{
  "tool_id": "art-371-simulate-var-monte-carlo",
  "tool_version": "1.1.1",
  "display_name": "Portfolio VaR — Monte Carlo (Integer PRNG)",
  "mcp_name": "simulate_var_monte_carlo",
  "mandate_type": "risk_control",
  "wave": 2,
  "gpu": false,
  "url": "https://ainumbers.co/chaingraph/art-371-simulate-var-monte-carlo.html",
  "description": "Monte Carlo portfolio Value-at-Risk and Expected Shortfall over a one-factor correlated-asset model. Integer-only xoshiro256** PRNG and fixed-point arithmetic run the full path simulation, so a declared seed replays byte-identically, and a tampered seed produces a different hash. Declares the SPEC.md §24.6.2 seeded-stochastic determinism class; the PRNG algorithm, seed, and draw count are carried in the receipt as ordinary inputs/outputs.",
  "input_schema_ref": "chaingraph/art-371-simulate-var-monte-carlo.html#manifest",
  "deadline": null,
  "consumes": [],
  "feeds": [
    "qfa-02-portfolio-var-engine",
    "qfa-03-stress-test-engine"
  ],
  "status": "live",
  "conformance_fixtures": true,
  "compute_capability": "server",
  "compute_images": [{"system":"sha256-source","image_id":"sha256:e43e90202b192f7f8a4b0d8f5da090c81db5ea4e4d492e6c8a398ce189ac8736","valid_from":"2026-07-10"},{"system":"risc0","image_id":"sha256:d022c4822d2fee377994fcc2aa06d8b004c2c2709cc128a6428b8f9bcfa07988","valid_from":"2026-07-21"}],
  "compute_proof_ready": "ready",
  "export_capability": [
    "xlsx",
    "csv",
    "pdf",
    "xbrl:ocg-ext"
  ],
  "compute_proof": {
    "type": "ZkVmReceipt",
    "system": "risc0",
    "receiptFormat": "groth16-bn254",
    "imageId": "sha256:d022c4822d2fee377994fcc2aa06d8b004c2c2709cc128a6428b8f9bcfa07988",
    "seal": "HL8YPNqiHP0V1qLsF4e1e1PldzriJ6YFEG0//4XRUo4oftNzc+twr6x/CJ5Uks9XxNjz7GxP3FU+1VkmdsniTwkdCYmZxVp/QMSMC6kdVCSaf37q3uoCUXJPY1fPM6tLFR/5ee+E+4jarhEdzVC5XdNRBADsu34XSXrJVZOMH0MNt+rPyAYQryAkjCEAPsmJDLJXQOtx8P36hPedpulN+QCC8T2ZHOSHtivWBfJkrnAKId0bqMDEhkppjEZ1dPeMIayjVtKfb/OWsWOwD6UZijsVmpknzPLQKX5zA5v6WgktUh3c8pEpfmYSDAgbueZXcUdO4EYNZ4bovQOnl2pW7w==",
    "journal": {
      "chaingraph_version": "0.4.0",
      "kernel_digest": "sha256:e43e90202b192f7f8a4b0d8f5da090c81db5ea4e4d492e6c8a398ce189ac8736",
      "output": {
        "compliance_flags": ["VAR_WITHIN_LIMITS"],
        "conf_level": 0.99,
        "correlation": 0.3,
        "draw_count": 1320000,
        "es_dollar_mm": 6.9437,
        "holding_period": 10,
        "mc_es_pct": 0.069437,
        "mc_var_pct": 0.060781,
        "n_assets": 10,
        "n_paths": 10000,
        "prng_algorithm": "xoshiro256**",
        "seed": 42,
        "var_dollar_mm": 6.0781,
        "verdict": "MODERATE_RISK"
      }
    }
  }
}