{
  "tool_id": "art-425-large-exposures-limit-check",
  "note": "golden_hash filled by golden-parity.test.mjs --update. Vector 1: standalone + connected-group counterparties, all compliant. Vector 2: standalone non-GSIB counterparty breaches the general 25% limit. Vector 3: a GSIB-to-GSIB connected group where NEITHER member alone crosses 15%, but the connected-group rollup pushes the combined exposure over the 15% limit -- demonstrates the rollup is load-bearing. Vector 4: zero-input edge (finite gate, ratio returns null not Infinity/NaN, no counterparties = no breach).",
  "vectors": [
    {
      "name": "seeded_default_compliant",
      "description": "Tier 1 capital $10000M. Standalone non-GSIB counterparty A: $2000M gross less $400M eligible CRM = $1600M net (16% of Tier 1). Connected group grp1 (non-GSIB members B+C): $1000M + ($800M less $300M CRM = $500M) = $1500M net (15% of Tier 1). Both well under the 25% general limit.",
      "policy_parameters": {
        "tier1_capital_musd": 10000,
        "caller_is_gsib": true,
        "counterparties": [
          {
            "counterparty_id": "cp-A",
            "counterparty_name": "Standalone Corp A",
            "connected_group_id": null,
            "is_gsib": false,
            "exposures": [
              {
                "label": "Term loan",
                "gross_exposure_musd": 2000,
                "crm_eligible": true,
                "crm_value_musd": 400
              }
            ]
          },
          {
            "counterparty_id": "cp-B",
            "counterparty_name": "Group B Sub 1",
            "connected_group_id": "grp1",
            "is_gsib": false,
            "exposures": [
              {
                "label": "Revolving credit",
                "gross_exposure_musd": 1000,
                "crm_eligible": false,
                "crm_value_musd": 0
              }
            ]
          },
          {
            "counterparty_id": "cp-C",
            "counterparty_name": "Group B Sub 2",
            "connected_group_id": "grp1",
            "is_gsib": false,
            "exposures": [
              {
                "label": "Bond holding",
                "gross_exposure_musd": 800,
                "crm_eligible": true,
                "crm_value_musd": 300
              }
            ]
          }
        ]
      },
      "output_payload": {
        "tier1_capital_musd": 10000,
        "caller_is_gsib": true,
        "counterparties": [
          {
            "counterparty_id": "cp-A",
            "counterparty_name": "Standalone Corp A",
            "connected_group_id": null,
            "is_gsib": false,
            "net_exposure_total_musd": 1600
          },
          {
            "counterparty_id": "cp-B",
            "counterparty_name": "Group B Sub 1",
            "connected_group_id": "grp1",
            "is_gsib": false,
            "net_exposure_total_musd": 1000
          },
          {
            "counterparty_id": "cp-C",
            "counterparty_name": "Group B Sub 2",
            "connected_group_id": "grp1",
            "is_gsib": false,
            "net_exposure_total_musd": 500
          }
        ],
        "groups": [
          {
            "group_id": null,
            "is_connected_group": false,
            "member_counterparty_ids": [
              "cp-A"
            ],
            "gsib_to_gsib": false,
            "applicable_limit_pct": 25,
            "applicable_limit_musd": 2500,
            "net_exposure_total_musd": 1600,
            "exposure_pct_of_tier1": 16,
            "breached": false
          },
          {
            "group_id": "grp1",
            "is_connected_group": true,
            "member_counterparty_ids": [
              "cp-B",
              "cp-C"
            ],
            "gsib_to_gsib": false,
            "applicable_limit_pct": 25,
            "applicable_limit_musd": 2500,
            "net_exposure_total_musd": 1500,
            "exposure_pct_of_tier1": 15,
            "breached": false
          }
        ],
        "breach_list": [],
        "regulatory_basis": "Basel III large exposures framework (BCBS 283); U.S. single-counterparty credit limits (Regulation YY, 12 CFR 252 Subpart H): 25% of Tier 1 capital general limit, 15% for GSIB-to-GSIB exposures.",
        "note": "Deterministic point calculation from caller-supplied gross exposure, eligible CRM, and connected-group rollup for a single reporting date."
      },
      "compliance_flags": [
        "ALL_EXPOSURES_WITHIN_LIMIT"
      ],
      "golden_hash": "d2cb9c4ad1afba45d5788b3c405e8829ba660cba2ead0562465c6360352bb48e"
    },
    {
      "name": "general_limit_breach",
      "description": "Tier 1 capital $5000M. Standalone non-GSIB counterparty D has $1600M net exposure with no CRM -- 32% of Tier 1, above the 25% general limit.",
      "policy_parameters": {
        "tier1_capital_musd": 5000,
        "caller_is_gsib": true,
        "counterparties": [
          {
            "counterparty_id": "cp-D",
            "counterparty_name": "Standalone Corp D",
            "connected_group_id": null,
            "is_gsib": false,
            "exposures": [
              {
                "label": "Syndicated loan",
                "gross_exposure_musd": 1600,
                "crm_eligible": false,
                "crm_value_musd": 0
              }
            ]
          }
        ]
      },
      "output_payload": {
        "tier1_capital_musd": 5000,
        "caller_is_gsib": true,
        "counterparties": [
          {
            "counterparty_id": "cp-D",
            "counterparty_name": "Standalone Corp D",
            "connected_group_id": null,
            "is_gsib": false,
            "net_exposure_total_musd": 1600
          }
        ],
        "groups": [
          {
            "group_id": null,
            "is_connected_group": false,
            "member_counterparty_ids": [
              "cp-D"
            ],
            "gsib_to_gsib": false,
            "applicable_limit_pct": 25,
            "applicable_limit_musd": 1250,
            "net_exposure_total_musd": 1600,
            "exposure_pct_of_tier1": 32,
            "breached": true
          }
        ],
        "breach_list": [
          {
            "group_id": null,
            "is_connected_group": false,
            "member_counterparty_ids": [
              "cp-D"
            ],
            "gsib_to_gsib": false,
            "applicable_limit_pct": 25,
            "applicable_limit_musd": 1250,
            "net_exposure_total_musd": 1600,
            "exposure_pct_of_tier1": 32,
            "breached": true
          }
        ],
        "regulatory_basis": "Basel III large exposures framework (BCBS 283); U.S. single-counterparty credit limits (Regulation YY, 12 CFR 252 Subpart H): 25% of Tier 1 capital general limit, 15% for GSIB-to-GSIB exposures.",
        "note": "Deterministic point calculation from caller-supplied gross exposure, eligible CRM, and connected-group rollup for a single reporting date."
      },
      "compliance_flags": [
        "LARGE_EXPOSURE_LIMIT_BREACHED"
      ],
      "golden_hash": "ca1e3f1efc35b79779a53b510ae02a9f922a0b392172b3757fabf35183004046"
    },
    {
      "name": "gsib_connected_group_rollup_breach",
      "description": "Tier 1 capital $8000M, caller is a GSIB. Connected group grp-gsib has two GSIB members: G1 nets $700M (8.75% of Tier 1 alone) and G2 nets $600M (7.5% alone) -- each individually well under the 15% GSIB-to-GSIB limit, but the connected-group rollup combines them to $1300M (16.25%), breaching the 15% limit. Demonstrates the rollup is load-bearing, not per-counterparty-only.",
      "policy_parameters": {
        "tier1_capital_musd": 8000,
        "caller_is_gsib": true,
        "counterparties": [
          {
            "counterparty_id": "cp-G1",
            "counterparty_name": "GSIB Group Member 1",
            "connected_group_id": "grp-gsib",
            "is_gsib": true,
            "exposures": [
              {
                "label": "Derivatives exposure",
                "gross_exposure_musd": 700,
                "crm_eligible": false,
                "crm_value_musd": 0
              }
            ]
          },
          {
            "counterparty_id": "cp-G2",
            "counterparty_name": "GSIB Group Member 2",
            "connected_group_id": "grp-gsib",
            "is_gsib": true,
            "exposures": [
              {
                "label": "Repo exposure",
                "gross_exposure_musd": 600,
                "crm_eligible": false,
                "crm_value_musd": 0
              }
            ]
          }
        ]
      },
      "output_payload": {
        "tier1_capital_musd": 8000,
        "caller_is_gsib": true,
        "counterparties": [
          {
            "counterparty_id": "cp-G1",
            "counterparty_name": "GSIB Group Member 1",
            "connected_group_id": "grp-gsib",
            "is_gsib": true,
            "net_exposure_total_musd": 700
          },
          {
            "counterparty_id": "cp-G2",
            "counterparty_name": "GSIB Group Member 2",
            "connected_group_id": "grp-gsib",
            "is_gsib": true,
            "net_exposure_total_musd": 600
          }
        ],
        "groups": [
          {
            "group_id": "grp-gsib",
            "is_connected_group": true,
            "member_counterparty_ids": [
              "cp-G1",
              "cp-G2"
            ],
            "gsib_to_gsib": true,
            "applicable_limit_pct": 15,
            "applicable_limit_musd": 1200,
            "net_exposure_total_musd": 1300,
            "exposure_pct_of_tier1": 16.25,
            "breached": true
          }
        ],
        "breach_list": [
          {
            "group_id": "grp-gsib",
            "is_connected_group": true,
            "member_counterparty_ids": [
              "cp-G1",
              "cp-G2"
            ],
            "gsib_to_gsib": true,
            "applicable_limit_pct": 15,
            "applicable_limit_musd": 1200,
            "net_exposure_total_musd": 1300,
            "exposure_pct_of_tier1": 16.25,
            "breached": true
          }
        ],
        "regulatory_basis": "Basel III large exposures framework (BCBS 283); U.S. single-counterparty credit limits (Regulation YY, 12 CFR 252 Subpart H): 25% of Tier 1 capital general limit, 15% for GSIB-to-GSIB exposures.",
        "note": "Deterministic point calculation from caller-supplied gross exposure, eligible CRM, and connected-group rollup for a single reporting date."
      },
      "compliance_flags": [
        "LARGE_EXPOSURE_LIMIT_BREACHED"
      ],
      "golden_hash": "987e5352a19b82ee061950f447936cf9d2abedc01bdaa45df322f9fbe7a93aac"
    },
    {
      "name": "zero_input_edge",
      "description": "No counterparties supplied and zero Tier 1 capital. Finite gate: exposure percentage resolves to null (not Infinity/NaN) rather than an unbounded pass; empty group set means an empty breach list.",
      "policy_parameters": {
        "tier1_capital_musd": 0,
        "caller_is_gsib": false,
        "counterparties": []
      },
      "output_payload": {
        "tier1_capital_musd": 0,
        "caller_is_gsib": false,
        "counterparties": [],
        "groups": [],
        "breach_list": [],
        "regulatory_basis": "Basel III large exposures framework (BCBS 283); U.S. single-counterparty credit limits (Regulation YY, 12 CFR 252 Subpart H): 25% of Tier 1 capital general limit, 15% for GSIB-to-GSIB exposures.",
        "note": "Deterministic point calculation from caller-supplied gross exposure, eligible CRM, and connected-group rollup for a single reporting date."
      },
      "compliance_flags": [
        "ALL_EXPOSURES_WITHIN_LIMIT"
      ],
      "golden_hash": "e88d19ed168b3e27eb1b87c48e35f8265322a7498ec827ae76e3bf01de6b1b0e"
    }
  ]
}