{
      "tool_id": "rca-01-frtb-ima-pre-validator",
      "tool_version": "1.0.0",
      "display_name": "FRTB IMA Expected Shortfall Pre-Validator",
      "mcp_name": "simulate_frtb_es",
      "mandate_type": "risk_parameter",
      "wave": 3,
      "gpu": false,
      "url": "https://ainumbers.co/chaingraph/rca-01-frtb-ima-pre-validator.html",
      "description": "FRTB IMA Expected Shortfall pre-validation: MC simulation across liquidity horizons LH1–LH5 (10/20/40/60/120 days), NMRF surcharge estimation, PLA Test (green/amber/red), IMA vs SA floor capital comparison. Educational pre-validator ahead of UK IMA go-live January 2028.",
      "input_schema_ref": "chaingraph/rca-01-frtb-ima-pre-validator.html#manifest",
      "deadline": "2028-01-01",
      "deadline_note": "UK FRTB-IMA go-live January 2028; EU slipped to ~2029-30. Pre-validation educational tool.",
      "consumes": [
        "qfa-02-portfolio-var-engine",
        "sim-03-basel-rwa-scenario-modeler"
      ],
      "feeds": [
        "ptg-01-ap2-prompt-template-generator"
      ],
      "status": "live",
      "conformance_fixtures": false,
      "compute_capability": "server",
      "compute_images": [{"system":"sha256-source","image_id":"sha256:da8805bcbfcd243d64f4bc2ac97f773b290fe8baa5a30fa7277e2d8c965506bb","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": "HEGt/K7yUhVaIy2REeb5lOx1lx1mbGpk4vc+8T0WZBIv7cC1aa/nbVik39LeSP5E68C+UG+2C+rnosT2AhWeNwBDODK4FGDsTkjY0BQVGoFbALBwJOLvMM2TuohJ5kw2GudfPPEKfGE3uMBF+epg0eAGRJxUq0auOjz6RwUEGNQhQcGjgRzOVOo8HMvA4tX+g4IbevDqrtXD76fRfBn9dyhw2w79sLTGvDcursiDvC1YFXQ7gpQ0aD2vomw/XvzpL19bHQBfRXxPvjZKzPsMhkmvWcLoVnA/LdhG8WVTYl0gsu5KJQ30SbUzByc6n2bu3oFbc64NW0w0rdQg5ch3Fw==",
        "journal": {
          "chaingraph_version": "0.4.0",
          "kernel_digest": "sha256:da8805bcbfcd243d64f4bc2ac97f773b290fe8baa5a30fa7277e2d8c965506bb",
          "output": {
            "capital_ima": 0.03,
            "capital_required": 0.03,
            "confidence_level": 0.975,
            "es_97_5_pct": 0.02,
            "es_by_lh_class": [
              0.01,
              0.01,
              0.01,
              0,
              0
            ],
            "floor_binding": false,
            "n_positions": 20,
            "n_scenarios": 500,
            "nmrf_surcharge": 0,
            "pla_ratio": 1.0295,
            "pla_test_status": "GREEN",
            "sa_floor": 0.02,
            "undiversified_es": 0.07,
            "verdict": "IMA Pre-Validation Passed"
          }
        }
      },
      "export_capability": [
        "xlsx",
        "csv",
        "pdf",
        "xbrl:ocg-ext"
      ]
    }