Clearing Margin-Funding Liquidity Stress

W-F. LCR/NSFR liquidity stress (sim-01) -> margin-call collateral mobilization (513) -> stress test of margin-call size under 6 historical crises (qfa-03). Models the intraday liquidity drain of meeting CCP margin calls.

OpenChainGraph · 3 Steps risk parameter Hash-Anchored §4 chain_depth:3 Client-Side · Zero PII

Chain Stages · 3 Steps

1 ROOT · D0 node

Liquidity Stress Test Simulator (LCR/NSFR) sim-01-lcr-nsfr-liquidity-stress-test

lcr/nsfr stress paths feed the mobilizer

MCP Call · run_liquidity_stress_test

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

↓

2 D2 node

Margin Call Collateral Mobilizer 513-margin-call-collateral-mobilizer

mobilization shortfall feeds the stress engine

MCP Call · mobilize_margin_collateral

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

↓

3 TERMINAL · D3 node

Stress Test Engine qfa-03-stress-test-engine

Exports composite liquidity-stress artifact -- final stage

MCP Call · compute_stress_test_scenarios

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