1 ROOT · D0 node

FICC Margin & Netting Estimator art-50-ficc-margin-netting-estimator

net_cleared_im + margin_by_bucket feed the haircut calculator

MCP Call · estimate_ficc_margin_netting

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

2 D2 node

On-Chain Repo Haircut Calculator 508-repo-haircut-collateral-calculator

haircut-adjusted collateral value feeds the mobilizer

MCP Call · calculate_repo_haircut

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

3 D3 node

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

mobilization plan + shortfall feed the VaR engine

MCP Call · mobilize_margin_collateral

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

4 TERMINAL · D4 node

Exports composite repo-margin artifact -- final stage

MCP Call · compute_portfolio_var

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

Cleared Repo Margin & Haircut