{
      "tool_id": "art-50-ficc-margin-netting-estimator",
      "tool_version": "1.0.0",
      "display_name": "FICC Margin & Netting Estimator",
      "mcp_name": "estimate_ficc_margin_netting",
      "mandate_type": "risk_parameter",
      "wave": 11,
      "gpu": false,
      "url": "https://ainumbers.co/chaingraph/art-50-ficc-margin-netting-estimator.html",
      "description": "DV01-bucket VaR proxy of the FICC VaR-based margin (VBM), the netting benefit of central vs bilateral clearing, cash-vs-repo cross-product netting, and the done-away uplift. Educational proxy - not the official FICC VBM calculator.",
      "input_schema_ref": "chaingraph/art-50-ficc-margin-netting-estimator.html#manifest",
      "deadline": "2027-06-30",
      "deadline_note": "repo-margin economics (W-B).",
      "consumes": [
        "art-48-treasury-clearing-fit-diagnostic",
        "art-49-clearing-access-model-selector"
      ],
      "feeds": [
        "508-repo-haircut-collateral-calculator",
        "qfa-02-portfolio-var-engine"
      ],
      "status": "live",
      "conformance_fixtures": false,
      "compute_capability": "server",
      "compute_images": [{"system":"sha256-source","image_id":"sha256:fcea3a670c5ee043f842757592ea575bbe5426b8f825016d4ec0c0d18d2e304b","valid_from":"2026-07-10"},{"system":"risc0","image_id":"sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6","valid_from":"2026-06-28"}],
      "compute_proof": {
        "type": "ZkVmReceipt",
        "system": "risc0",
        "receiptFormat": "groth16-bn254",
        "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
        "seal": "G/KEj1px6bBn4PPMHr61Hja+cbgX9vo3k1jwW+uWL18BHfPYbQYMhoV6Adfe7zoDWCQNa8kE6HI6BYTys7uNUAK2bItxRB9w5DPcWCNDmf+6twWH7T+83/2GdM27QjC5EeB7DmESN4eReLsaCvh1Mvwix39QxLIiiqwyOBrg5soZZ58qpD0+k7Jx/D1kaDsolx25S/YjAlB2UibYVpqtnwVTlPd3RbRDyJm0OuBVU5K45gSDNkKGlIDJoBjVEndOBS53yC/L6ezKNjvXm7aGcQ7Ws2ZmwA/TifExVeHBpcEcnHpzmmIVwgy26tdvzhGV2EwXzOTrjI8ICBy3UGxVkw==",
        "journal": {
          "chaingraph_version": "0.4.0",
          "kernel_digest": "sha256:fcea3a670c5ee043f842757592ea575bbe5426b8f825016d4ec0c0d18d2e304b",
          "output": {
            "assumptions": {
              "bucket_corr": 0.8,
              "confidence_level": 0.99,
              "daily_vol_bp": {
                "0-2y": 3,
                "10-30y": 7,
                "2-5y": 5,
                "5-10y": 6
              },
              "mpor_days": 1
            },
            "done_away_uplift_pct": 10,
            "estimated_vbm": 0,
            "gross_bilateral_im": 0,
            "margin_by_bucket": [
              {
                "bucket": "0-2y",
                "net_dv01": 0,
                "var": 0
              },
              {
                "bucket": "2-5y",
                "net_dv01": 0,
                "var": 0
              },
              {
                "bucket": "5-10y",
                "net_dv01": 0,
                "var": 0
              },
              {
                "bucket": "10-30y",
                "net_dv01": 0,
                "var": 0
              }
            ],
            "minimum_charge_applied": false,
            "net_cleared_im": 0,
            "netting_benefit_pct": 0,
            "netting_benefit_usd": 0,
            "note": "Educational VaR-based-margin proxy for FICC-cleared UST/repo. Not the official FICC VBM; for indicative netting economics only."
          }
        }
      },
      "export_capability": [
        "xlsx",
        "csv",
        "xbrl:ocg-ext"
      ]
    }