{
  "tool_id": "art-371-simulate-var-monte-carlo",
  "kernel_id": "art-371-simulate-var-monte-carlo",
  "display_name": "Portfolio VaR — Monte Carlo (Integer PRNG)",
  "tool_version": "1.1.1",
  "mandate_type": "risk_control",
  "purpose": "Monte Carlo portfolio Value-at-Risk and Expected Shortfall over a one-factor correlated-asset model. Integer-only xoshiro256** PRNG and fixed-point arithmetic run the full path simulation, so a declared seed replays byte-identically, and a tampered seed produces a different hash. Declares the SPEC.md §24.6.2 seeded-stochastic determinism class; the PRNG algorithm, seed, and draw count are carried in the receipt as ordinary inputs/outputs.",
  "control_description": "Monte Carlo portfolio Value-at-Risk and Expected Shortfall over a one-factor correlated-asset model. Integer-only xoshiro256** PRNG and fixed-point arithmetic run the full path simulation, so a declared seed replays byte-identically, and a tampered seed produces a different hash. Declares the SPEC.md §24.6.2 seeded-stochastic determinism class; the PRNG algorithm, seed, and draw count are carried in the receipt as ordinary inputs/outputs.",
  "declared_inputs": [],
  "declared_outputs": [
    "qfa-02-portfolio-var-engine",
    "qfa-03-stress-test-engine"
  ],
  "kernel_digest": "sha256:e43e90202b192f7f8a4b0d8f5da090c81db5ea4e4d492e6c8a398ce189ac8736",
  "trust_label": "independently verified -- zkVM execution proof (risc0/groth16-bn254)",
  "data_vintage": "2026-07-21",
  "last_validated": "2026-07-21",
  "conformance_fixtures_vendored": true,
  "compute_proof_ready": "ready",
  "wave": 2,
  "source_url": "https://ainumbers.co/chaingraph/art-371-simulate-var-monte-carlo.html",
  "generated_at": "2026-07-25T20:02:55.601Z"
}