OpenChainGraph Suite · ART-528 · CCP-Core Clearing Primitives

Cross-CCP PQD Comparator

Compares caller-selected CPMI-IOSCO public quantitative disclosure (PQD) fields across FICC and ICE using a manually-transcribed, source-cited fixture dataset. It is never a live feed and never scraped (no CCP publishes these fields machine-readably). FICC and ICE do not disclose the same field set: a field one side does not publish is reported unavailable, never interpolated or defaulted to zero. Optionally flags a caller-declared threshold breach, evaluated per entity. This is comparison arithmetic and delta reporting only, with no ranking, no better/worse scoring language, and no forecasting. Emits a hash-anchored OpenChainGraph v0.4 artifact.

FICC and ICE only (CME, LCH named, not built) Field-level availability, never fabricated Caller-declared threshold flags

🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.

⚠ This tool does not assess CCP soundness and expresses no ranking or better/worse judgment. It reports declared-field deltas and threshold flags over a fixture dataset refreshed by hand each quarter. It computes once when you press the button, stores nothing, runs on no schedule, and retains nothing.

Entities to compare

The demo below is already loaded, so press Run to see a cross-CCP comparison with a threshold flag. Known CCPs: FICC (divisions GSD, MBSD, NSCC); ICE (clearing houses ICC, ICEU, ICUS). CME and LCH are named in the spec but not built in this fixture.

Entity A: CCP Entity A: division / clearing house

Entity B: CCP Entity B: division / clearing house

Fields to compare (JSON array of field ids: backtest_coverage_pct, largest_deficiency_usd, default_fund_requirement_usd, cover2_peak_stress_usd, total_im_required_usd, skin_in_the_game_usd)

Threshold (optional)

Field id

Operator (gt / gte / lt / lte)

% of default_fund_requirement_usd

Field-by-field delta

Threshold flags

Source citations

Rejected inputs

Rationale

Execution Hash (SHA-256)

What this does not do

It does not assess CCP soundness, capital adequacy, or resolvability, and produces no ranking or better/worse judgment: AINumbers is not positioned to make that call. It does not pull live data from any CCP; every figure is a manually-transcribed public disclosure, refreshed by hand per quarter. It does not cover CME or LCH, which are both named in the CCP-core spec but not built into this fixture; selecting either as an entity yields an unknown-CCP rejection, never a fabricated figure. It does not recompute a waterfall, size a default fund, or track a margin call: other nodes in the CCP-core family do that.

Part of the CCP-core clearing-primitives family: default-fund Cover-2 sizing, default-waterfall recompute, member margin-call lifecycle, and client-porting-check nodes ship alongside this one as the family completes. Not a duplicate of any existing margin/clearing node; see the reuse check in CCP-CORE-BUILD-SPEC.md §2.