{
  "tool_id": "art-362-compute-raroc-loan-price",
  "kernel_id": "art-362-compute-raroc-loan-price",
  "display_name": "RAROC Loan Pricing Calculator",
  "tool_version": "1.0.0",
  "mandate_type": "compliance_mandate",
  "purpose": "Risk-Adjusted Return on Capital (RAROC) loan pricing per Basel II BCBS 128 (2006) / Basel III BCBS 189 (2010) simplified public approximation of the IRB economic-capital formula (single-factor Vasicek model at 99.9% confidence, or the SA risk-weight bucket table). Returns RAROC versus hurdle rate, economic capital, net income waterfall, and the break-even spread. Provable node counterpart to tools/437-raroc-loan-pricing.html; simplified public approximation, not a substitute for an internally approved IRB model.",
  "control_description": "Risk-Adjusted Return on Capital (RAROC) loan pricing per Basel II BCBS 128 (2006) / Basel III BCBS 189 (2010) simplified public approximation of the IRB economic-capital formula (single-factor Vasicek model at 99.9% confidence, or the SA risk-weight bucket table). Returns RAROC versus hurdle rate, economic capital, net income waterfall, and the break-even spread. Provable node counterpart to tools/437-raroc-loan-pricing.html; simplified public approximation, not a substitute for an internally approved IRB model.",
  "declared_inputs": [],
  "declared_outputs": [],
  "kernel_digest": "sha256:924bffad0e3ca899065de2ce2e30a9339ed8b16a215ac8a5bf606f8fc0a9cc0b",
  "trust_label": "independently verified: zkVM execution proof (risc0/groth16-bn254)",
  "data_vintage": "2026-07-19",
  "last_validated": "2026-07-19",
  "conformance_fixtures_vendored": true,
  "compute_proof_ready": "ready",
  "wave": 62,
  "source_url": "https://ainumbers.co/chaingraph/art-362-compute-raroc-loan-price.html",
  "generated_at": "2026-08-15T11:12:17.704Z"
}