{
      "tool_id": "art-259-compute-multilateral-netting",
      "tool_version": "1.0.0",
      "display_name": "Multilateral Cash Netting",
      "mcp_name": "compute_multilateral_netting",
      "mandate_type": "analytics_mandate",
      "wave": 44,
      "gpu": false,
      "url": "https://ainumbers.co/chaingraph/art-259-compute-multilateral-netting.html",
      "description": "Computes N-entity corporate cash netting: gross inter-company positions to net positions to minimum settlement legs using the BIS CPMI greedy matching algorithm (Net Settlement Framework 2012). Reports wire-count savings and netting_efficiency_pct. Corporate cash netting only -- NOT estimate_ficc_margin_netting (FICC US-Treasury clearing). Netting statement suitable for anchor_batch Merkle-leaf receipts. ZERO PII: aggregate entity balances only, no account-holder identifiers.",
      "input_schema_ref": "chaingraph/art-259-compute-multilateral-netting.html#manifest",
      "consumes": [],
      "feeds": [
        "art-260-allocate-ihb-interest"
      ],
      "status": "live",
      "conformance_fixtures": true,
      "compute_capability": "server",
      "compute_images": [{"system":"sha256-source","image_id":"sha256:b7089aa25886b5b582762b25cc7ac53e5df80ad74303d473ee1f0a86788e6b9d","valid_from":"2026-07-10"},{"system":"risc0","image_id":"sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6","valid_from":"2026-07-05"}],
      "export_capability": [
        "json"
      ],
      "compute_proof": {
        "type": "ZkVmReceipt",
        "system": "risc0",
        "receiptFormat": "groth16-bn254",
        "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
        "seal": "CuSssKMmhGnqupsRwH6u0Ymx2dsIP/XKQlv2aP1trDIcx1lPvmRQsxseq2EbwKeuw3BfH2A3h4HBxKx16AL5AQHjpCcQMaJbQb/Rmk8fkpKU9TdkBKgQH6ssU1/gayQAF5Owx/40KbACrA+U72WbsaDnWjZjd+54D1DrXQn+KYIe3fHub1N6jGntA0cJgwwBC4HefV+7Yp8ZZeajDm4j8B9Y3WQzG9aLL3FKdZUsLuhKDS6aaA5OVpwvzmVG0UYOI8A0897X3sf8B5hav+EW38kQ5XAZZhfCbtfuaXpnL6MuhQVkc+H/RS1nTS0proVdFdGDE3oAH/yeWoM+xfAhSA==",
        "journal": {
          "chaingraph_version": "0.4.0",
          "kernel_digest": "sha256:b7089aa25886b5b582762b25cc7ac53e5df80ad74303d473ee1f0a86788e6b9d",
          "output": {
            "anchor_surface": "anchor.ainumbers.co/mcp -- use anchor_batch to anchor the netting statement as a Merkle tree (one leaf per entity). Each entity receives an individual inclusion proof of the same net settlement cycle.",
            "base_currency": "USD",
            "entity_count": 3,
            "entity_net_positions": [
              {
                "currency": "USD",
                "entity_id": "ENTITY_A",
                "entity_name": "Parent Co",
                "net_amount": -400,
                "role": "PAYER"
              },
              {
                "currency": "USD",
                "entity_id": "ENTITY_B",
                "entity_name": "Sub US",
                "net_amount": 200,
                "role": "RECEIVER"
              },
              {
                "currency": "USD",
                "entity_id": "ENTITY_C",
                "entity_name": "Sub EU",
                "net_amount": 200,
                "role": "RECEIVER"
              }
            ],
            "gross_count": 3,
            "gross_volume": 2400,
            "net_count": 2,
            "net_volume": 400,
            "netting_efficiency_pct": 83.33,
            "not_legal_advice": "Not legal or accounting advice. Netting arrangements must be validated under applicable netting law (e.g. ISDA master netting agreement, national netting legislation).",
            "pii_note": "ZERO PII: entity IDs, currency codes, and amounts only. No account holder, beneficial owner, or personal data enters this kernel.",
            "regulatory_basis": "Multilateral netting per SWIFT gpi multilateral netting guide; BIS CPMI net settlement framework (2012, cpmi96). NOT estimate_ficc_margin_netting (FICC clearing margin netting). This node computes corporate CASH netting for TMS / in-house-bank settlement cycles. Netting statement suitable for anchor_batch Merkle-leaf receipts.",
            "settlement_legs": [
              {
                "amount": 200,
                "currency": "USD",
                "from_entity": "ENTITY_A",
                "to_entity": "ENTITY_B"
              },
              {
                "amount": 200,
                "currency": "USD",
                "from_entity": "ENTITY_A",
                "to_entity": "ENTITY_C"
              }
            ],
            "table_source": "SWIFT gpi multilateral netting guide; ISO 20022 pacs.010 Financial Institution Credit Transfer; BIS CPMI net settlement framework 2012",
            "table_version": "MULTILATERAL-NETTING-MATH-V1.0-2025",
            "wire_count_savings": 1,
            "wire_count_savings_pct": 33.33
          }
        }
      },
      "compute_proof_ready": "ready"
    }