OpenChainGraph Suite · ART-711

SCO60 Group 2 Exposure Limit V2

Assesses a bank's aggregate Group 2 cryptoasset exposure against the two-threshold ladder of BCBS SCO60.116-119 (d545): below 1% of Tier 1 is within expectation; above 1% the threshold is crossed, the supervisor must be notified and only the excess over 1% takes the 1250% Group 2b treatment; above 2% the limit is breached and the whole book takes the Group 2b treatment. This is the corrected successor to the earlier single-position classifier, which flagged a limit breach at 1.5% where the standard has none.

Basel SCO601% / 2% of Tier 1Integer Minor UnitsZero PIIClient-side only
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Scope & reliance
Implements the Group 2 exposure-limit paragraphs SCO60.116-119 of BCBS d545 (December 2022). The limit applies to the AGGREGATE book: every direct holding (cash and derivatives) and indirect holding (funds, ETF/ETN or similar) is supplied as a position, and per cryptoasset the legs are summed and counted at the HIGHER of the absolute long and short totals rather than a netted figure (SCO60.119). Both comparisons are strict and cross-multiplied over exact integers (exposure*100 against tier1*multiplier), so exactly 1% is not crossed and exactly 2% is not breached (SCO60.117). In the crossed band only the excess over 1% of Tier 1 takes the 1250% Group 2b weight and the Pillar 3 precheck is unaffected; above 2% the whole book takes the weight and the precheck fails (SCO60.118). Capital must be a positive multiple of 100 minor units so the thresholds and the excess are exact; zero, negative, fractional or over-cap capital is a typed refusal in place of any NaN or Infinity verdict. The caller owns the completeness of the book, the delta adjustment of the legs, and the Tier 1 figure; this node classifies no individual asset and applies no infrastructure-risk add-on, which remain the earlier classifier's decisions. No jurisdiction has adopted this standard as of 2026-10-05; national implementation timelines vary and the node never asserts adoption. No formal correctness proof exists for this node yet (compute_proof_ready: deferred); see the proof-status note below the results.
Tier 1 capital and Group 2 positions
Edit any field and run. The sample book (15 of 1000 Tier 1, 1.5%) sits in the crossed band: notified, excess-only at the 1250% weight, not breached.
Result
Proof status
This node ships compute_proof_ready: deferred. No formal correctness proof has been produced for this kernel; the result above is a deterministic recompute, verified by a property-test floor, not a proven one.
Execution Hash & §4 Artifact
SHA-256 execution hash (JCS canonical, RFC 8785):