{
  "tool_id": "art-407-umr-aana-readiness-diagnostic",
  "tool_version": "1.0.0",
  "display_name": "UMR / AANA Readiness Diagnostic",
  "mcp_name": "run_umr_aana_readiness",
  "mandate_type": "agent_guardrail_mandate",
  "wave": 67,
  "gpu": false,
  "url": "https://ainumbers.co/chaingraph/art-407-umr-aana-readiness-diagnostic.html",
  "description": "Determines whether a group's declared AANA (average aggregate notional amount) puts it in scope for the uncleared margin rules (UMR), per AT-CLEARING-WAVE-SPEC.md CW-2, and flags which counterparties are over the regulatory initial-margin threshold with an open documentation or custody gap. Thresholds (AANA >EUR 8bn, IM threshold EUR 50m) are pinned constants echoed in the output as constants_version + vintage, never fetched. This is an eligibility/readiness checker, not a SIMM calculator -- estimated IM per counterparty is always a caller declaration, never derived here from risk-class sensitivities, since SIMM is a licensed ISDA methodology not reproduced by this node. Distinct from the shipped TradFi treasury-clearing cluster (art-48..51), which addresses the US Treasury cash/repo clearing mandate, and from the crypto cross-venue margin estimator (art-406). This receipt attests our computation over the AANA and per-counterparty inputs the caller declared -- it does not audit those inputs and is not a determination that any entity is in or out of UMR scope.",
  "input_schema_ref": "chaingraph/art-407-umr-aana-readiness-diagnostic.html#manifest",
  "consumes": [],
  "feeds": [],
  "status": "live",
  "conformance_fixtures": true,
  "compute_capability": "server",
  "compute_images": [
    {
      "system": "sha256-source",
      "image_id": "sha256:ec1ae85431a3f2dc2a83949b48729db2b98414f0424c360c26bac091556f3bea",
      "valid_from": "2026-07-10"
    },
    {
      "system": "risc0",
      "image_id": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
      "valid_from": "2026-07-10"
    }
  ],
  "export_capability": [
    "json",
    "csv"
  ],
  "compute_proof_ready": "ready",
  "compute_proof": {
    "type": "ZkVmReceipt",
    "system": "risc0",
    "receiptFormat": "groth16-bn254",
    "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
    "seal": "JsD6z+7IcYp1GKHUmAKgTvP8c1y1uvwmX21KjbBe5DccOw9BqANJvEISsSucYPvafDL88oZP48PNsrfOwYGISxITywg2nN5x34fiP/Bvqoo5xaS/w58l0NGPSiOGX7KNBsRi6sSYONKmrGHr6jh4r639NUqCXMpuNe9IFIwQW3AKtVG1iEWpBeYcFkoAyDWikr0AZrKdSgQBXFPQ/V018Q6T8gSp2R5R9O8pMUVI0ck9MVxQbcJVjxYhQ5WmkG7qF/irzU7twbYBUVjwUXJrPES1Hw3y3Mq8m8JYg7Vqc1AF8ZZfx2JpDab8MgnmjYdepCI5e/DwABpp/3DkT7kRxw==",
    "journal": {
      "chaingraph_version": "0.4.0",
      "kernel_digest": "sha256:ec1ae85431a3f2dc2a83949b48729db2b98414f0424c360c26bac091556f3bea",
      "output": {
        "aana_group_eur": 12000000000,
        "aana_in_scope_threshold_eur": 8000000000,
        "constants_version": "2026-07-19.umr-bcbs-iosco-v1",
        "counterparties": [
          {
            "counterparty_id": "cpty-alpha",
            "custodian_ready": true,
            "documentation_status": "executed",
            "estimated_im_eur": 75000000,
            "over_im_threshold": true,
            "readiness_grade": "A"
          },
          {
            "counterparty_id": "cpty-beta",
            "custodian_ready": false,
            "documentation_status": "in_progress",
            "estimated_im_eur": 60000000,
            "over_im_threshold": true,
            "readiness_grade": "D"
          }
        ],
        "counterparties_over_im_threshold": 2,
        "counterparty_count": 2,
        "disambiguation": "This receipt attests our computation over the AANA and per-counterparty inputs the caller declared -- it does not audit or verify those inputs, and is not a determination that any entity is in or out of UMR scope.",
        "im_threshold_eur": 50000000,
        "in_scope_aana": true,
        "note": "Eligibility/readiness diagnostic for the BCBS-IOSCO uncleared margin rules (UMR). Estimated IM per counterparty is a caller declaration, never a SIMM computation -- SIMM is a licensed ISDA methodology, not reproduced here. Not legal or margin advice.",
        "overall_grade": "B",
        "remediation_checklist": [
          {
            "action": "Execute the ISDA/CSA UMR documentation and stand up segregated custodian connectivity before regulatory IM applies.",
            "counterparty_id": "cpty-beta"
          }
        ],
        "thresholds_vintage": "2026-07-19"
      }
    }
  }
}