OpenChainGraph Suite · CONTRACT A3 · arch #5

CCP Default Waterfall Recompute to Cover-2 Sizing

Note (dated 2026-08-04): a chain composes independent computations performed in an analytical order. No step's output is carried into the next step by the execution model; each step computes from its own declared inputs. This is true of every chain on this site, including chains whose per-step copy below reads as a data handoff.

Recomputes a CCP's sequential default-waterfall loss allocation for a caller-declared defaulting-member loss, then checks whether the recomputed allocation stays within the CCP's Cover-2 default fund sizing or breaches it.

OpenChainGraph · 2 Steps risk parameter Hash-Anchored §4 chain_depth:2 Client-Side · Zero PII
Chain Topology: Ccp Default Waterfall Recompute → Default Fund Cover2 Sizing
§4 Execution Hash · Chain Definition Anchor
execution_hash:computing…
Chain Stages · 2 Steps
1 ROOT node
Ccp Default Waterfall Recompute art-529-ccp-default-waterfall-recompute
stage-by-stage loss absorption and any unallocated residual feed Stage 2's fund-size adequacy check against the same declared loss amount
MCP Call · recompute_ccp_default_waterfall
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "recompute_ccp_default_waterfall",
    "arguments": {}
  },
  "id": 1
}
https://mcp.ainumbers.co/mcp
↓
2 TERMINAL node
Default Fund Cover2 Sizing art-530-default-fund-cover2-sizing
checks the declared default fund size against the worst-case Cover-2 stress scenario; terminal check
MCP Call · size_ccp_default_fund_cover2
{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "size_ccp_default_fund_cover2",
    "arguments": {}
  },
  "id": 1
}
https://mcp.ainumbers.co/mcp
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.

Ask your agent

Copy this paragraph into Claude, OpenClaw, or any MCP-aware agent to run this whole workflow on the server and check one field that answers a real question.

Question: A clearing member defaults owing far more than its posted margin. Does the loss stay inside the waterfall?
Run the AINumbers MCP tool `run_chain` with {"chain":"chain-ccp-default-waterfall"} and read `art-529-ccp-default-waterfall-recompute.loss_fully_absorbed`.
Re-run with `inputs` for `art-529-ccp-default-waterfall-recompute`, reusing the values that result echoed, with `loss_amount_minor_units` changed so loss_amount_minor_units is 600000000000, past every absorbable stage. Compare the same field.
Verify: call `verify_execution_hash` (https://mcp.ainumbers.co/mcp) with `claimed_hash` set to `composite_execution_hash` and the full `composite_artifact`.
Ledger, for a human re-check: https://ledger.ainumbers.co/
PII rule: send synthetic or anonymised inputs only. The MCP server runs these kernels and logs no payloads.
Chain page: https://ainumbers.co/chaingraph/chains/chain-ccp-default-waterfall.html