{
  "tool_id": "art-528-cross-ccp-pqd-comparator",
  "tool_version": "1.0.0",
  "display_name": "Cross-CCP PQD Comparator",
  "mcp_name": "compare_cross_ccp_pqd_fields",
  "mandate_type": "regulatory_reporting",
  "wave": 82,
  "gpu": false,
  "url": "https://ainumbers.co/chaingraph/art-528-cross-ccp-pqd-comparator.html",
  "description": "Compares a caller-selected set of CPMI-IOSCO public quantitative disclosure (PQD) fields across FICC and ICE using a manually-transcribed, source-cited fixture dataset -- backtest coverage and largest margin deficiency per FICC division (GSD, MBSD, NSCC), and default fund requirement, Cover-2 peak stress loss, and total initial margin required per ICE clearing house (ICC, ICEU, ICUS), plus a CCP-level ICE skin-in-the-game total. FICC and ICE do not disclose the same field set; a field one side does not publish is reported unavailable, never interpolated. Flags a caller-declared threshold breach (e.g. Cover-2 peak stress loss exceeding a declared percentage of default fund requirement) per entity. Comparison arithmetic and delta table only -- no ranking, no better/worse scoring language, no forecasting. CME and LCH are named in the spec but not built -- selecting either yields an unknown-CCP rejection, never a fabricated figure. Every fixture figure is public and source-cited to the CCP's own quarterly disclosure PDF, refreshed manually per quarter, never a live feed and never scraped.",
  "input_schema_ref": "chaingraph/art-528-cross-ccp-pqd-comparator.html#manifest",
  "deadline": null,
  "deadline_note": "Compares CCPs against the STANDING CPMI-IOSCO Dec 2015 PQD template each already publishes quarterly -- not the 2026 PQD-transparency consultation amendments, which are consultation-stage with no compliance date.",
  "consumes": [],
  "feeds": [],
  "status": "live",
  "conformance_fixtures": true,
  "compute_capability": "server",
  "compute_images": [
    {
      "system": "sha256-source",
      "image_id": "sha256:fd251101f928b941bade8919f9fc8215154f87e82c9ec9e6953ea483c95b82f1",
      "valid_from": "2026-07-10"
    },
    {
      "system": "risc0",
      "image_id": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
      "valid_from": "2026-08-04"
    }
  ],
  "export_capability": [
    "json"
  ],
  "compute_proof_ready": "ready",
  "compute_proof": {
    "type": "ZkVmReceipt",
    "system": "risc0",
    "receiptFormat": "groth16-bn254",
    "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
    "seal": "ITDmOwAK3hBb6dCbQZnNKxcUWwaFynGIt4BzSXxMEvgYDErMSCzxcCn0W7mXoX2QLGV4PUYesdV851ZZf5p/qBgJqrUVMkqji4d5TWITWb6kURE4bIn9hyXf47Q8syODGBlD9IT+SXqQG6I6tN6lUbI/5AzJQ2jAhd4G1mPbeuQHf5dQ5w6rTRVJxIRZjSIa1454Lj/atoFKE9IYgxfmtiqtLX55f1lzTILn3WrrhiL7fXraD6iifECU7hJG7D8pGx4accb/469gVLbcwr4SPT6qg6GHj994TVn7CY0gBw0JGsaPQulFLcMXytMBb2Y3Of4jT48+j9OV4MRJZf4yHg==",
    "journal": {
      "chaingraph_version": "0.4.0",
      "kernel_digest": "sha256:fd251101f928b941bade8919f9fc8215154f87e82c9ec9e6953ea483c95b82f1",
      "output": {
        "cross_ccp": false,
        "entity_a": {
          "ccp": "FICC",
          "division": "GSD",
          "resolved": true
        },
        "entity_b": {
          "ccp": "FICC",
          "division": "NSCC",
          "resolved": true
        },
        "fields": [
          {
            "delta": 0.1,
            "delta_pct": 0.1003,
            "entity_a": {
              "available": true,
              "scope": "division_level",
              "value": 99.7
            },
            "entity_b": {
              "available": true,
              "scope": "division_level",
              "value": 99.8
            },
            "field_id": "backtest_coverage_pct"
          },
          {
            "delta": 124300000,
            "delta_pct": 255.7613,
            "entity_a": {
              "available": true,
              "scope": "division_level",
              "value": 48600000
            },
            "entity_b": {
              "available": true,
              "scope": "division_level",
              "value": 172900000
            },
            "field_id": "largest_deficiency_usd"
          }
        ],
        "fully_available_field_count": 2,
        "note": "Compares caller-selected CPMI-IOSCO PQD fields across FICC and ICE using a manually-transcribed, source-cited fixture dataset (never a live feed). A field a CCP does not disclose is reported unavailable, never interpolated or defaulted. Comparison arithmetic and threshold flags only -- no ranking, no better/worse scoring language.",
        "partially_available_field_count": 0,
        "rationale": [
          "Comparing FICC GSD against FICC NSCC (same CCP).",
          "2 field(s) requested: 2 available on both sides, 0 available on one side only, 0 available on neither side.",
          "All figures are fixture data manually transcribed from each CCP's own published quarterly PDF disclosure -- never a live feed. This is comparison arithmetic only: no ranking and no soundness judgment is expressed."
        ],
        "rejected_inputs": [],
        "source_citations": {
          "FICC": {
            "publisher": "DTCC",
            "source_period": "Q3 2025",
            "source_url": "https://www.dtcc.com/legal/policy-and-compliance"
          },
          "ICE": {
            "publisher": "ICE",
            "source_period": "Q4 2025",
            "source_url": "https://www.ice.com/clearing/quarterly-clearing-disclosures"
          }
        },
        "threshold": null,
        "unavailable_field_count": 0
      }
    }
  }
}