{
  "tool_id": "art-362-compute-raroc-loan-price",
  "tool_version": "1.0.0",
  "display_name": "RAROC Loan Pricing Calculator",
  "mcp_name": "compute_raroc_loan_price",
  "mandate_type": "compliance_mandate",
  "wave": 62,
  "gpu": false,
  "url": "https://ainumbers.co/chaingraph/art-362-compute-raroc-loan-price.html",
  "description": "Risk-Adjusted Return on Capital (RAROC) loan pricing per Basel II BCBS 128 (2006) / Basel III BCBS 189 (2010) simplified public approximation of the IRB economic-capital formula (single-factor Vasicek model at 99.9% confidence, or the SA risk-weight bucket table). Returns RAROC versus hurdle rate, economic capital, net income waterfall, and the break-even spread. Provable node counterpart to tools/437-raroc-loan-pricing.html; simplified public approximation, not a substitute for an internally approved IRB model.",
  "input_schema_ref": "chaingraph/art-362-compute-raroc-loan-price.html#manifest",
  "consumes": [],
  "feeds": [],
  "status": "live",
  "conformance_fixtures": true,
  "compute_capability": "server",
  "compute_images": [{"system":"sha256-source","image_id":"sha256:924bffad0e3ca899065de2ce2e30a9339ed8b16a215ac8a5bf606f8fc0a9cc0b","valid_from":"2026-07-10"},{"system":"risc0","image_id":"sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6","valid_from":"2026-07-19"}],
  "export_capability": [
    "json"
  ],
  "compute_proof_ready": "ready",
  "compute_proof": {"type":"ZkVmReceipt","system":"risc0","receiptFormat":"groth16-bn254","imageId":"sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6","seal":"CPEt8oYwKW853xYRkKXFJ3Em3vreJehWXFG06a2Df28vlTwIeWyckri6Q1k4Cr2yn9zkxhKuoM3ehR3Yj8cEFy3Ue9JfGvPXI0YhlwntVz9YGyn10lEpIAlNyRNii+TNF4G+bOaiCkfQk7VSbt9B/PH/a6ZFN8eqbyBY6GK3/U8s8iomnLdPWBJchNLJDNUEMLIxBbXUZ6AGJJNx3mOgPQ1ewaXmDaqpjgg/lPDq5hGp3YJkLAuRxAhW0klHrFS4A2ScBDSdNy2WrObmDR02SdxurOrRR+80zWTXf1fR6FcN93KXqaxQ4s93XIPuGmFyBoz0k1wJDTFw0/u1oqAStA==","journal":{"chaingraph_version":"0.4.0","kernel_digest":"sha256:924bffad0e3ca899065de2ce2e30a9339ed8b16a215ac8a5bf606f8fc0a9cc0b","output":{"break_even_gap_bps":-100,"break_even_spread_bps":150,"capital_approach":"airb","drawn_musd":42.5,"economic_capital_musd":3.2,"expected_loss_musd":0.03,"funding_cost_musd":2.04,"gross_revenue_musd":3.37,"hurdle_rate_pct":12,"net_income_after_tax_musd":0.9,"net_income_before_tax_musd":1.2,"note":"RAROC = Net Income after Tax / Economic Capital. AIRB/FIRB economic capital uses the Basel single-factor Vasicek model at 99.9% confidence; SA approach uses a risk-weight bucket table.","operating_cost_musd":0.1,"raroc_pct":28,"regulatory_basis":"Basel II BCBS 128 (2006); Basel III BCBS 189 (2010). Simplified public approximation of the IRB economic-capital formula; not a substitute for an internally approved IRB model.","undrawn_musd":7.5,"value_creating":true,"value_spread_pct":16}}}
}