Central Clearing Capital & RWA Relief

W-E. SA-CCR/QCCP capital impact of moving bilateral UST/repo to a CCP (504) -> Basel 3.1 RWA delta & output floor (art-07) -> RWA scenario modeling (sim-03). Bank/dealer capital case for clearing.

OpenChainGraph · 3 Steps capital assessment Hash-Anchored §4 chain_depth:3 Client-Side · Zero PII

Chain Stages · 3 Steps

1 ROOT · D0 node

Settlement-Risk Capital Efficiency Optimizer 504-settlement-risk-capital-optimizer

qccp_capital + rwa_delta feed the Basel 3.1 delta calculator

MCP Call · optimize_settlement_capital

{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "optimize_settlement_capital",
    "arguments": {}
  },
  "id": 1
}

↓

2 D2 node

Basel 3.1 Reporting Delta Calculator art-07-basel31-reporting-delta-calculator

rwa + output-floor figures feed the RWA scenario modeler

MCP Call · compute_basel31_delta

{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "compute_basel31_delta",
    "arguments": {}
  },
  "id": 1
}

↓

3 TERMINAL · D3 node

Basel RWA Scenario Modeler sim-03-basel-rwa-scenario-modeler

Exports composite capital-relief artifact -- final stage

MCP Call · compute_rwa_scenarios

{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "compute_rwa_scenarios",
    "arguments": {}
  },
  "id": 1
}