{
  "tool_id": "art-425-large-exposures-limit-check",
  "tool_version": "1.0.0",
  "display_name": "Large Exposures Limit Check",
  "mcp_name": "compute_large_exposures_limit",
  "mandate_type": "compliance_mandate",
  "wave": 70,
  "gpu": false,
  "url": "https://ainumbers.co/chaingraph/art-425-large-exposures-limit-check.html",
  "description": "Basel III large exposures framework (BCBS 283) and U.S. single-counterparty credit limits (Regulation YY, 12 CFR 252 Subpart H) limit check: aggregates each counterparty's gross exposure net of eligible credit-risk-mitigation, rolls connected/economically-interdependent counterparties into one group exposure, then checks the group against Tier 1 capital under the general 25% limit or the tighter 15% GSIB-to-GSIB limit. Emits a breach-list artifact of every group exceeding its applicable limit. Deterministic point-in-time calculation from caller-supplied exposure, CRM, and capital figures for a single reporting date.",
  "input_schema_ref": "chaingraph/art-425-large-exposures-limit-check.html#manifest",
  "consumes": [],
  "feeds": [],
  "status": "live",
  "conformance_fixtures": true,
  "compute_capability": "server",
  "compute_images": [
    {
      "system": "sha256-source",
      "image_id": "sha256:eea6976089a31b050d82c8bc25f5fb90f8f7e2b464627acc89bb16e5d58c859e",
      "valid_from": "2026-07-10"
    },
    {
      "system": "risc0",
      "image_id": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
      "valid_from": "2026-07-23"
    }
  ],
  "compute_proof_ready": "ready",
  "export_capability": [
    "json"
  ],
  "compute_proof": {
    "type": "ZkVmReceipt",
    "system": "risc0",
    "receiptFormat": "groth16-bn254",
    "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
    "seal": "Jvb9PwnKMNfsY+vbr4Lsj//yY1s0LfvX9Rf/InHZMO4avSvCKzuaX6MSBNxjuipGQ3tsKOg6Lk9WNOWcJFRjDiSpZiwA85it58knuQh0u2MHcH5z9OXhEjYuNnUWfUE/CvNgiSspZ0/YOyBXpgg0F4pwT01t3HxLO7EDKscT95oHROqDALzmymAAypj+5Q4H3nW7qsHjNtKbrQkaMhg8ECdjOy8tITCgOw+H4RhSJlW2Hd1sHXrN2hRhSf2v+WUlHfcToqfnTN/cFxeTBN6e8AlNwQTp3MTpQkj1DXyU7KQvDFeGhexCjersDFW/0adI8hopfZ27tUdWCRsFGI9GZw==",
    "journal": {
      "chaingraph_version": "0.4.0",
      "kernel_digest": "sha256:eea6976089a31b050d82c8bc25f5fb90f8f7e2b464627acc89bb16e5d58c859e",
      "output": {
        "breach_list": [],
        "caller_is_gsib": true,
        "counterparties": [
          {
            "connected_group_id": null,
            "counterparty_id": "cp-A",
            "counterparty_name": "Standalone Corp A",
            "is_gsib": false,
            "net_exposure_total_musd": 1600
          },
          {
            "connected_group_id": "grp1",
            "counterparty_id": "cp-B",
            "counterparty_name": "Group B Sub 1",
            "is_gsib": false,
            "net_exposure_total_musd": 1000
          },
          {
            "connected_group_id": "grp1",
            "counterparty_id": "cp-C",
            "counterparty_name": "Group B Sub 2",
            "is_gsib": false,
            "net_exposure_total_musd": 500
          }
        ],
        "groups": [
          {
            "applicable_limit_musd": 2500,
            "applicable_limit_pct": 25,
            "breached": false,
            "exposure_pct_of_tier1": 16,
            "group_id": null,
            "gsib_to_gsib": false,
            "is_connected_group": false,
            "member_counterparty_ids": [
              "cp-A"
            ],
            "net_exposure_total_musd": 1600
          },
          {
            "applicable_limit_musd": 2500,
            "applicable_limit_pct": 25,
            "breached": false,
            "exposure_pct_of_tier1": 15,
            "group_id": "grp1",
            "gsib_to_gsib": false,
            "is_connected_group": true,
            "member_counterparty_ids": [
              "cp-B",
              "cp-C"
            ],
            "net_exposure_total_musd": 1500
          }
        ],
        "note": "Deterministic point calculation from caller-supplied gross exposure, eligible CRM, and connected-group rollup for a single reporting date.",
        "regulatory_basis": "Basel III large exposures framework (BCBS 283); U.S. single-counterparty credit limits (Regulation YY, 12 CFR 252 Subpart H): 25% of Tier 1 capital general limit, 15% for GSIB-to-GSIB exposures.",
        "tier1_capital_musd": 10000
      }
    }
  }
}