OpenChainGraph Suite · Bank Capital & Credit Risk

Basel Endgame 2026 Reproposal Impact Assessment

Run a bank's own exposure book and business-indicator inputs through the 2026 Basel Endgame reproposal (BCBS/US NPR, reproposed 2026-03-19, comments closed 2026-06-18, final expected ~Q4 2026): credit-risk ERBA/standardized RWA, operational-risk SMA business-indicator and internal-loss-multiplier component, and the output-floor phase-in path run in parallel off the same book, then a 2023-vs-2026 capital-delta comparator reproduces the headline relief story on the caller's own numbers. rule_status stays proposed throughout, pending finalization ~Q4 2026. Zero network, no PII.

OpenChainGraph · 4 Steps · 3-into-1 compliance mandate Hash-Anchored §4 chain_depth:2 Client-Side · Zero PII rule_status: proposed
Chain Topology - ERBA RWA / Op-Risk SMA / Output-Floor Simulator (parallel) → 2023-vs-2026 Capital-Delta Comparator
§4 Execution Hash · Chain Definition Anchor
execution_hash:computing…
Chain Stages · 3 Parallel Roots → 1 Terminal Comparator
1 ROOT node
ERBA / Standardized RWA Calculator art-355-erba-standardized-rwa-calculator
Per-exposure risk weights and aggregate RWA under the 2026 reproposal feed both the output-floor simulator (as the standardized-RWA input) and the capital-delta comparator's 2026-side credit-risk figure
MCP Call · compute_rwa_erba_2026
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "compute_rwa_erba_2026",
    "arguments": {}
  },
  "id": 1
}
2 ROOT node
Basel Operational Risk SMA (2026 Reproposal) art-356-compute-oprisk-sma-2026
Operational-risk capital under the SMA business-indicator component and ILM feeds the capital-delta comparator's 2026-side operational-risk figure
MCP Call · compute_oprisk_sma_2026
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "compute_oprisk_sma_2026",
    "arguments": {}
  },
  "id": 1
}
3 ROOT node
Basel Output-Floor Phase-In Simulator art-358-simulate-output-floor
Year-by-year binding-floor capital-impact path, computed off the same standardized RWA, feeds the capital-delta comparator as the floor-phase-in context for the final delta report
MCP Call · simulate_output_floor
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "simulate_output_floor",
    "arguments": {}
  },
  "id": 1
}
3 roots fan in, comparator consumes all three outputs
4 TERMINAL node
Basel 2023-vs-2026 Capital-Delta Comparator art-357-basel-2023-vs-2026-capital-delta-comparator
RWA and minimum-capital delta versus the 2023 NPR baseline, plus the floor-phase-in path -- the caller's own reproduction of the reproposal's headline relief number, with a receipt
MCP Call · compare_basel_2023_vs_2026
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "compare_basel_2023_vs_2026",
    "arguments": {}
  },
  "id": 1
}
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.