Chain Stages · 2 Steps · Linear

1 ROOT node

Multilateral Cash Netting art-259-compute-multilateral-netting

Computes N-entity gross inter-company positions to net positions to minimum settlement legs using the BIS CPMI greedy matching algorithm. Emits entity_net_positions[], settlement_legs[], wire_count_savings, netting_efficiency_pct, and gross_volume/net_volume. Netting statement suitable for anchor_batch Merkle-leaf receipts (cry-04). NOT FICC clearing margin netting — corporate cash netting only.

MCP Call · compute_multilateral_netting

{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "compute_multilateral_netting",
    "arguments": {
      "base_currency": "USD",
      "entities": [
        {"entity_id": "PARENT_CO", "name": "Parent Corp"},
        {"entity_id": "SUB_US",    "name": "US Subsidiary"},
        {"entity_id": "SUB_EU",    "name": "EU Subsidiary"}
      ],
      "gross_positions": [
        {"from_entity":"PARENT_CO","to_entity":"SUB_US","amount":1000,"currency":"USD"},
        {"from_entity":"SUB_US","to_entity":"SUB_EU","amount":800,"currency":"USD"},
        {"from_entity":"SUB_EU","to_entity":"PARENT_CO","amount":600,"currency":"USD"}
      ]
    }
  },
  "id": 1
}

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2 TERMINAL node

In-House Bank Interest Allocation art-260-allocate-ihb-interest

Allocates overnight IHB interest on the net settlement balances from Step 1. Notional pooling (pro-rata on pool net) or ZBA sweep. ACT/360 day-count. Per-member withholding tax deduction. OECD TP Guidelines 2022 Chapter X arm’s-length rate. Returns per-member gross_interest, withholding_amount, net_interest, and total_interest_allocated. Final stage.

MCP Call · allocate_ihb_interest

{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "allocate_ihb_interest",
    "arguments": {
      "pool_type": "notional",
      "pool_rate_annual_pct": 5.0,
      "day_count_convention": "ACT/360",
      "period_days": 1,
      "currency": "USD",
      "members": [
        {"member_id": "PARENT_CO", "balance":  200, "withholding_rate_pct": 0},
        {"member_id": "SUB_US",    "balance": -200, "withholding_rate_pct": 0},
        {"member_id": "SUB_EU",    "balance":  200, "withholding_rate_pct": 15}
      ]
    }
  },
  "id": 2
}

Multilateral Netting Settlement