{
  "type": "ZkVmReceipt",
  "system": "risc0",
  "receiptFormat": "groth16-bn254",
  "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
  "seal": "Bp7PFuTjQ6kOPqbHS3m17/A8LHDWfJfto89/SbkpESsWBEQnJw7Xp6L1UwFrTARDGTxuMh1J11yr1r7Y7Kc8+QPPQq2tnN0cbdFO0DZSpozyk3URnMeee1cRNDETQzseF90obNHWp/Qsx1/E03sUUnTigxRMBSXCMOs/cnI8F14Oy9Jz/gtVmrwktszPIFK/KU5pIYjHeeax324+ZaUUuCgm+wKj7Lx1semhDi+AibPwz9XNlpAPN7jdaOZ5Yf0vBMWbohJnAYWnIBgWDvWqpF27ESmKGUVTsXdOHI59DHAL57Td4upN9vT8QQovPJZWPYNCF5sC4UTWB4VqVw00Fw==",
  "journal": {
    "chaingraph_version": "0.4.0",
    "kernel_digest": "sha256:660bc62de036808e6dcb648dd7ef377f3d403d9f3b2771459507ff4c7702ea0c",
    "output": {
      "batch_fail_rate_estimate": 0,
      "methodology": {
        "data_source": "SSI fail-rate: ~30% of fails (EquiLend / FinOps — verify current data)",
        "description": "Transparent weighted feature scorecard. Feature weights are documented above. No ML black-box — fully interpretable.",
        "feature_weights": {
          "counterparty_fail_band": "med=0.15, high=0.30",
          "deadline_proximity": "tight=0.20, breached=0.50",
          "inventory_status": "short=0.20, uncertain=0.10",
          "liquidity_tier": "semi_liquid=0.15, illiquid=0.30",
          "partial_available": "false=0 (no deduction), true=-0.05",
          "ssi_match_status": "mismatched=0.45, missing=0.65"
        }
      },
      "note": "DECISION-SUPPORT DRAFT — probability scores are indicative band estimates from a weighted categorical scorecard. Not a machine-learning model. Feature weights are approximate; calibrate against your firm's actual fail history. No PII — all features are categorical/band-level.",
      "scored_trades": [],
      "top_drivers": [],
      "trade_count": 0
    }
  }
}