CCP Default Waterfall Recompute to Cover-2 Sizing

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 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
}

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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
}