{
  "tool_id": "art-364-compute-lcr-nsfr-leverage",
  "tool_version": "1.0.0",
  "display_name": "LCR / NSFR / Leverage Ratio Calculator",
  "mcp_name": "compute_lcr_nsfr_leverage",
  "mandate_type": "compliance_mandate",
  "wave": 62,
  "gpu": false,
  "url": "https://ainumbers.co/chaingraph/art-364-compute-lcr-nsfr-leverage.html",
  "description": "Basel III Liquidity Coverage Ratio (BCBS 238), Net Stable Funding Ratio (BCBS 295), and Leverage Ratio (BCBS 270, finalized BCBS 360) point-in-time calculator from caller-supplied HQLA positions, outflow/inflow categories, ASF/RSF items, and capital/exposure figures. Deterministic single-scenario point calculation, distinct from the Monte Carlo stress distribution in sim-01-lcr-nsfr-liquidity-stress-test. Provable node counterpart to tools/469-lcr-calculator.html, tools/470-nsfr-calculator.html, and tools/471-leverage-ratio-calculator.html.",
  "input_schema_ref": "chaingraph/art-364-compute-lcr-nsfr-leverage.html#manifest",
  "consumes": [],
  "feeds": [],
  "status": "live",
  "conformance_fixtures": true,
  "compute_capability": "server",
  "compute_images": [{"system":"sha256-source","image_id":"sha256:168029eb2a2ece66535b95015170c82a1babc5d499325845f30b73065fedb204","valid_from":"2026-07-10"},{"system":"risc0","image_id":"sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6","valid_from":"2026-07-19"}],
  "compute_proof": {
    "type": "ZkVmReceipt",
    "system": "risc0",
    "receiptFormat": "groth16-bn254",
    "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
    "seal": "Gg0Ok7mdLxc7LbuhFhRsupr1jh1wyflio2+JPxZ7Lior/qyLSzRoZjwTyoC06cXP+CYKzAF9YuzlEAApNx6onAwUObwZ6uBjiYVWOsFm0Q1soJaUSJHWAbf5xO11EhxbJljgU5SIKFx7rqTaiUozBKwXB2YqSdsvywOqsy4BjX8XaAsW+8ujJEVzUlCMUoToiMyC1PRV9M+ifD2k/p78dx+HkOrsdTgJ/tO+zL94EtMv0OHmoqEyu5qCL8/ufLt5AA9pq5Yw0FvDuYSjVHBwl/QNmAqEf2ZL8WvBbLjX9zwbHbbeVwipX5gkIOG5N9raNqC9nugZy7TaPhVJdOWraQ==",
    "journal": {
      "chaingraph_version": "0.4.0",
      "kernel_digest": "sha256:168029eb2a2ece66535b95015170c82a1babc5d499325845f30b73065fedb204",
      "output": {
        "lcr": {
          "gross_inflows_musd": 900,
          "gross_outflows_musd": 1400,
          "hqla_total_musd": 7075,
          "inflow_cap_musd": 1050,
          "lcr_compliant": true,
          "lcr_pct": 1415,
          "lcr_surplus_shortfall_musd": 6575,
          "net_cash_outflows_musd": 500,
          "net_inflows_musd": 900
        },
        "leverage": {
          "gsib_leverage_buffer_pct": 0,
          "leverage_ratio_compliant": true,
          "leverage_ratio_pct": 7.86,
          "min_leverage_ratio_pct": 3,
          "tier1_capital_musd": 5500,
          "total_exposure_musd": 70000
        },
        "note": "Deterministic point calculation from caller-supplied positions and regulatory factors for a single reporting date. For a stochastic multi-scenario liquidity stress distribution, use sim-01-lcr-nsfr-liquidity-stress-test.",
        "nsfr": {
          "nsfr_compliant": true,
          "nsfr_pct": 234.68,
          "total_asf_musd": 14550,
          "total_rsf_musd": 6200
        },
        "regulatory_basis": "Basel III Liquidity Coverage Ratio (BCBS 238); Net Stable Funding Ratio (BCBS 295); Leverage Ratio (BCBS 270, finalized BCBS 360)."
      }
    }
  },
  "export_capability": [
    "json"
  ],
  "compute_proof_ready": "ready"
}