{
  "tool_id": "art-50-ficc-margin-netting-estimator",
  "note": "golden_hash empty until first `node golden-parity.test.mjs --update`.",
  "vectors": [
    {
      "name": "default-inputs",
      "policy_parameters": {},
      "output_payload": {
        "estimated_vbm": 0,
        "gross_bilateral_im": 0,
        "net_cleared_im": 0,
        "netting_benefit_usd": 0,
        "netting_benefit_pct": 0,
        "done_away_uplift_pct": 10,
        "margin_by_bucket": [
          {
            "bucket": "0-2y",
            "net_dv01": 0,
            "var": 0
          },
          {
            "bucket": "2-5y",
            "net_dv01": 0,
            "var": 0
          },
          {
            "bucket": "5-10y",
            "net_dv01": 0,
            "var": 0
          },
          {
            "bucket": "10-30y",
            "net_dv01": 0,
            "var": 0
          }
        ],
        "minimum_charge_applied": false,
        "assumptions": {
          "confidence_level": 0.99,
          "mpor_days": 1,
          "daily_vol_bp": {
            "0-2y": 3,
            "2-5y": 5,
            "5-10y": 6,
            "10-30y": 7
          },
          "bucket_corr": 0.8
        },
        "note": "Educational VaR-based-margin proxy for FICC-cleared UST/repo. Not the official FICC VBM; for indicative netting economics only."
      },
      "golden_hash": "be37ce9115295a6ac5ae0ce4fc8c1ffbdd81b48641bfbc2ef15b4d98c8b77d1b"
    }
  ]
}