{
  "tool_id": "art-50-ficc-margin-netting-estimator",
  "kernel_id": "art-50-ficc-margin-netting-estimator",
  "display_name": "FICC Margin & Netting Estimator",
  "tool_version": "1.0.0",
  "mandate_type": "risk_parameter",
  "purpose": "DV01-bucket VaR proxy of the FICC VaR-based margin (VBM), the netting benefit of central vs bilateral clearing, cash-vs-repo cross-product netting, and the done-away uplift. Educational proxy - not the official FICC VBM calculator.",
  "control_description": "DV01-bucket VaR proxy of the FICC VaR-based margin (VBM), the netting benefit of central vs bilateral clearing, cash-vs-repo cross-product netting, and the done-away uplift. Educational proxy - not the official FICC VBM calculator.",
  "declared_inputs": [
    "art-48-treasury-clearing-fit-diagnostic",
    "art-49-clearing-access-model-selector"
  ],
  "declared_outputs": [
    "508-repo-haircut-collateral-calculator",
    "qfa-02-portfolio-var-engine"
  ],
  "kernel_digest": "sha256:fcea3a670c5ee043f842757592ea575bbe5426b8f825016d4ec0c0d18d2e304b",
  "trust_label": "deferred -- deterministic source published, zkVM proof not yet generated",
  "data_vintage": "2026-07-10",
  "last_validated": "2026-07-10",
  "conformance_fixtures_vendored": false,
  "compute_proof_ready": "ready",
  "wave": 11,
  "source_url": "https://ainumbers.co/chaingraph/art-50-ficc-margin-netting-estimator.html",
  "generated_at": "2026-07-25T20:02:55.601Z"
}