Loan Servicing Audit

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.

Reading mode (RUNBOOK): Read these steps in this order. The amortization schedule fixes the note's period math, the waterfall recompute checks one payment's application against the servicer's applied split, and the escrow analysis classifies the aggregate escrow position and names its remedy. Each step is supplied its own inputs; nothing is threaded between them.

A three-stage order execution quality workflow over caller-declared fill data. Step 1 scores every declared fill for price improvement in basis points against the NBBO at execution and reports the share of fills at or better, the average improvement, and the fill count (art-541). Step 2 then compiles a best-execution monitoring evidence pack over the declared per-venue figures, weighing improvement by venue and flagging any venue whose declared improvement prints negative for committee review (art-681). Step 3 composes the periodic publication rows, reporting the effective-versus-quoted spread ratio and the covered-order roll-up over the declared covered orders, shares and spread statistics (art-682). Each step computes from its own declared inputs; the order is analytical, not a statutory sequence.

OpenChainGraph · 3 Steps compliance mandate Hash-Anchored §4 chain_depth:3 Client-Side · Zero PII

Chain Stages · 3 Steps

1 ROOT node

Best-Execution NBBO Recompute art-541-best-execution-recompute

Scores every declared fill for price improvement in basis points against the NBBO at execution and reports the share at or better, the average improvement, and the fill count. Stage 1 of 3.

MCP Call · recompute_best_execution

{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "recompute_best_execution",
    "arguments": {}
  },
  "id": 1
}

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2 D2 node

Best-Execution Evidence Pack art-681-best-execution-evidence-pack

Weighs the declared per-venue improvement figures into a fill-weighted average and flags any venue whose declared improvement prints negative, returning an overall monitoring verdict for the committee. Stage 2 of 3.

MCP Call · compute_best_execution_evidence_pack

{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "compute_best_execution_evidence_pack",
    "arguments": {}
  },
  "id": 1
}

↓

3 TERMINAL · D3 node

Rule 605 Publication Composer art-682-rule-605-publication-composer

Composes the periodic publication rows over the declared covered orders, covered shares and spread statistics, reporting the effective-versus-quoted spread ratio and a rows-built verdict. Final stage.

MCP Call · compute_rule_605_publication_composer

{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "compute_rule_605_publication_composer",
    "arguments": {}
  },
  "id": 1
}

Question: One venue printed worse than NBBO this quarter. Does the monitoring pack flag it for committee review, or is the book within policy? Run the AINumbers MCP tool `run_chain` with {"chain":"order-execution-quality-pack"} and read `art-681-best-execution-evidence-pack.overall`. 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/order-execution-quality-pack.html

Loan Servicing Audit

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