OpenChainGraph Suite · CONTRACT A3 · arch #5

Securities Lending Settlement Impact

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.

Recall/revenue impact modelling > non-DVP retail fund settlement impact > US/EU settlement mismatch impact — composite securities-lending settlement mandate.

OpenChainGraph · 3 Steps settlement mandate Hash-Anchored §4 chain_depth:3 Client-Side · Zero PII
Chain Topology — Securities Lending Recall Revenue Impact Modeler → Non Dvp Retail Fund Settlement Impact Assessor → Us Eu Settlement Mismatch Impact Estimator
§4 Execution Hash · Chain Definition Anchor
execution_hash:computing…
Market Rationale
Buyer: Head of Securities Finance / Settlement Risk Officer at prime broker or fund
Forcing function: T+1 US mandate May 2024; EU T+1 Oct 2027; CSDR settlement discipline 2022
Live Execution

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Chain Stages · 3 Steps
1 ROOT · D0 catalog
Securities Lending Recall Revenue Impact Modeler 371-securities-lending-recall-revenue-impact-modeler
recall_revenue_impact and haircut_effect feed Stage 2 retail fund settlement impact
↓
2 D2 catalog
Non Dvp Retail Fund Settlement Impact Assessor 373-non-dvp-retail-fund-settlement-impact-assessor
non_dvp_impact and fund_liquidity_risk feed Stage 3 US/EU mismatch analysis
↓
3 TERMINAL · D3 catalog
Us Eu Settlement Mismatch Impact Estimator 378-us-eu-settlement-mismatch-impact-estimator
mismatch_exposure and cross-border_settlement_cost — final securities-lending mandate
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Export Artifacts
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