{
  "tool_id": "art-536-reg-w-affiliate-transaction-tester",
  "note": "golden_hash filled by golden-parity.test.mjs --update; output_payload verified against kernel compute() directly. Vector 1: both capital limits satisfied and collateral fully covers the one credit transaction -- auto_pass. Vector 2: a single affiliate's aggregate exposure exceeds the 10% single-affiliate capital limit -- escalate (a substantive quantitative-limit finding, never reject). Vector 3: within both capital limits but a covered credit transaction's collateral falls short of the required percentage -- review_required. Vector 4: no policy_parameters declared at all -- the KILL CONDITION, did_not_run rather than a guessed decision. Synthetic figures only; 12 CFR 223 codification year cited via policy_vintage (eCFR, as of 2026-01-01).",
  "vectors": [
    {
      "name": "within_limits_collateral_covered_auto_pass",
      "description": "Capital base 10,000,000. Single-affiliate limit 10% ($1,000,000), aggregate limit 20% ($2,000,000). One affiliate, two transactions totaling $500,000 (under both limits). One credit transaction requires 130% collateral coverage and is fully covered.",
      "policy_parameters": {
        "policy_vintage": "12 CFR 223, eCFR as of 2026-01-01",
        "capital_base": 10000000,
        "single_affiliate_limit_pct": 10,
        "aggregate_affiliate_limit_pct": 20,
        "collateral_coverage_required_pct": 130,
        "transactions": [
          {
            "affiliate_id": "affiliate-alpha-holdings",
            "transaction_id": "txn-0001",
            "transaction_type": "credit",
            "amount": 300000,
            "collateral_value": 400000,
            "market_terms_substantially_same": true
          },
          {
            "affiliate_id": "affiliate-alpha-holdings",
            "transaction_id": "txn-0002",
            "transaction_type": "other",
            "amount": 200000,
            "collateral_value": null,
            "market_terms_substantially_same": true
          }
        ]
      },
      "output_payload": {
        "execution_state": "ran",
        "decision": "auto_pass",
        "reason": null,
        "policy_vintage": "12 CFR 223, eCFR as of 2026-01-01",
        "single_affiliate_tests": [
          {
            "affiliate_id": "affiliate-alpha-holdings",
            "exposure": 500000,
            "limit_amount": 1000000,
            "breach": false
          }
        ],
        "aggregate_test": {
          "exposure": 500000,
          "limit_amount": 2000000,
          "breach": false
        },
        "collateral_tests": [
          {
            "transaction_id": "txn-0001",
            "affiliate_id": "affiliate-alpha-holdings",
            "amount": 300000,
            "required_collateral_pct": 130,
            "required_collateral": 390000,
            "collateral_value": 400000,
            "shortfall": false
          }
        ],
        "market_terms_declarations": [
          {
            "transaction_id": "txn-0001",
            "affiliate_id": "affiliate-alpha-holdings",
            "market_terms_substantially_same": true
          },
          {
            "transaction_id": "txn-0002",
            "affiliate_id": "affiliate-alpha-holdings",
            "market_terms_substantially_same": true
          }
        ]
      },
      "golden_hash": "16a2fbe3bcda74cf296c2bb3ec4969340196872c261458ef8e7357b3b023c835"
    },
    {
      "name": "single_affiliate_limit_breach_escalate",
      "description": "Same policy as vector 1. One affiliate's aggregate exposure is $1,200,000 -- over the $1,000,000 single-affiliate limit. No collateral shortfall. Capital-limit breach escalates regardless.",
      "policy_parameters": {
        "policy_vintage": "12 CFR 223, eCFR as of 2026-01-01",
        "capital_base": 10000000,
        "single_affiliate_limit_pct": 10,
        "aggregate_affiliate_limit_pct": 20,
        "collateral_coverage_required_pct": 130,
        "transactions": [
          {
            "affiliate_id": "affiliate-alpha-holdings",
            "transaction_id": "txn-0101",
            "transaction_type": "other",
            "amount": 1200000,
            "collateral_value": null,
            "market_terms_substantially_same": false
          }
        ]
      },
      "output_payload": {
        "execution_state": "ran",
        "decision": "escalate",
        "reason": null,
        "policy_vintage": "12 CFR 223, eCFR as of 2026-01-01",
        "single_affiliate_tests": [
          {
            "affiliate_id": "affiliate-alpha-holdings",
            "exposure": 1200000,
            "limit_amount": 1000000,
            "breach": true
          }
        ],
        "aggregate_test": {
          "exposure": 1200000,
          "limit_amount": 2000000,
          "breach": false
        },
        "collateral_tests": [],
        "market_terms_declarations": [
          {
            "transaction_id": "txn-0101",
            "affiliate_id": "affiliate-alpha-holdings",
            "market_terms_substantially_same": false
          }
        ]
      },
      "golden_hash": "ca696bd13fc33e6ba11c9d6c1f3ef53f6ba1aedd33949833d11780ec664383ce"
    },
    {
      "name": "collateral_shortfall_review_required",
      "description": "Same policy as vector 1. Exposure ($400,000) is well within both capital limits. The one credit transaction requires 130% collateral ($520,000) but only $450,000 was posted -- a shortfall with no capital breach.",
      "policy_parameters": {
        "policy_vintage": "12 CFR 223, eCFR as of 2026-01-01",
        "capital_base": 10000000,
        "single_affiliate_limit_pct": 10,
        "aggregate_affiliate_limit_pct": 20,
        "collateral_coverage_required_pct": 130,
        "transactions": [
          {
            "affiliate_id": "affiliate-beta-finco",
            "transaction_id": "txn-0201",
            "transaction_type": "credit",
            "amount": 400000,
            "collateral_value": 450000,
            "market_terms_substantially_same": true
          }
        ]
      },
      "output_payload": {
        "execution_state": "ran",
        "decision": "review_required",
        "reason": null,
        "policy_vintage": "12 CFR 223, eCFR as of 2026-01-01",
        "single_affiliate_tests": [
          {
            "affiliate_id": "affiliate-beta-finco",
            "exposure": 400000,
            "limit_amount": 1000000,
            "breach": false
          }
        ],
        "aggregate_test": {
          "exposure": 400000,
          "limit_amount": 2000000,
          "breach": false
        },
        "collateral_tests": [
          {
            "transaction_id": "txn-0201",
            "affiliate_id": "affiliate-beta-finco",
            "amount": 400000,
            "required_collateral_pct": 130,
            "required_collateral": 520000,
            "collateral_value": 450000,
            "shortfall": true
          }
        ],
        "market_terms_declarations": [
          {
            "transaction_id": "txn-0201",
            "affiliate_id": "affiliate-beta-finco",
            "market_terms_substantially_same": true
          }
        ]
      },
      "golden_hash": "216248b876a1ba23499e396b1c939d57d676abc8e53e6b3200d612d87e303308"
    },
    {
      "name": "no_policy_declared_did_not_run",
      "description": "No policy_parameters declared beyond a bare transaction list -- capital_base, both limit percentages, collateral_coverage_required_pct, and policy_vintage are all absent. The KILL CONDITION: the node refuses to guess a decision.",
      "policy_parameters": {
        "transactions": [
          {
            "affiliate_id": "affiliate-alpha-holdings",
            "transaction_id": "txn-0301",
            "transaction_type": "credit",
            "amount": 100000,
            "collateral_value": 100000,
            "market_terms_substantially_same": true
          }
        ]
      },
      "output_payload": {
        "execution_state": "did_not_run",
        "decision": null,
        "reason": "reg_w_policy_parameters_not_declared",
        "policy_vintage": null,
        "single_affiliate_tests": [],
        "aggregate_test": null,
        "collateral_tests": [],
        "market_terms_declarations": []
      },
      "golden_hash": "cad79afa11470b19a604ea568a792f31a616c39d211fa2e8cb3b31b8facb0806"
    }
  ]
}