{
      "tool_id": "art-79-settlement-fail-predictor",
      "tool_version": "1.0.0",
      "display_name": "Settlement-Fail Predictor",
      "mcp_name": "predict_settlement_fail",
      "mandate_type": "model_governance",
      "wave": 17,
      "gpu": false,
      "url": "https://ainumbers.co/chaingraph/art-79-settlement-fail-predictor.html",
      "description": "Scores a trade's fail probability from anonymized configuration features (SSI match status, instrument liquidity tier, counterparty fail-history band, deadline proximity, partial-settlement availability) and ranks a batch for pre-settlement intervention. No PII. Transparent weighted scorecard: dominant driver per trade.",
      "input_schema_ref": "chaingraph/art-79-settlement-fail-predictor.html#manifest",
      "consumes": [
        "art-77-t1-settlement-readiness-diagnostic",
        "art-80-ssi-conformance-checker"
      ],
      "feeds": [
        "art-84-settlement-efficiency-kpi",
        "cry-04-merkle-batch-verifier"
      ],
      "status": "live",
      "conformance_fixtures": false,
      "compute_capability": "server",
      "compute_images": [{"system":"sha256-source","image_id":"sha256:660bc62de036808e6dcb648dd7ef377f3d403d9f3b2771459507ff4c7702ea0c","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": "Bp7PFuTjQ6kOPqbHS3m17/A8LHDWfJfto89/SbkpESsWBEQnJw7Xp6L1UwFrTARDGTxuMh1J11yr1r7Y7Kc8+QPPQq2tnN0cbdFO0DZSpozyk3URnMeee1cRNDETQzseF90obNHWp/Qsx1/E03sUUnTigxRMBSXCMOs/cnI8F14Oy9Jz/gtVmrwktszPIFK/KU5pIYjHeeax324+ZaUUuCgm+wKj7Lx1semhDi+AibPwz9XNlpAPN7jdaOZ5Yf0vBMWbohJnAYWnIBgWDvWqpF27ESmKGUVTsXdOHI59DHAL57Td4upN9vT8QQovPJZWPYNCF5sC4UTWB4VqVw00Fw==",
        "journal": {
          "chaingraph_version": "0.4.0",
          "kernel_digest": "sha256:660bc62de036808e6dcb648dd7ef377f3d403d9f3b2771459507ff4c7702ea0c",
          "output": {
            "batch_fail_rate_estimate": 0,
            "methodology": {
              "data_source": "SSI fail-rate: ~30% of fails (EquiLend / FinOps — verify current data)",
              "description": "Transparent weighted feature scorecard. Feature weights are documented above. No ML black-box — fully interpretable.",
              "feature_weights": {
                "counterparty_fail_band": "med=0.15, high=0.30",
                "deadline_proximity": "tight=0.20, breached=0.50",
                "inventory_status": "short=0.20, uncertain=0.10",
                "liquidity_tier": "semi_liquid=0.15, illiquid=0.30",
                "partial_available": "false=0 (no deduction), true=-0.05",
                "ssi_match_status": "mismatched=0.45, missing=0.65"
              }
            },
            "note": "DECISION-SUPPORT DRAFT — probability scores are indicative band estimates from a weighted categorical scorecard. Not a machine-learning model. Feature weights are approximate; calibrate against your firm's actual fail history. No PII — all features are categorical/band-level.",
            "scored_trades": [],
            "top_drivers": [],
            "trade_count": 0
          }
        }
      },
      "export_capability": [
        "pdf",
        "xlsx"
      ]
    }