{
  "tool_id": "art-407-umr-aana-readiness-diagnostic",
  "kernel_id": "art-407-umr-aana-readiness-diagnostic",
  "display_name": "UMR / AANA Readiness Diagnostic",
  "tool_version": "1.0.0",
  "mandate_type": "agent_guardrail_mandate",
  "purpose": "Determines whether a group's declared AANA (average aggregate notional amount) puts it in scope for the uncleared margin rules (UMR), per AT-CLEARING-WAVE-SPEC.md CW-2, and flags which counterparties are over the regulatory initial-margin threshold with an open documentation or custody gap. Thresholds (AANA >EUR 8bn, IM threshold EUR 50m) are pinned constants echoed in the output as constants_version + vintage, never fetched. This is an eligibility/readiness checker, not a SIMM calculator -- estimated IM per counterparty is always a caller declaration, never derived here from risk-class sensitivities, since SIMM is a licensed ISDA methodology not reproduced by this node. Distinct from the shipped TradFi treasury-clearing cluster (art-48..51), which addresses the US Treasury cash/repo clearing mandate, and from the crypto cross-venue margin estimator (art-406). This receipt attests our computation over the AANA and per-counterparty inputs the caller declared -- it does not audit those inputs and is not a determination that any entity is in or out of UMR scope.",
  "control_description": "Determines whether a group's declared AANA (average aggregate notional amount) puts it in scope for the uncleared margin rules (UMR), per AT-CLEARING-WAVE-SPEC.md CW-2, and flags which counterparties are over the regulatory initial-margin threshold with an open documentation or custody gap. Thresholds (AANA >EUR 8bn, IM threshold EUR 50m) are pinned constants echoed in the output as constants_version + vintage, never fetched. This is an eligibility/readiness checker, not a SIMM calculator -- estimated IM per counterparty is always a caller declaration, never derived here from risk-class sensitivities, since SIMM is a licensed ISDA methodology not reproduced by this node. Distinct from the shipped TradFi treasury-clearing cluster (art-48..51), which addresses the US Treasury cash/repo clearing mandate, and from the crypto cross-venue margin estimator (art-406). This receipt attests our computation over the AANA and per-counterparty inputs the caller declared -- it does not audit those inputs and is not a determination that any entity is in or out of UMR scope.",
  "declared_inputs": [],
  "declared_outputs": [],
  "kernel_digest": "sha256:ec1ae85431a3f2dc2a83949b48729db2b98414f0424c360c26bac091556f3bea",
  "trust_label": "independently verified -- zkVM execution proof (risc0/groth16-bn254)",
  "data_vintage": "2026-07-10",
  "last_validated": "2026-07-10",
  "conformance_fixtures_vendored": true,
  "compute_proof_ready": "ready",
  "wave": 67,
  "source_url": "https://ainumbers.co/chaingraph/art-407-umr-aana-readiness-diagnostic.html",
  "generated_at": "2026-07-27T13:08:52.746Z"
}