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PD, LGD, EAD to Covenant Compliance
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OpenChainGraph Suite · CONTRACT A3 · arch #5
PD, LGD, EAD to Covenant Compliance
Credit risk parameter modelling > Basel RWA calculation > financial covenant compliance check.
OpenChainGraph · 3 Steps
compliance mandate
Hash-Anchored §4
chain_depth:3
Client-Side · Zero PII
Chain Topology — Pd Lgd Ead Modeller → Basel Rwa Calculator → Financial Covenant Compliance Checker
§4 Execution Hash · Chain Definition Anchor
execution_hash:
computing…
✓ Verify
Chain Stages · 3 Steps
1
ROOT · D0
catalog
Pd Lgd Ead Modeller
198-pd-lgd-ead-modeller
pd, lgd, ead values feed T201 Basel RWA calculation
↓
2
D2
catalog
Basel Rwa Calculator
201-basel-rwa-calculator
rwa_total and capital_requirement feed T199 covenant compliance
↓
3
TERMINAL · D3
catalog
Financial Covenant Compliance Checker
199-financial-covenant-compliance-checker
Exports credit risk Policy Mandate -- final stage
▶ 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.
⬇ Export §4 Artifact
⬇ Export W3C VC (§13.11)
⬇ Sign artifact (Ed25519 · §16)
🔏 Verify signature (§16)
📋 Copy JSON
📦 chain manifest.json · MCP chain definition · §4 schema · v0.5.0
▼