{
  "tool_id": "art-528-cross-ccp-pqd-comparator",
  "note": "golden_hash pinned (see vectors).",
  "vectors": [
    {
      "name": "ficc_gsd_vs_ficc_nscc_backtest_coverage",
      "policy_parameters": {
        "entity_a": {
          "ccp": "FICC",
          "division": "GSD"
        },
        "entity_b": {
          "ccp": "FICC",
          "division": "NSCC"
        },
        "fields": [
          "backtest_coverage_pct",
          "largest_deficiency_usd"
        ]
      },
      "output_payload": {
        "entity_a": {
          "ccp": "FICC",
          "division": "GSD",
          "resolved": true
        },
        "entity_b": {
          "ccp": "FICC",
          "division": "NSCC",
          "resolved": true
        },
        "cross_ccp": false,
        "fields": [
          {
            "field_id": "backtest_coverage_pct",
            "entity_a": {
              "available": true,
              "value": 99.7,
              "scope": "division_level"
            },
            "entity_b": {
              "available": true,
              "value": 99.8,
              "scope": "division_level"
            },
            "delta": 0.1,
            "delta_pct": 0.1003
          },
          {
            "field_id": "largest_deficiency_usd",
            "entity_a": {
              "available": true,
              "value": 48600000,
              "scope": "division_level"
            },
            "entity_b": {
              "available": true,
              "value": 172900000,
              "scope": "division_level"
            },
            "delta": 124300000,
            "delta_pct": 255.7613
          }
        ],
        "fully_available_field_count": 2,
        "partially_available_field_count": 0,
        "unavailable_field_count": 0,
        "threshold": null,
        "source_citations": {
          "FICC": {
            "publisher": "DTCC",
            "source_url": "https://www.dtcc.com/legal/policy-and-compliance",
            "source_period": "Q3 2025"
          },
          "ICE": {
            "publisher": "ICE",
            "source_url": "https://www.ice.com/clearing/quarterly-clearing-disclosures",
            "source_period": "Q4 2025"
          }
        },
        "rejected_inputs": [],
        "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."
        ],
        "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."
      },
      "golden_hash": "99574ce23cf9c161639bfe34b72f3d0a3dc60f4414e9b088fa787be04bfadd38"
    },
    {
      "name": "ice_icc_vs_iceu_cover2_with_threshold",
      "policy_parameters": {
        "entity_a": {
          "ccp": "ICE",
          "division": "ICC"
        },
        "entity_b": {
          "ccp": "ICE",
          "division": "ICEU"
        },
        "fields": [
          "default_fund_requirement_usd",
          "cover2_peak_stress_usd",
          "total_im_required_usd"
        ],
        "threshold": {
          "field_id": "cover2_peak_stress_usd",
          "operator": "gt",
          "value_pct_of_default_fund": 50
        }
      },
      "output_payload": {
        "entity_a": {
          "ccp": "ICE",
          "division": "ICC",
          "resolved": true
        },
        "entity_b": {
          "ccp": "ICE",
          "division": "ICEU",
          "resolved": true
        },
        "cross_ccp": false,
        "fields": [
          {
            "field_id": "default_fund_requirement_usd",
            "entity_a": {
              "available": true,
              "value": 4798000000,
              "scope": "division_level"
            },
            "entity_b": {
              "available": true,
              "value": 3706000000,
              "scope": "division_level"
            },
            "delta": -1092000000,
            "delta_pct": -22.7595
          },
          {
            "field_id": "cover2_peak_stress_usd",
            "entity_a": {
              "available": true,
              "value": 1178000000,
              "scope": "division_level"
            },
            "entity_b": {
              "available": true,
              "value": 3670000000,
              "scope": "division_level"
            },
            "delta": 2492000000,
            "delta_pct": 211.545
          },
          {
            "field_id": "total_im_required_usd",
            "entity_a": {
              "available": true,
              "value": 57855000000,
              "scope": "division_level"
            },
            "entity_b": {
              "available": true,
              "value": 60751000000,
              "scope": "division_level"
            },
            "delta": 2896000000,
            "delta_pct": 5.0056
          }
        ],
        "fully_available_field_count": 3,
        "partially_available_field_count": 0,
        "unavailable_field_count": 0,
        "threshold": {
          "field_id": "cover2_peak_stress_usd",
          "operator": "gt",
          "value_pct_of_default_fund": 50,
          "entity_a": {
            "entity": "entity_a",
            "evaluable": true,
            "ratio_pct": 24.5519,
            "breach": false
          },
          "entity_b": {
            "entity": "entity_b",
            "evaluable": true,
            "ratio_pct": 99.0286,
            "breach": true
          }
        },
        "source_citations": {
          "FICC": {
            "publisher": "DTCC",
            "source_url": "https://www.dtcc.com/legal/policy-and-compliance",
            "source_period": "Q3 2025"
          },
          "ICE": {
            "publisher": "ICE",
            "source_url": "https://www.ice.com/clearing/quarterly-clearing-disclosures",
            "source_period": "Q4 2025"
          }
        },
        "rejected_inputs": [],
        "rationale": [
          "Comparing ICE ICC against ICE ICEU (same CCP).",
          "3 field(s) requested: 3 available on both sides, 0 available on one side only, 0 available on neither side.",
          "Threshold cover2_peak_stress_usd gt 50% of default_fund_requirement_usd evaluated per entity where both figures are disclosed.",
          "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."
        ],
        "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."
      },
      "golden_hash": "265442dfa67538cd444f78bfc617e5ea948a80be4091932b16755db774a591df"
    },
    {
      "name": "cross_ccp_field_unavailable_both_sides",
      "policy_parameters": {
        "entity_a": {
          "ccp": "FICC",
          "division": "MBSD"
        },
        "entity_b": {
          "ccp": "ICE",
          "division": "ICUS"
        },
        "fields": [
          "default_fund_requirement_usd",
          "backtest_coverage_pct"
        ]
      },
      "output_payload": {
        "entity_a": {
          "ccp": "FICC",
          "division": "MBSD",
          "resolved": true
        },
        "entity_b": {
          "ccp": "ICE",
          "division": "ICUS",
          "resolved": true
        },
        "cross_ccp": true,
        "fields": [
          {
            "field_id": "default_fund_requirement_usd",
            "entity_a": {
              "available": false,
              "reason": "FICC MBSD does not disclose default_fund_requirement_usd in the fixture"
            },
            "entity_b": {
              "available": true,
              "value": 1009000000,
              "scope": "division_level"
            },
            "delta": null,
            "delta_pct": null
          },
          {
            "field_id": "backtest_coverage_pct",
            "entity_a": {
              "available": true,
              "value": 99.7,
              "scope": "division_level"
            },
            "entity_b": {
              "available": false,
              "reason": "ICE ICUS does not disclose backtest_coverage_pct in the fixture"
            },
            "delta": null,
            "delta_pct": null
          }
        ],
        "fully_available_field_count": 0,
        "partially_available_field_count": 2,
        "unavailable_field_count": 0,
        "threshold": null,
        "source_citations": {
          "FICC": {
            "publisher": "DTCC",
            "source_url": "https://www.dtcc.com/legal/policy-and-compliance",
            "source_period": "Q3 2025"
          },
          "ICE": {
            "publisher": "ICE",
            "source_url": "https://www.ice.com/clearing/quarterly-clearing-disclosures",
            "source_period": "Q4 2025"
          }
        },
        "rejected_inputs": [],
        "rationale": [
          "Comparing FICC MBSD against ICE ICUS (cross-CCP).",
          "2 field(s) requested: 0 available on both sides, 2 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."
        ],
        "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."
      },
      "golden_hash": "924d1c50506343f612c13ad3aea7455d6b191285518f3ddcc034036661b77a2d"
    }
  ]
}