OpenChainGraph Suite · Cluster ㉇ · OCG v0.8.0

Corporate Treasury STP

Six verifiable OpenChainGraph nodes and four chains covering the full corporate treasury management system (TMS) straight-through processing cycle: ISO 20022 camt.053 bank statement reconciliation, multilateral in-house-bank netting, IHB interest allocation, ASC 815 hedge effectiveness documentation, CGI-MP eBAM account lifecycle, and AFP 2024 cash forecast accuracy scoring. All nodes are client-side, hash-anchored, and ZERO PII. These tools address corporate treasury operations, not bank-side FICC clearing.

6 Nodes · Cluster ㉇ 4 Chains · 2 Gated §21.4 gpu:false · §18 deferred OCG v0.8.0 · §4 anchored Zero PII · Client-Side
Not legal, accounting, or financial advice. All tools produce computed outputs from your inputs and version-pinned reference tables. Outputs require review by qualified professionals before use in financial statements, tax filings, or regulatory submissions.
Scope: Corporate treasury (TMS), not bank clearing. This cluster covers the operations of a corporate treasury team using a TMS — netting inter-company cash positions, allocating interest across an in-house bank pool, reconciling bank statements via camt.053, testing hedge effectiveness under ASC 815, and managing bank account lifecycle via eBAM. It does NOT cover FICC US-Treasury securities clearing margin (see other chains for FICC). The compute_multilateral_netting node computes corporate cash netting, not estimate_ficc_margin_netting.
OpenChainGraph Nodes · ART-258 through ART-263

Six Verifiable Nodes

Each node is a deterministic, hash-anchored computation unit. Input your data, get a §4-compliant output artifact with a verifiable SHA-256 execution hash over RFC 8785/JCS canonical form. All numeric inputs are guarded for finiteness; no NaN or Infinity can appear in outputs.

ART-258 analytics

camt.053 Statement Reconciliation

Classifies ISO 20022 BkTxCd Domain/Family/SubFamily entries per CGI-MP Usage Guide v5.0. Validates the OPBD + Σ movements = CLBD balance equation. Scores structured-remittance match rate. Emits reconciliation_status: CLEAN, PARTIAL_MATCH, LOW_MATCH_RATE, or FAILED_BALANCE.
parse_camt053_reconciliation
ART-259 analytics

Multilateral Cash Netting

Computes N-entity gross inter-company positions to net positions to minimum settlement legs via the BIS CPMI greedy algorithm. Reports wire-count savings and netting efficiency. Corporate cash netting only — not FICC clearing margin netting.
compute_multilateral_netting
ART-260 analytics

IHB Interest Allocation

Allocates overnight in-house-bank interest across notional pool or ZBA sweep members. OECD Transfer Pricing Guidelines 2022 Chapter X arm’s-length rate. ACT/360, ACT/365, or 30/360 day-count. Per-member withholding tax deduction.
allocate_ihb_interest
ART-261 compliance

Hedge Effectiveness Test

ASC 815-20-35 retrospective effectiveness: dollar-offset ratio (80–125%) and OLS R² regression (≥0.8). Pure deterministic arithmetic — no transcendentals. RFC 3161 anchor surface for timestamped designation evidence. Emits is_effective, offset_ratio_pct, r_squared, compliance_flags.
test_hedge_effectiveness
ART-262 compliance

eBAM Account Flow Validation

CGI-MP eBAM 2023 acmt state machine: acmt.007 (open request) → acmt.010 (open confirm) → acmt.011 (close request) → acmt.017 (modify) → acmt.019 (modify confirm). Detects orphan messages. Determines final acmt_state for STP routing.
validate_ebam_acmt_flow
ART-263 analytics

Cash Forecast Accuracy

AFP Cash Forecasting Survey 2024 MAPE and directional-bias scoring across T+1/T+7/T+30/T+90+ horizon buckets. Detects persistent timing bias (>75% same-sign errors). Returns accuracy_tier (EXCELLENT/GOOD/ACCEPTABLE/POOR) per AFP 2024 benchmarks.
score_cash_forecast_accuracy
OpenChainGraph Chains · 4 Chains · 2 Gated §21.4

Four STP Chains

Chains compose nodes into straight-through processing workflows. Linear chains run all steps unconditionally. Gated chains (§21.4) evaluate a compliance condition at a step; one branch exits early while the other continues, ensuring agent-E2E total functions with no ambiguous paths.

linear chain_depth:2 · analytics_mandate

Corporate Treasury Statement Reconciliation

TMS straight-through reconciliation cycle. Classifies camt.053 BkTxCd entries and validates the balance equation, then scores AFP 2024 cash forecast accuracy against the reconciled actuals.

ART-258: parse_camt053_reconciliation ART-263: score_cash_forecast_accuracy
linear chain_depth:2 · analytics_mandate

Multilateral Netting Settlement

IHB settlement cycle STP. Computes N-entity greedy netting to minimum settlement legs, then allocates overnight IHB interest on the net positions. Netting statement suitable for anchor_batch Merkle-leaf receipts.

ART-259: compute_multilateral_netting ART-260: allocate_ihb_interest
§21.4 gated chain_depth:2 · compliance_mandate

Hedge Effectiveness Documentation

ASC 815 hedge accounting documentation with fail-fast gate. Applies dollar-offset (80–125%) and OLS R² tests. If the hedge is ineffective (/is_effective = false), the chain exits immediately, preventing unqualified accounting. If effective, continues to AFP 2024 prospective forecast accuracy scoring.

ART-261: test_hedge_effectiveness GATE: /is_effective eq false → END ART-263: score_cash_forecast_accuracy
§21.4 gated chain_depth:2 · compliance_mandate

Treasury Account Lifecycle (eBAM)

CGI-MP eBAM account lifecycle STP with automatic IHB pool onboarding. Validates the acmt message sequence and determines account state. Only OPENING_CONFIRMED accounts are routed to IHB pool interest allocation; closures, modifications, pending, and invalid messages exit at Step 1.

ART-262: validate_ebam_acmt_flow GATE: /acmt_state eq OPENING_CONFIRMED → ART-260 ART-260: allocate_ihb_interest
Regulatory Reference

Standards & Source Tables

Every node references a pinned TABLE_VERSION constant that identifies the specific version of the regulatory table or standard embedded in its kernel. No external API calls; all reference data is compiled in.

StandardScopeNodeTABLE_VERSION
ISO 20022 camt.053
BkTxCd registry 2023-03
BkTxCd Domain/Family/SubFamily classification; OPBD+Σ=CLBD balance equation; structured-remittance match rateART-258ISO20022-BKTXCD-2023-03
BIS CPMI Net Settlement
Framework 2012
Greedy multilateral netting algorithm; N-entity gross → net → minimum settlement legs; wire savings statistics. Corporate cash netting (NOT FICC clearing)ART-259MULTILATERAL-NETTING-MATH-V1.0-2025
OECD Transfer Pricing
Guidelines 2022 Ch. X
Arm’s-length IHB interest rate; notional pooling; ZBA sweep; ACT/360, ACT/365, 30/360 day-count; withholding taxART-260OECD-TP-IHB-INTEREST-ALLOC-2022
ASC 815-20-35
(FASB Codification)
Dollar-offset test 80–125%; OLS R² ≥0.8; pure deterministic arithmetic; RFC 3161 anchor surface for hedge designation evidenceART-261ASC815-HEDGE-EFFECTIVENESS-V2023
CGI-MP eBAM
Usage Guide 2023
acmt.007/010/011/017/019 state machine; orphan detection; terminal state determinationART-262CGI-MP-EBAM-2023
AFP Cash Forecasting
Survey 2024
MAPE tiers (EXCELLENT <5%, GOOD 5–10%, ACCEPTABLE 10–20%, POOR >20%); T+1/7/30/90+ horizon buckets; timing bias >75% same-signART-263AFP-CASH-FORECAST-KPI-2024
Proprietary Data Policy

What is NOT Included

To avoid conflicts with proprietary data providers, the following reference data is intentionally excluded from all nodes in this cluster. Users who need this data must obtain it from the authorised source and apply it separately:

MCP Usage · Agent Integration

Using These Tools via MCP

All six nodes and four chains are exposed through the AINumbers MCP server at https://mcp.ainumbers.co/mcp (JSON-RPC 2.0). Connect your AI agent, call tools/call with the tool name and arguments, and receive a §4-compliant OCG artifact with execution hash in the response. Chains can be run with run_chain by passing the chain_id.

MCP endpointhttps://mcp.ainumbers.co/mcp
parse_camt053_reconciliationISO 20022 bank statement BkTxCd classification and balance check → ART-258
compute_multilateral_nettingN-entity corporate cash netting to minimum settlement legs → ART-259
allocate_ihb_interestIHB notional pool or ZBA sweep interest allocation → ART-260
test_hedge_effectivenessASC 815 dollar-offset + OLS R² hedge effectiveness → ART-261
validate_ebam_acmt_flowCGI-MP eBAM acmt state machine validation → ART-262
score_cash_forecast_accuracyAFP 2024 MAPE/bias scoring across horizon buckets → ART-263
Related Clusters

Other OpenChainGraph Coverage

Corporate treasury STP sits alongside related clusters in the AINumbers suite. Each cluster is independently verifiable and hash-anchored.

Insurance STP ↗ Remittance FX Corridor ↗ CBPR+ ISO 20022 STP ↗ Fair Lending & Adverse Action ↗ All Chains ↗