{
  "tool_id": "art-407-umr-aana-readiness-diagnostic",
  "note": "golden_hash filled by golden-parity.test.mjs --update. Vector 1: in-scope AANA with readiness gaps open. Vector 2: out-of-scope AANA (below threshold). Vector 3: in-scope AANA, all counterparties below the IM threshold.",
  "vectors": [
    {
      "name": "in_scope_gaps_open",
      "description": "Group AANA above the EUR 8bn threshold; two counterparties over the EUR 50m IM threshold, one with executed docs + ready custodian, one still drafting docs with no custodian.",
      "policy_parameters": {
        "aana_group_eur": 12000000000,
        "counterparties": [
          {
            "counterparty_id": "cpty-alpha",
            "estimated_im_eur": 75000000,
            "documentation_status": "executed",
            "custodian_ready": true
          },
          {
            "counterparty_id": "cpty-beta",
            "estimated_im_eur": 60000000,
            "documentation_status": "in_progress",
            "custodian_ready": false
          }
        ]
      },
      "output_payload": {
        "aana_group_eur": 12000000000,
        "aana_in_scope_threshold_eur": 8000000000,
        "im_threshold_eur": 50000000,
        "constants_version": "2026-07-19.umr-bcbs-iosco-v1",
        "thresholds_vintage": "2026-07-19",
        "in_scope_aana": true,
        "counterparty_count": 2,
        "counterparties": [
          {
            "counterparty_id": "cpty-alpha",
            "estimated_im_eur": 75000000,
            "documentation_status": "executed",
            "custodian_ready": true,
            "over_im_threshold": true,
            "readiness_grade": "A"
          },
          {
            "counterparty_id": "cpty-beta",
            "estimated_im_eur": 60000000,
            "documentation_status": "in_progress",
            "custodian_ready": false,
            "over_im_threshold": true,
            "readiness_grade": "D"
          }
        ],
        "counterparties_over_im_threshold": 2,
        "overall_grade": "B",
        "remediation_checklist": [
          {
            "counterparty_id": "cpty-beta",
            "action": "Execute the ISDA/CSA UMR documentation and stand up segregated custodian connectivity before regulatory IM applies."
          }
        ],
        "note": "Eligibility/readiness diagnostic for the BCBS-IOSCO uncleared margin rules (UMR). Estimated IM per counterparty is a caller declaration, never a SIMM computation -- SIMM is a licensed ISDA methodology, not reproduced here. Not legal or margin advice.",
        "disambiguation": "This receipt attests our computation over the AANA and per-counterparty inputs the caller declared -- it does not audit or verify those inputs, and is not a determination that any entity is in or out of UMR scope."
      },
      "compliance_flags": [
        "UMR_IN_SCOPE_AANA",
        "UMR_COUNTERPARTIES_OVER_IM_THRESHOLD",
        "UMR_READINESS_GAPS_OPEN"
      ],
      "golden_hash": "dae6979bf09dd72db9e0438848d1068daaa82d582a6c16bc439a9dbd44dc4bae"
    },
    {
      "name": "out_of_scope_aana",
      "description": "Group AANA below the EUR 8bn threshold -- out of scope for UMR regardless of any declared counterparty IM.",
      "policy_parameters": {
        "aana_group_eur": 3000000000,
        "counterparties": [
          {
            "counterparty_id": "cpty-gamma",
            "estimated_im_eur": 55000000,
            "documentation_status": "not_started",
            "custodian_ready": false
          }
        ]
      },
      "output_payload": {
        "aana_group_eur": 3000000000,
        "aana_in_scope_threshold_eur": 8000000000,
        "im_threshold_eur": 50000000,
        "constants_version": "2026-07-19.umr-bcbs-iosco-v1",
        "thresholds_vintage": "2026-07-19",
        "in_scope_aana": false,
        "counterparty_count": 1,
        "counterparties": [
          {
            "counterparty_id": "cpty-gamma",
            "estimated_im_eur": 55000000,
            "documentation_status": "not_started",
            "custodian_ready": false,
            "over_im_threshold": false,
            "readiness_grade": "N/A"
          }
        ],
        "counterparties_over_im_threshold": 0,
        "overall_grade": "N/A",
        "remediation_checklist": [],
        "note": "Eligibility/readiness diagnostic for the BCBS-IOSCO uncleared margin rules (UMR). Estimated IM per counterparty is a caller declaration, never a SIMM computation -- SIMM is a licensed ISDA methodology, not reproduced here. Not legal or margin advice.",
        "disambiguation": "This receipt attests our computation over the AANA and per-counterparty inputs the caller declared -- it does not audit or verify those inputs, and is not a determination that any entity is in or out of UMR scope."
      },
      "compliance_flags": [
        "UMR_OUT_OF_SCOPE_AANA"
      ],
      "golden_hash": "9c5ab3a4411ea08b348a34ffc2c02cb08e5646d97bb873329df3af35d4c85d2c"
    },
    {
      "name": "in_scope_all_below_im_threshold",
      "description": "Group AANA above the EUR 8bn threshold but every counterparty declared estimated IM stays below the EUR 50m threshold -- in scope for AANA but no posting/collecting obligation yet.",
      "policy_parameters": {
        "aana_group_eur": 9000000000,
        "counterparties": [
          {
            "counterparty_id": "cpty-delta",
            "estimated_im_eur": 20000000,
            "documentation_status": "not_started",
            "custodian_ready": false
          }
        ]
      },
      "output_payload": {
        "aana_group_eur": 9000000000,
        "aana_in_scope_threshold_eur": 8000000000,
        "im_threshold_eur": 50000000,
        "constants_version": "2026-07-19.umr-bcbs-iosco-v1",
        "thresholds_vintage": "2026-07-19",
        "in_scope_aana": true,
        "counterparty_count": 1,
        "counterparties": [
          {
            "counterparty_id": "cpty-delta",
            "estimated_im_eur": 20000000,
            "documentation_status": "not_started",
            "custodian_ready": false,
            "over_im_threshold": false,
            "readiness_grade": "N/A"
          }
        ],
        "counterparties_over_im_threshold": 0,
        "overall_grade": "N/A",
        "remediation_checklist": [],
        "note": "Eligibility/readiness diagnostic for the BCBS-IOSCO uncleared margin rules (UMR). Estimated IM per counterparty is a caller declaration, never a SIMM computation -- SIMM is a licensed ISDA methodology, not reproduced here. Not legal or margin advice.",
        "disambiguation": "This receipt attests our computation over the AANA and per-counterparty inputs the caller declared -- it does not audit or verify those inputs, and is not a determination that any entity is in or out of UMR scope."
      },
      "compliance_flags": [
        "UMR_IN_SCOPE_AANA"
      ],
      "golden_hash": "6b7351db60329c60822b47b745aaa47f94d57d6fd86ddc0f4ac1449fb351d372"
    }
  ]
}