Banking & capital reporting

The BANKING-OCG program kernels: FR Y-14 roll-forward, IRRBB shock calculators, collateral haircut, credit concentration, counterparty limits, and securitization risk retention.

tool_id art-439-y14-capital-worksheet-rollforward · v1.0.0 · data vintage 2026-07-23

Rolls forward a caller-declared FR Y-14A/Q capital worksheet (CET1, additional Tier 1, Tier 2) from beginning balance through period additions and deductions to an ending balance, applies a caller-declared published-scenario adjustment (e.g. a Federal Reserve DFAST/CCAR severely-adverse published-scenario delta), and cross-checks the computed ending total capital against a caller-declared reported total-capital figure sourced from another schedule (e.g. FR Y-9C Schedule HC-R, art-436) within a caller-declared tolerance. Not a filer -- produces evidence artifacts and worksheet totals only, never a submission. All roll-forward line items, the scenario adjustment amount, and the cross-check reference figure are caller-declared; this tool performs only roll-forward arithmetic (beginning + additions - deductions + scenario adjustment = ending) and a tolerance comparison, never capital-component classification, scenario modeling, or projection -- firm capital-planning models (PPNR, loss forecasts, scenario translation into balance-sheet impact) stay strictly outside this boundary. Complements art-436 (BHC Schedule HC-R capital) as an independent roll-forward/cross-check, not a replacement for it.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:c6c4a22b5331...

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tool_id art-444-collateral-haircut-engine · v1.0.0 · data vintage 2026-07-23

Basel CRE22 comprehensive-approach collateral haircut engine for counterparty credit risk: applies a caller-supplied, versioned supervisory haircut table (policy input, not hardcoded) to each collateral item's asset class/maturity bucket, scales for a non-standard holding period via the CRE22.68 square-root-of-time rule, adds an FX-mismatch haircut where collateral currency differs from exposure currency, and computes net exposure E* = max(0, E*(1+He) - sum(C*(1-Hc-Hfx))). An item haircut override without a reason_code is flagged -- the item-level basis for a separate signed §27 human_accountability_record, not minted by this kernel. An unmatched asset_class/maturity_bucket defaults to a conservative 100% haircut, flagged, never silently valued. Deterministic per-item haircut application and summation only -- no collateral-to-exposure allocation/optimization solver. Not calculate_repo_haircut (508, Canton 24/7 timing-gap-specific SFT calculator) or compute_stock_token_collateral_haircut (art-320, RHC liquidation-risk layering) -- this is the generic Basel comprehensive-approach net-exposure engine across asset classes and currencies. Not a capital-return filing tool -- evidence artifact only, never regulator-submittable.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:1d708d8172b5...

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tool_id art-445-credit-concentration-topn-sector · v1.0.0 · data vintage 2026-07-23

Credit-concentration screen over a flat exposure list (name, sector, amount): returns the top-N single-name exposures by amount, a per-sector rollup, single-name and sector Herfindahl-Hirschman Index (0-10000 scale), and a breach list against caller-declared single-name and sector limit percentages. Concentration limits are your own institution's risk-appetite policy, not a fixed regulatory threshold, so nothing is baked in. Distinct from the shipped IRRBB/NII shock kernels (art-183/art-185/art-369), which measure rate-risk exposure rather than name/sector diversification. NaN-safe. Zero network, zero PII.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:2c48c8919701...

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tool_id art-446-counterparty-internal-limit-check · v1.0.0 · data vintage 2026-07-23

Counterparty internal credit-limit check: compares each counterparty's caller-supplied current exposure against its board-approved internal limit line (settlement, pre-settlement/PFE, or aggregate limit type), computes utilization percent and headroom, and flags each counterparty WITHIN_LIMIT, WARNING (above the caller-set soft-warning threshold, e.g. 90% of the limit), or BREACH (exposure exceeds the approved limit). This is a deterministic point-in-time check against internally governed limit lines -- distinct from the Basel/Reg-YY regulatory single-counterparty threshold check (art-425) -- and is NOT a real-time exposure monitor: no live feed, no intraday polling, no scheduled job. Not X: use art-425 for the Basel III / Regulation YY 25%/15%-of-Tier-1 regulatory large-exposures limit; use this node for internal (board- or risk-committee-approved) counterparty limit-line governance.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:235144f13ce1...

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tool_id art-443-irrbb-basis-risk-nii-shock-calculator · v1.0.0 · data vintage 2026-07-23

Comptroller's Handbook IRR basis-risk delta-NII calculator: sweeps a single reference-rate shock across multiple priced indices (Prime, SOFR, Fed Funds, CD portfolio, etc.), each with a caller-declared historical beta vs the reference rate, and isolates the incremental delta-NII from indices not moving in lockstep. Distinct from art-369 (Rate Shock Ladder Replay), whose parallel-curve convention assumes one shock moves the entire gap schedule uniformly and cannot see basis risk. Complements art-369 and art-442 as the third leg of a full NII/EVE-shock toolkit. NaN-safe. Zero network, zero PII.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:6a53b2b9e42a...

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tool_id art-447-securitization-risk-retention-check · v1.0.0 · data vintage 2026-07-23

EU Securitisation Regulation (EU) 2017/2402 Art.6 and U.S. Credit Risk Retention Rule (Dodd-Frank Sec.941, Reg RR, 12 CFR Part 244) 5% risk-retention checker: verifies the originator/sponsor/original-lender retains at least 5% net economic interest via a recognized method (vertical slice, horizontal first-loss, L-shaped, representative sample, seller's interest), applies the U.S. Qualified Residential Mortgage (QRM) exemption where flagged, and flags EU-specific structural breaches -- retainer sole-purpose-entity prohibition and retained-interest hedging/sale. Deterministic point-in-time structural check from caller-supplied retention method, exposure/retained amounts, and jurisdiction-specific flags for a single reporting date. Not a compute_rbc_action_level (NAIC insurer capital ladder) or calculate_solvency2_scr_ratio (EU insurer capital) check -- this is bank/ABS securitization risk-retention structure, not insurer solvency.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:7c47eb666218...

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Sample across other categories

A fixed cross-category sample proving the generator is not banking-only. Every one of the 471 live nodes has its own entry under chaingraph/register/<tool_id>.register.json, listed in index.json.

tool_id art-01-ap2-mandate-chain-validator · v1.0.0 · data vintage 2026-07-10

Validates AP2 v0.2 Intent→Cart→Payment mandate trio: signature-chain integrity, scope/limit consistency, TTL/expiry, over-spend detection, Human-Not-Present autonomous-agent flows. Publishes conformance test-vector fixtures.

deferred -- deterministic source published, zkVM proof not yet generated

kernel digest sha256:623495f9378c...

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tool_id art-14-psd3-psr-readiness-checker · v1.0.0 · data vintage 2026-07-10

Six-domain PSD3/PSR readiness rubric: Open Finance access rights (Art.35/36), TPP categorisation (PISP/AISP/PIISP), SCA exemption alignment (Art.85–90), consent framework maturity, fraud liability model (Art.59–65), and embedded finance/BaaS scope. Radar chart + prioritised gap table. Root node (no upstream dependency). Feeds ART-04 (DORA Mapper) and PTG-01. EU transposition ~2027; UK PSR enacted 2024.

deferred -- deterministic source published, zkVM proof not yet generated

kernel digest sha256:3826069610c6...

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tool_id 503-canton-tokenization-readiness-diagnostic · v1.0.0 · data vintage 2026-07-10

12-question weighted diagnostic across six readiness domains for Canton Network pilots: settlement ops, custody, cash-leg, privacy, AML/KYA, and capital. Routes to the correct workflow chain based on gap scores.

deferred -- deterministic source published, zkVM proof not yet generated

kernel digest sha256:da4585f3af87...

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tool_id art-52-digital-trade-fit-diagnostic · v1.0.0 · data vintage 2026-07-10

12-question A–F readiness diagnostic for digital trade / electronic trade documents (MLETR). Grades corridor legality, document digitisation, platform connectivity, trade-rule basis (eUCP/URDTT), financing, and AML/TBML controls; routes to the right chain and emits a remediation checklist.

deferred -- deterministic source published, zkVM proof not yet generated

kernel digest sha256:77e46eb235da...

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tool_id art-68-carbon-compliance-fit-diagnostic · v1.0.0 · data vintage 2026-07-10

12-question A-F diagnostic that classifies which carbon/climate obligations bind a firm (CBAM authorised-declarant duty, EU Taxonomy alignment, EU Green Bond conformance, climate stress) and routes to the right carbon-compliance chain. Separates in-force CBAM definitive liability (since 1 Jan 2026) from prepare-ahead items (first declaration 30 Sep 2027, downstream scope 1 Jan 2028).

deferred -- deterministic source published, zkVM proof not yet generated

kernel digest sha256:a8f0b6c702c3...

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tool_id art-98-mica-casp-fit-diagnostic · v1.0.0 · data vintage 2026-07-10

12-question A-F diagnostic scoping a crypto-asset service provider's MiCA Title-V lifecycle readiness (authorization, Art 67 own-funds, whitepaper, MAR-crypto, travel rule) and routing to the right MiCA chain. Config-only; ART/EMT-issuer cases route to existing stablecoin chains.

deferred -- deterministic source published, zkVM proof not yet generated

kernel digest sha256:f3a4a041f414...

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tool_id art-129-webbotauth-signature-verifier · v1.0.0 · data vintage 2026-07-10

Reconstruct the RFC 9421 signature base and verify the Ed25519 Web Bot Auth signature against a caller-supplied public key, zero network. Checks alg=ed25519, tag=web-bot-auth, and freshness. Feeds the signatures-directory validator (art-130).

deferred -- deterministic source published, zkVM proof not yet generated

kernel digest sha256:3ce2b0efbe2e...

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tool_id art-153-emir-trade-report-field-validator · v1.0.0 · data vintage 2026-07-10

Validate the required-field subset of an EMIR Refit ISO 20022 auth.030 derivative trade report: action type, both counterparty LEIs (20-char ISO 17442), UTI, UPI, notional, currency, effective date, and asset class. Catches missing or malformed fields before submission to the Trade Repository. Feeds UTI completeness checker (art-154).

deferred -- deterministic source published, zkVM proof not yet generated

kernel digest sha256:4a915e240b0b...

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tool_id art-177-ifrs17-measurement-model-classifier · v1.0.0 · data vintage 2026-07-10

Classify insurance contracts to their IFRS 17 measurement model: Premium Allocation Approach (PAA) for coverage periods of 12 months or less, Variable Fee Approach (VFA) for direct-participating contracts with investment-linked features (not reinsurance), or General Measurement Model/BBA as the default. Returns measurement_model (GMM/VFA/PAA), eligible_models, paa_eligible, vfa_eligible flags, and direct_participating indicator. Root node of the ifrs17-measurement-conformance chain. IFRS 17 live since Jan 1 2023. Zero network, zero PII.

deferred -- deterministic source published, zkVM proof not yet generated

kernel digest sha256:681001a8db77...

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tool_id art-211-prediction-market-analyzer · v1.0.0 · data vintage 2026-07-10

Computes prediction market PnL, implied probability, break-even, no-vig fair value, expected value, Kelly stake, and odds conversion for binary and scalar contracts. Covers Polymarket, Kalshi, CME Event, and Robinhood. Includes Brier and log-score forecast accuracy metrics. Not financial advice.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:3db60f420ca0...

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tool_id art-236-build-ai-decision-log-record · v1.0.1 · data vintage 2026-07-10

Builds an EU AI Act Art 12(2)-conformant decision log record for high-risk AI systems in financial services. Computes chain_position (first/chained), art12_completeness_score (12 required fields), retention_months (>= 6 months, configurable), and anchor_surface instructions for composing anchor.ainumbers.co/mcp. subject_ref is a STRUCTURAL field only (opaque reference, never a real natural-person identifier; no PII enters this kernel). Disambiguates from build_session_receipt (cry-01): that node logs MCP session I/O; this node builds a regulatory Art 12 decision record. Run classify_annex3_decisioning_obligations (art-238) first to confirm is_high_risk before generating Art 12 records.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:ddb7da11f556...

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tool_id art-258-parse-camt053-reconciliation · v1.0.0 · data vintage 2026-07-10

Classifies ISO 20022 camt.053 BkTxCd entries by Domain, Family, and SubFamily per the CGI-MP camt.053 Usage Guide v5.0 and the ISO 20022 ExternalBankTransactionCode1Code registry 2023-03. Validates the OPBD + sum(movements) = CLBD balance equation. Scores structured-remittance match rate. Emits reconciliation_status (CLEAN / PARTIAL_MATCH / LOW_MATCH_RATE / FAILED_BALANCE), match_rate_pct, and domain_buckets[]. Used in corporate TMS straight-through reconciliation. ZERO PII: no account-holder names or identifiers enter this kernel.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:483a887df68a...

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tool_id art-275-genius-reserve-disclosure-checker · v1.0.0 · data vintage 2026-07-10

Lints an extracted monthly reserve disclosure against GENIUS Act S.394 §4: composition-category eligibility, tenor, custody locations, a dual_control(2) CEO/CFO certification gate (distinct CEO and CFO identities required, per FDIC NPR 2026-04-10 and OCG SPEC.md §27.3), registered-examiner presence, month-over-month diff, and an on-chain supply cross-check against a pasted figure. Successor to the pre-issuance precheck_reserve_attestation (art-06): that tool is the pre-issuance readiness gate, this is the recurring post-issuance monthly filing check. Never claims cryptographic verification of the source PDF.

deferred -- deterministic source published, zkVM proof not yet generated

kernel digest sha256:0f28358a1106...

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tool_id art-287-revocation-status-verifier · v1.0.0 · data vintage 2026-07-10

Checks a receipt's optional W3C BitstringStatusList credentialStatus reference and reads the revocation bit at statusListIndex from a supplied, zero-egress status list credential. A set bit means revoked, and revocation overrides the receipt's own signature validity even when that signature is cryptographically valid. Absence of a credentialStatus reference is its own no-signal state, never treated as evidence of active status. Not-X-use-Y: this kernel checks revocation status only, it does not verify the underlying §16 signature itself.

deferred -- deterministic source published, zkVM proof not yet generated

kernel digest sha256:1bba28fe1629...

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tool_id art-317-rhc-multiplier-reconciler · v1.0.0 · data vintage 2026-07-16

Reconciles Robinhood Chain stock-token corporate actions against the ERC-8056 scaled UI amount surface. Stock tokens never rebase; splits and dividends land as a uiMultiplier() change plus a UIMultiplierUpdated event while raw balanceOf stays static until redemption. Checks declared corporate-action ratio against the multiplier transition, monotonic event sequencing, and raw-balance invariance. First tooling anywhere for ERC-8056 reconciliation. Zero network, zero PII.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:429e97740306...

Download register entry (JSON)
DTI Ratio Calculator proof ready

tool_id art-335-compute-dti-ratios · v1.0.0 · data vintage 2026-07-17

Front-end (housing) and back-end (total) debt-to-income ratios per Fannie Mae Selling Guide B3-6-02 and Freddie Mac Single-Family Seller/Servicer Guide 5401.2. Classifies the back-end ratio into a standard-manual / extended-manual-compensating-factors / DU-LPA-only / exceeds-max tier and flags whether the loan is within the max DTI for the selected underwriting type (DU, LPA, or manual). Feeds art-222-agency-eligibility-matrix as one of its DTI inputs. Not check_agency_eligibility_matrix itself, which performs the full multi-check eligibility decision.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:2e686160add3...

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tool_id art-369-run-rate-shock-ladder · v1.0.0 · data vintage 2026-07-19

US OCC/FDIC interest-rate-risk parallel shock ladder: sweeps four prescribed parallel magnitudes (+/-100/200/300/400bp) over a bucketed repricing-gap schedule, returning both a duration-weighted delta-EVE leg and a 12-month cumulative-gap delta-NII leg per shock. Optional non-parallel steepener/flattener presets are caller-declared (short/long tenor bps split), not baked-in regulatory scalars. Distinct from the shipped BCBS d368 / EBA standardised six-scenario convention (art-183/art-185): sweeps multiple magnitudes rather than one, and combines EVE+NII in a single kernel. Complements CC-A repricing-gap schedules or user-supplied gap tables. NaN-safe. Zero network, zero PII.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:225cfd55e3d8...

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tool_id art-408-evidence-bundle-tier-labeler · v1.0.0 · data vintage 2026-07-19

Assembles a shareable evidence bundle around an artifact and stamps the SPEC.md §SIDECAR.1 tiered label it qualifies for: OCG-Verify (envelope well-formed, execution_hash recomputes), OCG-Execute (additionally §21 chain-execution and §22 mandate gates hold), OCG-Prove (additionally a §18 compute-integrity proof verifies). Tiers are cumulative -- any gate false at a level makes every level above it unavailable. The label adds no new gate and mints no new trust claim: it re-expresses existing gate-pass results the caller declares for the referenced artifact, and this node never re-runs those gates itself. Zero network, zero PII.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:005c23e5672a...

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tool_id art-438-eval-attestation-receipt-composer · v1.0.0 · data vintage 2026-07-23

Hashes a third-party eval log (e.g. an Inspect AI transcript) and binds it into a receipt that a compiled Work Mandate (art-274) can reference. VERIFY-ONLY: never executes, re-runs, or re-scores the eval -- composes shipped §4 hash, §16 signature, and §20 anchor carriers around a digest the caller already produced. claim_strength is the weakest-link status across the eval log hash and the mandate reference, never inflated by one strong leg covering a missing other.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:4dd15343a439...

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tool_id art-455-globe-sbie-topup · v1.0.0 · data vintage 2026-07-24

Computes the OECD Pillar Two substance-based income exclusion (SBIE) for a jurisdiction from a caller-declared payroll-cost figure, tangible-asset carrying value, and a versioned transition-year rate table (payroll % + tangible-asset % looked up by target year, table supplied whole as a policy input -- not hardcoded). Derives excess profit (jurisdictional GloBE income less SBIE, floored at zero), the resulting top-up tax from a caller-supplied top-up-tax percentage, and the final jurisdictional top-up after a QDMTT-paid offset, flagging any QDMTT over-collection informationally. Consumes art-454's jurisdictional GloBE income + top-up-tax-percentage output shape directly and does not recompute an ETR itself, so it also runs standalone. Election choices and GloBE-income adjustments are human judgment and stay upstream. NaN-safe. Zero network, zero PII.

independently verified -- zkVM execution proof (risc0/groth16-bn254)

kernel digest sha256:f883e9af5be1...

Download register entry (JSON)

Trust labels and last-validated dates are derived from each node's compute_proof_ready status and pinned compute-image dates at generation time -- they are never hand-set. A node moving from a deferred proof to a ready one is picked up automatically the next time node scripts/gen-euc-register.mjs runs; nothing here is hardcoded against a future proving pass.