{
  "type": "ZkVmReceipt",
  "system": "risc0",
  "receiptFormat": "groth16-bn254",
  "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
  "seal": "HQFUUDkmF7I0EHLRB103qW5dsgFzUmwpN31cm4VP9wMu72/CpJmldDQZ2JTcg/QbE7QsYweL9OFy1RqZ4G3rpSdpeCf+KXLs1gvM5WoLBynxU1l3VyGqBBHewRwddqEPLusOTUs4TJrJzG+0vPhGCoTyYGIFza/vHTbDyqgLPzsnYoSosmoeTJH8yIu2nYxS2es4WEtOunzO+DfBoU0MtB+DB0De4k90Rh0iBLno+kKRiedTJP2VYXbHgMI+QlL5In+yuDZ1QsFkkLdPpXMWPV6BZzF4/233odEArdpUhUAIYuS4DM0jTfwmBMHyqPSJRzK+hELLRQq2MBifrqAcpA==",
  "journal": {
    "chaingraph_version": "0.4.0",
    "kernel_digest": "sha256:99791def46ab9a59fb40a172849acf5aa989fe19c873d272759c2ddf8bcfd80d",
    "output": {
      "aggregate_rwa": 1267250,
      "average_risk_weight": 63.204488778054866,
      "constants_version": "BASEL-TAKE2-ERBA-2026-07-17-V1",
      "disambiguation": "compute_rwa_erba_2026 computes per-exposure standardized/ERBA risk weights and aggregate RWA under a chosen Basel Endgame rule_set (2023 original NPR or 2026 reproposal). It does NOT run scenario replay (see sim-03-basel-rwa-scenario-modeler) and does NOT compare rule sets in one call (see compare_basel_2023_vs_2026, BT-3) -- run twice with different rule_set values for a delta.",
      "exposure_count": 5,
      "per_exposure": [
        {
          "basis": "residential_re_ltv_band",
          "category": "residential_re",
          "credit_equivalent_amount": 200000,
          "effective_risk_weight": 30,
          "exposure_amount": 200000,
          "id": "e1",
          "risk_weight": 30,
          "rwa": 60000,
          "sme_support_factor": 1
        },
        {
          "basis": "qrre_transactor",
          "category": "retail_qrre_transactor",
          "credit_equivalent_amount": 5000,
          "effective_risk_weight": 45,
          "exposure_amount": 5000,
          "id": "e2",
          "risk_weight": 45,
          "rwa": 2250,
          "sme_support_factor": 1
        },
        {
          "basis": "ecra_external_rating",
          "category": "corporate",
          "credit_equivalent_amount": 1000000,
          "effective_risk_weight": 75,
          "exposure_amount": 1000000,
          "id": "e3",
          "risk_weight": 75,
          "rwa": 750000,
          "sme_support_factor": 1
        },
        {
          "basis": "ecra_external_rating",
          "category": "corporate",
          "credit_equivalent_amount": 500000,
          "effective_risk_weight": 85,
          "exposure_amount": 500000,
          "id": "e4",
          "risk_weight": 100,
          "rwa": 425000,
          "sme_support_factor": 0.85
        },
        {
          "basis": "off_balance_ccf_unconditionally_cancellable_then_scra_unrated",
          "category": "off_balance",
          "credit_equivalent_amount": 30000,
          "effective_risk_weight": 100,
          "exposure_amount": 300000,
          "id": "e5",
          "risk_weight": 100,
          "rwa": 30000,
          "sme_support_factor": 1
        }
      ],
      "rule_set": "2026",
      "rule_set_label": "Basel III Endgame -- 2026 reproposal (BCBS/US NPR, comments closed 2026-06-18)",
      "rule_status": "proposed",
      "table_source": "Illustrative approximation of BCBS/US Basel III Endgame reproposal (2026-03-19) standardized/ERBA risk-weight bucket structure, contrasted against the original 2023 US NPR. NOT a verbatim regulatory-text transcription -- verify against the final published rule (~Q4 2026).",
      "total_exposure_amount": 2005000
    }
  }
}