{
      "tool_id": "508-repo-haircut-collateral-calculator",
      "tool_version": "1.0.0",
      "display_name": "On-Chain Repo Haircut Calculator",
      "mcp_name": "calculate_repo_haircut",
      "mandate_type": "collateral_mandate",
      "wave": 8,
      "gpu": false,
      "url": "https://ainumbers.co/tools/508-repo-haircut-collateral-calculator.html",
      "semantic_profile": "iso20022:pacs.008-subset",
      "dct:conformsTo": "https://ainumbers.co/chaingraph/profiles/iso20022/pacs008-subset.jsonld",
      "description": "Compute repo haircut with Canton 24/7 collateral valuation versus legacy weekend gap. Applies Basel CRE22 supervisory haircuts and BCBS d349 SFT minimum haircut floors. GMRA/SFTR reporting output.",
      "input_schema_ref": "tools/508-repo-haircut-collateral-calculator.html#manifest",
      "deadline": null,
      "deadline_note": "Canton repo mobility chain. CRE22 supervisory haircuts; d349 SFT minimum haircut floors; 24/7 valuation advantage.",
      "consumes": [],
      "feeds": [
        "505-tokenized-collateral-eligibility-checker",
        "506-onchain-cash-leg-finality-checker"
      ],
      "status": "live",
      "conformance_fixtures": true,
      "compute_capability": "server",
      "compute_images": [{"system":"sha256-source","image_id":"sha256:7acd49f6f660a85da84398f65f694822d18b97e1241d8b3fc15fc177b11285a5","valid_from":"2026-07-10"},{"system":"risc0","image_id":"sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6","valid_from":"2026-06-28"}],
      "compute_proof": {
        "type": "ZkVmReceipt",
        "system": "risc0",
        "receiptFormat": "groth16-bn254",
        "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
        "seal": "ApnRKejsHZv0uoeOD8YfRT1FmaQHfffK29K2/5lN3H8nVeAEdANpIUK4X+r24yNAfpJ6DaaEgrsXne1x4ypjWwAHkz7j9m1O4om8zD6kDkkPgrHqcjQHC/0OWf0DS5HmDTwVFAC/3EP/pcPRZn1Jvf0pkXB8lP3E4S5ag6L8V4EGEKGEs4Yil/95MdJUuPzSYRYfQiMgj65rumEwQ+PqVAJmFpg06yvROy9NsOJ1M1CuJnN5IRJR7cSjBfdTumx3HUuLybDIMxtT5+UcMfXPjCnOICU12DyCVIBpQQVj/a8mW4rh6IdGlVKxa+1jJ+iWse3RRbWzNjm3SDnsnA82YQ==",
        "journal": {
          "chaingraph_version": "0.4.0",
          "kernel_digest": "sha256:7acd49f6f660a85da84398f65f694822d18b97e1241d8b3fc15fc177b11285a5",
          "output": {
            "active_haircut_pct": 4,
            "adjustments": [
              {
                "delta": 1.5,
                "reason": "weekend_valuation_gap_legacy"
              }
            ],
            "base_haircut_pct": 4,
            "canton247": true,
            "canton_haircut_pct": 4,
            "collateral_type": "ust_10y",
            "d349_floor_pct": 0.5,
            "haircut_tier": "teal",
            "initial_margin_usd": 400000,
            "legacy_haircut_pct": 5.5,
            "notional_usd": 10000000,
            "tenor": "overnight",
            "vm_threshold_usd": 20000,
            "weekend_saving_pp": 1.5
          }
        }
      },
      "export_capability": [
        "xlsx",
        "csv",
        "pdf",
        "xbrl:ocg-ext"
      ]
    }