{
  "tool_id": "qfa-02-portfolio-var-engine",
  "kernel_id": "qfa-02-portfolio-var-engine",
  "display_name": "Portfolio Covariance & VaR Engine",
  "tool_version": "1.0.0",
  "mandate_type": "risk_control",
  "purpose": "VaR and Expected Shortfall: Historical Simulation, Parametric (variance-covariance), and Monte Carlo with Cholesky 2-factor correlation structure. P&L histogram (30 bins), 8×8 covariance heatmap. 500 assets, seeded LCG RNG. Buy-side zero-egress story.",
  "control_description": "VaR and Expected Shortfall: Historical Simulation, Parametric (variance-covariance), and Monte Carlo with Cholesky 2-factor correlation structure. P&L histogram (30 bins), 8×8 covariance heatmap. 500 assets, seeded LCG RNG. Buy-side zero-egress story.",
  "declared_inputs": [
    "sim-03-basel-rwa-scenario-modeler"
  ],
  "declared_outputs": [
    "qfa-03-stress-test-engine",
    "rca-01-frtb-ima-pre-validator",
    "ptg-01-ap2-prompt-template-generator"
  ],
  "kernel_digest": "sha256:9051ffa2fd22d389890aa26c21be6f7d3f32a0da1de5ba47890946271487ebe3",
  "trust_label": "independently verified -- zkVM execution proof (risc0/groth16-bn254)",
  "data_vintage": "2026-07-12",
  "last_validated": "2026-07-12",
  "conformance_fixtures_vendored": false,
  "compute_proof_ready": "ready",
  "wave": 2,
  "source_url": "https://ainumbers.co/chaingraph/qfa-02-portfolio-var-engine.html",
  "generated_at": "2026-07-25T20:02:55.601Z"
}