{
  "tool_id": "art-656-derivatives-margin-workbench",
  "kernel_id": "art-656-derivatives-margin-workbench",
  "display_name": "Derivatives Margin Workbench",
  "tool_version": "1.0.0",
  "mandate_type": "derivatives_margin_health",
  "purpose": "Computes three related derivatives calculations from one declared position: event-market linear PnL (settlement vs strike, scalar payoff), margin health (unrealized PnL, buffer, liquidation price, leverage) against a caller-declared venue margin model (regulated-DCM or offshore-perp class, with its own initial/maintenance margin rates rather than an internal per-venue lookup table), and, when a second position is supplied, two-leg correlation-VaR cross-margin efficiency (siloed vs shared capital requirement). Scope: closed-form pedagogical approximations of the same computations live risk engines run, not a stress-grid or SPAN-style margin system, and not financial advice.",
  "control_description": "Computes three related derivatives calculations from one declared position: event-market linear PnL (settlement vs strike, scalar payoff), margin health (unrealized PnL, buffer, liquidation price, leverage) against a caller-declared venue margin model (regulated-DCM or offshore-perp class, with its own initial/maintenance margin rates rather than an internal per-venue lookup table), and, when a second position is supplied, two-leg correlation-VaR cross-margin efficiency (siloed vs shared capital requirement). Scope: closed-form pedagogical approximations of the same computations live risk engines run, not a stress-grid or SPAN-style margin system, and not financial advice.",
  "declared_inputs": [],
  "declared_outputs": [],
  "kernel_digest": "sha256:12fe0722a13260d84d8ad2e4644effe9aae35bb42957be78c22392364d0eef53",
  "trust_label": "independently verified: zkVM execution proof (risc0/groth16-bn254)",
  "data_vintage": "2026-09-04",
  "last_validated": "2026-09-04",
  "conformance_fixtures_vendored": true,
  "compute_proof_ready": "ready",
  "wave": 111,
  "source_url": "https://ainumbers.co/tools/656-derivatives-margin-workbench.html",
  "generated_at": "2026-09-05T02:26:40.419Z"
}