{
      "tool_id": "sim-03-basel-rwa-scenario-modeler",
      "tool_version": "1.0.0",
      "display_name": "Basel RWA Scenario Modeler",
      "mcp_name": "compute_rwa_scenarios",
      "mandate_type": "capital_assessment",
      "wave": 2,
      "gpu": true,
      "url": "https://ainumbers.co/chaingraph/sim-03-basel-rwa-scenario-modeler.html",
      "description": "SA-CR / F-IRB / A-IRB RWA in parallel with output-floor comparison (72.5% §CAP30). BCBS d424 IRB capital formula with Φ⁻¹ rational approximation, LCG Monte Carlo. Percentile table P5–P99. Three portfolio mixes.",
      "input_schema_ref": "chaingraph/sim-03-basel-rwa-scenario-modeler.html#manifest",
      "deadline": "2027-01-01",
      "deadline_note": "Basel 3.1 output floor — UK PRA PS1/26 January 1, 2027",
      "consumes": [
        "art-07-basel31-reporting-delta-calculator"
      ],
      "feeds": [
        "ml-03-timeseries-anomaly-detector",
        "qfa-02-portfolio-var-engine",
        "rca-01-frtb-ima-pre-validator",
        "ptg-01-ap2-prompt-template-generator"
      ],
      "status": "live",
      "conformance_fixtures": false,
      "compute_capability": "server",
      "compute_proof_ready": "ready",
      "compute_images": [
        {
          "system": "sha256-source",
          "image_id": "sha256:20305fc80c7e9f21ce85aaa35d67d4208e694fc0a45b1b9598d65046b4e9900a",
          "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": "Bab9l9ZoB4vM/dKChV6S1Smi5imdYluitFcwwP/j00ATgHGthMqKktB1T+25BFiPTatmgLHZ+gvlP8o+/S7DNzBQyAUhNqUxs5abmbKtZencC70Vn/jgRLlAd+P68oKYGtyRJEf8oYwWcylXYOvaRhi7d4M+Du+0fDgt2UiJ5rEkKKK0LprSyah2SowCRmg50PStc7Mss7bHYxo/xLG3KjBD2LqOnUkF2uP7yprAhlIUihWky+Aw66cG1RshOHBsGjGCTpIy4Utzj/aaJp4qoVg/EVZXo6mzA/rhgqnGR40DSuAwxrfxLwdWRMuM7ax38lC0We4omeIms4KVM7VatQ==",
        "journal": {
          "chaingraph_version": "0.4.0",
          "kernel_digest": "sha256:20305fc80c7e9f21ce85aaa35d67d4208e694fc0a45b1b9598d65046b4e9900a",
          "output": {
            "airb_floored_bn": 44.116,
            "airb_pcts": [
              37.61,
              41.132,
              44.188,
              47.326,
              51.327,
              53.514
            ],
            "airb_rwa_bn": 35.109,
            "compliance_flags": [
              "OUTPUT_FLOOR_BINDING",
              "SIGNIFICANT_IRB_CAPITAL_SAVING"
            ],
            "firb_floored_bn": 49.383,
            "firb_pcts": [
              41.513,
              45.001,
              49.064,
              52.915,
              57.488,
              60.888
            ],
            "firb_rwa_bn": 49.383,
            "floor_binding": {
              "airb": true,
              "firb": false
            },
            "floor_rwa_bn": 44.116,
            "percentile_labels": [
              "P5",
              "P25",
              "P50",
              "P75",
              "P95",
              "P99"
            ],
            "sacr_pcts": [
              51.876,
              56.734,
              60.949,
              65.277,
              70.796,
              73.812
            ],
            "sacr_rwa_bn": 60.85,
            "verdict": "FLOOR_BINDING"
          }
        }
      },
      "export_capability": [
        "xlsx",
        "csv",
        "pdf",
        "xbrl:ocg-ext"
      ]
    }