OpenChainGraph Suite · CONTRACT A3 · arch #5

Basel Endgame & FRTB Capital Impact

Model-risk gap analysis > FRTB IMA eligibility > Basel III endgame capital impact > CRR3 output-floor phase-in > trading-desk IMA eligibility — composite Basel endgame capital mandate.

OpenChainGraph · 5 Steps capital assessment Hash-Anchored §4 chain_depth:5 Client-Side · Zero PII
Chain Topology — Sr2602 Model Risk Mgmt Gap Analyzer → Frtb Internal Model Eligibility Checker → Basel Iii Endgame Capital Impact Estimator → Crr3 Output Floor Phase In Calculator → Frtb Trading Desk Ima Eligibility Assessor
§4 Execution Hash · Chain Definition Anchor
execution_hash:computing…
Market Rationale
Buyer: CRO / Head of Capital Management at global bank
Forcing function: FRTB IMA live Jan 2026; CRR3 output floor phasing 2025-30; Basel endgame finalization
Chain Stages · 5 Steps
1 ROOT · D0 catalog
Sr2602 Model Risk Mgmt Gap Analyzer 339-sr2602-model-risk-mgmt-gap-analyzer
model_risk_gaps and sr2602_alignment feed Stage 2 FRTB IMA eligibility
↓
2 D2 catalog
Frtb Internal Model Eligibility Checker 340-frtb-internal-model-eligibility-checker
ima_eligibility and desk_qualifications feed Stage 3 Basel III endgame capital
↓
3 D3 catalog
Basel Iii Endgame Capital Impact Estimator 341-basel-iii-endgame-capital-impact-estimator
capital_impact_estimate and rwa_delta feed Stage 4 CRR3 output-floor calc
↓
4 D4 catalog
Crr3 Output Floor Phase In Calculator 357-crr3-output-floor-phase-in-calculator
output_floor_rwa and phase_in_schedule feed Stage 5 trading-desk IMA assessment
↓
5 TERMINAL · D5 catalog
Frtb Trading Desk Ima Eligibility Assessor 398-frtb-trading-desk-ima-eligibility-assessor
desk_ima_status and composite capital_mandate — final Basel endgame mandate
Export Artifacts
Download the §4 chain definition artifact (hash-anchored composite JSON) or the §13.11 W3C Verifiable Credentials view. Both derive from the chain definition — no new hash is minted. Available after hash computation.