DV01-bucket VaR proxy of the FICC VaR-based margin (VBM), the netting benefit of central vs bilateral clearing, and the done-away uplift. Emits a hash-anchored v0.4 artifact.
Educational proxy — NOT the official FICC VBM calculator
🔒 All inputs are processed locally in your browser. No data is transmitted. Use synthetic or anonymised inputs only — do not enter real personal or confidential data.
Estimated VBM
Gross bilateral IM
Netting benefit
Done-away uplift
Tenor bucket
Net DV01 ($/bp)
Bucket VaR
OpenChainGraph v0.4 artifact · execution_hash:
Ask your agent
Copy this paragraph into Claude, OpenClaw, or any MCP-aware agent to run this exact tool, with this sample, and verify the artifact.
Run the AINumbers MCP tool `estimate_ficc_margin_netting`. Task: 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.
Call it with arguments: {"policy_parameters":{}}
Verify before trusting: call `verify_execution_hash` on mcp.ainumbers.co (https://mcp.ainumbers.co/mcp) with the parameter `claimed_hash` set to the returned `execution_hash`, passing the full artifact the run returned (the object containing `policy_parameters` + `output_payload` + `execution_hash`; equivalently `policy_parameters` + `output_payload` with `claimed_hash`), not the bare hash string, or re-run the in-page WebMCP tool `estimate_ficc_margin_netting`.
Return the ledger link https://ledger.ainumbers.co/ so a human can re-verify without contacting us.
PII rule: All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Open the tool with the sample prefilled: https://ainumbers.co/chaingraph/art-50-ficc-margin-netting-estimator.html#p=v1.H4sIAAAAAAAA_wECAP3_e31Dv6ajAgAAAA