{
      "tool_id": "sim-01-lcr-nsfr-liquidity-stress-test",
      "tool_version": "1.0.0",
      "display_name": "Liquidity Stress Test Simulator (LCR/NSFR)",
      "mcp_name": "run_liquidity_stress_test",
      "mandate_type": "liquidity_mandate",
      "wave": 1,
      "gpu": true,
      "url": "https://ainumbers.co/chaingraph/sim-01-lcr-nsfr-liquidity-stress-test.html",
      "description": "Monte Carlo simulation of LCR and NSFR under Basel III stress (CRR Art. 412/428, EBA GL/2017/01). 1,000 paths × 250 time steps. P5–P95 percentile distribution, breach probability, time-to-breach, sensitivity tornado.",
      "input_schema_ref": "chaingraph/sim-01-lcr-nsfr-liquidity-stress-test.html#manifest",
      "deadline": null,
      "deadline_note": "Basel III LCR/NSFR ongoing; strongest classic regulatory narrative in the suite",
      "consumes": [],
      "feeds": [
        "rca-02-mica-reserve-stress",
        "ptg-01-ap2-prompt-template-generator"
      ],
      "feeds_stub": [
        "mms-02"
      ],
      "status": "live",
      "conformance_fixtures": false,
      "compute_capability": "server",
      "compute_proof_ready": "ready",
      "compute_images": [
        {
          "system": "sha256-source",
          "image_id": "sha256:e22635c466fd20d5fb8ff61aa494e70f70f958e303b5d52a90e0f0f22a6e930e",
          "valid_from": "2026-07-13"
        },
        {
          "system": "risc0",
          "image_id": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
          "valid_from": "2026-07-13"
        }
      ],
      "compute_proof": {
        "type": "ZkVmReceipt",
        "system": "risc0",
        "receiptFormat": "groth16-bn254",
        "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
        "seal": "F+RjBVhfs3aOjDpiqaDcjnu7xOp4ILjVcAbB+/wMEyAlr4nSY5Wpg7DuRjZRqu3585OVmV359s/j5PltdLmUaCGY4ipWy0aDTGcbMHfI7uTpciyFOfbbER4MOwf8u2c4KaeZaMkhw05IoRfJYhcCUsJ1gc2BMp/em+OJDW42aFAt0HoIdWvCQR954vOdKmbVQ1RxhRT2NA8PJvNsMtjAbiuRtwGr20JsehLGQZn+u0Zg73iqUuFBw12ifbLlF73AHpzqzmA3hP90yECXtU87oubEm4liiKS/JGmi80XyqEANftJouZHlvyvF4PAx9PN43uS5Z0CbeMtVS4XqscbYfA==",
        "journal": {
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          "kernel_digest": "sha256:e22635c466fd20d5fb8ff61aa494e70f70f958e303b5d52a90e0f0f22a6e930e",
          "output": {
            "compliance_flags": [
              "LCR_COMPLIANT_MEDIAN",
              "NSFR_BREACH_RISK_MEDIAN",
              "NSFR_HIGH_BREACH_PROBABILITY"
            ],
            "lcr_breach_pct": 0,
            "lcr_median_day30": 2577.0389,
            "lcr_p5": 2459.6301,
            "n_paths": 500,
            "nsfr_breach_pct": 99,
            "nsfr_median_day250": 0.9453,
            "nsfr_p5": 0.9024,
            "scenario": "moderate",
            "verdict": "BORDERLINE"
          }
        }
      },
      "export_capability": [
        "xlsx",
        "csv",
        "pdf",
        "xbrl:ocg-ext"
      ]
    }