OpenChainGraph Suite · CONTRACT A3 · arch #5

Credit ECL & Valuation

IFRS9 macro-overlay calculation > credit risk rating calibration > CVA calculator — composite credit ECL and valuation mandate.

OpenChainGraph · 3 Steps credit assessment Hash-Anchored §4 chain_depth:3 Client-Side · Zero PII
Chain Topology — Ifrs9 Macro Overlay Calculator → Credit Risk Rating Calculator → Cva Calculator
§4 Execution Hash · Chain Definition Anchor
execution_hash:computing…
Market Rationale
Buyer: Credit Risk Officer / Head of Model Risk at bank
Forcing function: IFRS9 ECL quarterly cycle; ECB TRIM model validation reviews; Basel CVA capital FRTB Jan 2026
Chain Stages · 3 Steps
1 ROOT · D0 catalog
Ifrs9 Macro Overlay Calculator 196-ifrs9-macro-overlay-calculator
macro_overlay_adjustments and ecl_impact feed Stage 2 credit risk rating calibration
↓
2 D2 catalog
Credit Risk Rating Calculator 197-credit-risk-rating-calculator
credit_ratings and pd_estimates feed Stage 3 CVA calculator
↓
3 TERMINAL · D3 catalog
Cva Calculator 200-cva-calculator
cva_fair_value and composite_credit_mandate — final credit ECL/valuation 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.