFRS9 macro-overlay calculation > credit risk rating calibration > CVA calculator — composite credit ECL and valuation mandate.

OpenChainGraph · 3 Steps credit assessment Hash-Anchored §4 chain_depth:3 Client-Side · Zero PII
Chain Topology — Ifrs9 Macro Overlay Calculator → Credit Risk Rating Calculator → Cva Calculator
§4 Execution Hash · Chain Definition Anchor
execution_hash:computing…
Market Rationale
Buyer: Credit Risk Officer / Head of Model Risk at bank
Forcing function: IFRS9 ECL quarterly cycle; ECB TRIM model validation reviews; Basel CVA capital FRTB 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 · 3 Steps
1 ROOT · D0 catalog
Ifrs9 Macro Overlay Calculator 196-ifrs9-macro-overlay-calculator
macro_overlay_adjustments and ecl_impact feed Stage 2 credit risk rating calibration
↓
2 D2 catalog
Credit Risk Rating Calculator 197-credit-risk-rating-calculator
credit_ratings and pd_estimates feed Stage 3 CVA calculator
↓
3 TERMINAL · D3 catalog
Cva Calculator 200-cva-calculator
cva_fair_value and composite_credit_mandate — final credit ECL/valuation 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.