OpenChainGraph Suite · CONTRACT A3 · arch #5

T+1 / CSDR Settlement Chain

Verify allocation affirmation conformance and T+1 readiness → predict settlement fails and assess FX exposure → calculate CSDR cash penalties → compute settlement efficiency KPIs → model buy-in exposure and classify scope. End-to-end T+1 and CSDR settlement compliance journey.

OpenChainGraph · 10 Steps compliance mandate Hash-Anchored §4 chain_depth:5 Client-Side · Zero PII
Chain Topology — Allocation Affirmation Conformance + T+1 Readiness Assessor → Settlement Fail Predictor + FX Settlement Fails Assessor → CSDR Penalty Calculator + CSDR Settlement Fails Penalty Calculator → Settlement Efficiency KPI + Settlement Efficiency Rate Calculator → Buy-In Exposure Modeler + Buy-In Scope Classifier
§4 Execution Hash · Chain Definition Anchor
execution_hash:computing…
Chain Stages · 10 Steps across 5 Stages
1 ROOT·D0 node
Allocation Affirmation Conformance Checker art-81-allocation-affirmation-conformance
affirmation_pass,ssi_gaps,counterparty_mismatches feed Stage 2 fail prediction
MCP Call · check_allocation_affirmation
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "check_allocation_affirmation",
    "arguments": {}
  },
  "id": 1
}
2 ROOT·D0 node
T+1 Settlement Operational Readiness Assessor 351-t1-settlement-operational-readiness-assessor
readiness_score,gap_items,cutoff_compliance feed Stage 2 fail prediction
MCP Call · assess_t1_settlement_operational_readiness
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "assess_t1_settlement_operational_readiness",
    "arguments": {}
  },
  "id": 1
}
3 D1 node
Settlement Fail Predictor art-79-settlement-fail-predictor
fail_probability,fail_reasons,expected_fail_rate feed Stage 3 penalty calculation
MCP Call · predict_settlement_fail
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "predict_settlement_fail",
    "arguments": {}
  },
  "id": 1
}
4 D1 node
FX Settlement Fails Assessor 215-fx-settlement-fails-assessor
fx_fail_rate,exposure_usd,corridor_breakdown feed Stage 3 CSDR penalty
MCP Call · fx_settlement_fails_assessor
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "fx_settlement_fails_assessor",
    "arguments": {}
  },
  "id": 1
}
5 D2 node
CSDR Penalty Calculator art-78-csdr-penalty-calculator
cash_penalty_eur,penalty_band,reporting_obligation feed Stage 4 efficiency KPI
MCP Call · calculate_csdr_penalty
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "calculate_csdr_penalty",
    "arguments": {}
  },
  "id": 1
}
6 D2 node
CSDR Settlement Fails Penalty Calculator 368-csdr-settlement-fails-penalty-calculator
total_penalty_estimate,daily_rate,penalty_tier feed Stage 4 efficiency scoring
MCP Call · calculate_csdr_settlement_penalty
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "calculate_csdr_settlement_penalty",
    "arguments": {}
  },
  "id": 1
}
7 D3 node
Settlement Efficiency KPI art-84-settlement-efficiency-kpi
efficiency_rate,fail_count,kpi_band feed Stage 4 efficiency rate
MCP Call · compute_settlement_efficiency_kpi
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "compute_settlement_efficiency_kpi",
    "arguments": {}
  },
  "id": 1
}
8 D3 node
Settlement Efficiency Rate Calculator 370-settlement-efficiency-rate-calculator
settlement_rate_pct,t0_t2_breakdown,volume_weighted feed Stage 5 buy-in
MCP Call · calculate_settlement_efficiency_rate
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "calculate_settlement_efficiency_rate",
    "arguments": {}
  },
  "id": 1
}
9 TERMINAL node
Buy-In Exposure Modeler art-83-buy-in-exposure-modeler
buy_in_exposure_usd,triggered_threshold feed Stage 5 scope classification
MCP Call · model_buy_in_exposure
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "model_buy_in_exposure",
    "arguments": {}
  },
  "id": 1
}
10 TERMINAL node
Buy-In Scope Classifier & Cost Estimator 372-buyin-scope-classifier-cost-penalty-estimator
buyin_scope,total_cost_estimate — Exports CSDR settlement compliance mandate — final stage
MCP Call · classify_buyin_scope_estimate_penalty
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "classify_buyin_scope_estimate_penalty",
    "arguments": {}
  },
  "id": 1
}
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.