{
      "tool_id": "qfa-04-xva-cva-calculator",
      "tool_version": "1.0.0",
      "display_name": "XVA / CVA Calculator",
      "mcp_name": "calculate_xva",
      "mandate_type": "risk_parameter",
      "wave": 3,
      "gpu": true,
      "url": "https://ainumbers.co/chaingraph/qfa-04-xva-cva-calculator.html",
      "description": "Monte Carlo XVA/CVA calculator. Simulates expected-exposure profiles for IRS, FX forwards, and CDS; computes CVA, DVA, FVA via discounted expected positive/negative exposure. Zero-egress.",
      "input_schema_ref": "chaingraph/qfa-04-xva-cva-calculator.html#manifest",
      "deadline": null,
      "deadline_note": "Basel III SA-CVA (BCBS d325) ongoing; FRTB CVA desk requirements — UK PRA PS1/26 Jan 2027",
      "consumes": [
        "qfa-01-options-greeks"
      ],
      "feeds": [
        "ptg-01-ap2-prompt-template-generator"
      ],
      "feeds_stub": [],
      "status": "live",
      "conformance_fixtures": false,
      "compute_capability": "server",
      "compute_proof_ready": "ready",
      "compute_images": [
        {
          "system": "sha256-source",
          "image_id": "sha256:610e4753f0cc5efc58fe433b1ebc1277facbc7952b89439515a00493070bb3e0",
          "valid_from": "2026-07-12"
        },
        {
          "system": "risc0",
          "image_id": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
          "valid_from": "2026-07-12"
        }
      ],
      "compute_proof": {
        "type": "ZkVmReceipt",
        "system": "risc0",
        "receiptFormat": "groth16-bn254",
        "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
        "seal": "JMQEJ2f67Tz93x9+MLrIBrEJ3rVCEqXzZUZYc86leQgeHZlD/T3DKtL34O+/04sNiqMimTpRLRp2jO0U05GufQ1gYBLsUXRdqNcy0VgUnTuh2fjJOQOMbnDz96YWWrquH3nN3K0I90coYPAs12CuCN732GrgEJ5go2zNaSIB+90pXFbdm3ToSz3Anbs7piAZkG47ar70p6D/5iYZZRjBPS8AgUUHQIo7KO4REsFC5o7OKVaLEZGFkTij7yhA6TfICoBUXeVXVWomzv2+A2GxQoW/BUPcwQ8pZ1NCw5iikCwr9YidtYXHaeltKOIFODzUvF4PfQCe7yBYs5DctbtG+w==",
        "journal": {
          "chaingraph_version": "0.4.0",
          "kernel_digest": "sha256:610e4753f0cc5efc58fe433b1ebc1277facbc7952b89439515a00493070bb3e0",
          "output": {
            "compliance_flags": [
              "FRTB_CVA_DESK_COMPUTED",
              "BASEL_III_SA_CCR_ASSESSED",
              "IFRS13_FAIR_VALUE_HIERARCHY",
              "SA_CVA_LOW_RISK"
            ],
            "cva": 4853.45,
            "cva_basis": "Basel_III_SA-CVA_EPE_discounted",
            "dva": 991.16,
            "dva_basis": "ENE_own_hazard_discounted",
            "fva": 4318.22,
            "fva_basis": "EPE_funding_spread_integral",
            "n_paths": 400,
            "n_steps": 40,
            "peak_epe": 202141.57,
            "peak_epe_pct_notional": 2.021,
            "verdict": "LOW",
            "xva": 8180.51,
            "xva_risk_rating": "LOW"
          }
        }
      },
      "export_capability": [
        "xlsx",
        "csv",
        "pdf",
        "xbrl:ocg-ext"
      ]
    }