AINumbers Fintech Intelligence Suite

CCP Default Fund Cover-2 Sizing

size_ccp_default_fund_cover2

Read-onlyIdempotent

CCP Default Fund Cover-2 Sizing: OpenChainGraph compute node (risk_parameter). Deterministic OpenChainGraph compute node. By default (compute:"auto") inputs are computed server-side on Cloudflare Workers for gpu:false nodes with a registered kernel; compute:"browser" forces client-side execution and returns a browser delegation URL instead. gpu:true nodes always delegate to the browser. Inputs are processed transiently to compute the response and are not stored, logged, or retained. Use synthetic or anonymised inputs only. Exports an AP2 artifact with execution_hash for chain provenance. Consumes upstream artifacts from: qfa-03-stress-test-engine. Open at: https://ainumbers.co/chaingraph/art-530-default-fund-cover2-sizing.html FV-status (published/proven/still-trusted for this spec): /fv-status/ca4e1dca8343f788a296161f0e19712f7afb7e5eaec0431081e715a4cc34b784.json — a snapshot, not a subscription; this receipt verifies offline regardless of whether that file is ever fetched. Summary: Sizes a CCP default fund under the PFMI Principle 4 "Cover 2" standard: fund size must be at least the largest plus second-largest clearing-member stress loss across caller-declared stress scenarios. Outputs: as_of, fund_adequate, fund_size_display, fund_size_minor_units, member_count, note, per_scenario, rationale, rejected_inputs, scenario_count, shortfall_display, shortfall_minor_units, worst_case_cover2_requirement_display, worst_case_cover2_requirement_minor_units, worst_case_scenario_id. Output schema: call describe_tool("size_ccp_default_fund_cover2").

Input Schema

Name	Required	Description
`compute`	No	Compute mode (v0.4 Compute Binding). "auto" (default) = server for gpu:false nodes with registered kernels; "server" = force server-side; "browser" = always return browser delegation URL. gpu:true nodes always delegate.
`parent_hashes`	No	execution_hash values from upstream ChainGraph AP2 artifacts to chain from (sets chain.parent_hashes in the export).
`parent_tool_ids`	No	tool_id values matching parent_hashes, in the same order.
`policy_parameters`	No	Input parameters for this tool's decision function. For gpu:false nodes with a registered kernel, these are computed server-side when compute is "auto" or "server". Required: as_of, fund_size_minor_units, members, stress_scenarios. Unknown keys are refused.

Schema Changelog

Changes observed during successful MCP inspections.

Changed1 schema field changedOct 22, 2026

changedInput schema / $schema

Previous value: -"http://json-schema.org/draft-07/schema#"New value: +"https://json-schema.org/draft/2020-12/schema"

Changed3 schema fields changedOct 19, 2026

changedInput schema / properties / policy_parameters / description

Previous value: -"Input parameters for this tool's decision function. For gpu:false nodes with a registered kernel, these are computed server-side when compute is \"auto\" or \"server\". See the tool's manifest for field names."New value: +"Input parameters for this tool's decision function. For gpu:false nodes with a registered kernel, these are computed server-side when compute is \"auto\" or \"server\". Required: as_of, fund_size_minor_units, members, stress_scenarios. Unknown keys are refused."

addedInput schema / properties / policy_parameters / properties

Added value: +{
+  "as_of": {},
+  "fund_size_minor_units": {},
+  "members": {
+    "type": "array"
+  },
+  "stress_scenarios": {
+    "type": "array"
+  }
+}

removedInput schema / properties / policy_parameters / propertyNames
```
Removed value: -{
-  "type": "string"
-}
```

Changed1 schema field changedSep 18, 2026

changedOutput schema / (root)

Previous value: -{
-  "properties": {
-    "as_of": {
-      "type": "string"
-    },
-    "fund_adequate": {
-      "type": "boolean"
-    },
-    "fund_size_display": {
-      "type": "string"
-    },
-    "fund_size_minor_units": {
-      "type": "integer"
-    },
-    "member_count": {
-      "type": "integer"
-    },
-    "note": {
-      "type": "string"
-    },
-    "per_scenario": {
-      "items": {
-        "properties": {
-          "cover2_requirement_display": {
-            "type": "string"
-          },
-          "cover2_requirement_minor_units": {
-            "type": "integer"
-          },
-          "largest": {
-            "properties": {
-              "member_id": {
-                "type": "string"
-              },
-              "stress_loss_minor_units": {
-                "type": "integer"
-              }
-            },
-            "type": "object"
-          },
-          "loss_bps": {
-            "type": "integer"
-          },
-          "member_losses": {
-            "items": {
-              "properties": {
-                "member_id": {
-                  "type": "string"
-                },
-                "stress_loss_minor_units": {
-                  "type": "integer"
-                }
-              },
-              "type": "object"
-            },
-            "type": "array"
-          },
-          "scenario_id": {
-            "type": "string"
-          },
-          "second_largest": {
-            "properties": {
-              "member_id": {
-                "type": "string"
-              },
-              "stress_loss_minor_units": {
-                "type": "integer"
-              }
-            },
-            "type": "object"
-          }
-        },
-        "type": "object"
-      },
-      "type": "array"
-    },
-    "rationale": {
-      "items": {
-        "type": "string"
-      },
-      "type": "array"
-    },
-    "rejected_inputs": {
-      "type": "array"
-    },
-    "scenario_count": {
-      "type": "integer"
-    },
-    "shortfall_display": {
-      "type": "string"
-    },
-    "shortfall_minor_units": {
-      "type": "integer"
-    },
-    "worst_case_cover2_requirement_display": {
-      "type": "string"
-    },
-    "worst_case_cover2_requirement_minor_units": {
-      "type": "integer"
-    },
-    "worst_case_scenario_id": {
-      "type": "string"
-    }
-  },
-  "type": "object"
-}New value: +null

Changed1 schema field changedSep 3, 2026

changedOutput schema / (root)

Previous value: -nullNew value: +{
+  "properties": {
+    "as_of": {
+      "type": "string"
+    },
+    "fund_adequate": {
+      "type": "boolean"
+    },
+    "fund_size_display": {
+      "type": "string"
+    },
+    "fund_size_minor_units": {
+      "type": "integer"
+    },
+    "member_count": {
+      "type": "integer"
+    },
+    "note": {
+      "type": "string"
+    },
+    "per_scenario": {
+      "items": {
+        "properties": {
+          "cover2_requirement_display": {
+            "type": "string"
+          },
+          "cover2_requirement_minor_units": {
+            "type": "integer"
+          },
+          "largest": {
+            "properties": {
+              "member_id": {
+                "type": "string"
+              },
+              "stress_loss_minor_units": {
+                "type": "integer"
+              }
+            },
+            "type": "object"
+          },
+          "loss_bps": {
+            "type": "integer"
+          },
+          "member_losses": {
+            "items": {
+              "properties": {
+                "member_id": {
+                  "type": "string"
+                },
+                "stress_loss_minor_units": {
+                  "type": "integer"
+                }
+              },
+              "type": "object"
+            },
+            "type": "array"
+          },
+          "scenario_id": {
+            "type": "string"
+          },
+          "second_largest": {
+            "properties": {
+              "member_id": {
+                "type": "string"
+              },
+              "stress_loss_minor_units": {
+                "type": "integer"
+              }
+            },
+            "type": "object"
+          }
+        },
+        "type": "object"
+      },
+      "type": "array"
+    },
+    "rationale": {
+      "items": {
+        "type": "string"
+      },
+      "type": "array"
+    },
+    "rejected_inputs": {
+      "type": "array"
+    },
+    "scenario_count": {
+      "type": "integer"
+    },
+    "shortfall_display": {
+      "type": "string"
+    },
+    "shortfall_minor_units": {
+      "type": "integer"
+    },
+    "worst_case_cover2_requirement_display": {
+      "type": "string"
+    },
+    "worst_case_cover2_requirement_minor_units": {
+      "type": "integer"
+    },
+    "worst_case_scenario_id": {
+      "type": "string"
+    }
+  },
+  "type": "object"
+}

AddedAug 4, 2026

TDQS

A3.6/5.0

Behavior4/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

With readOnly/idempotent/non-destructive/closed-world already declared by annotations, the description still adds real context: server-side vs browser delegation rules, that inputs are transient and not retained (a privacy constraint), that only synthetic/anonymised inputs should be used, and that an AP2 artifact with execution_hash is exported for chaining. It also names the upstream dependency (qfa-03-stress-test-engine). Minor waste is the redundant 'Deterministic OpenChainGraph compute node' repeated twice.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness3/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The purpose and the Cover-2 rule are front-loaded, which is good, but the middle of the description is boilerplate about Cloudflare Workers, retention, provenance receipts and a long fv-status URL, plus a duplicated sentence. The trailing enumeration of 18 output fields is bulky and could be replaced by the describe_tool pointer alone.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness4/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

For a compute node with a nested policy_parameters object and no output schema, the description covers the decision rule, the inputs' required shape, compute-mode behavior, chaining/parent hashes, and the exported artifact. It also lists output fields and points to describe_tool for the schema, leaving little that an agent must guess.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 100%, so the baseline is 3. Nearly everything the description says about parameters (compute auto/server/browser semantics, required policy_parameters keys, unknown keys refused) is already present verbatim in the schema descriptions, so it adds little beyond structured fields.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose4/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description states a specific verb and resource — 'Sizes a CCP default fund under the PFMI Principle 4 Cover 2 standard' — and defines the rule precisely (largest plus second-largest clearing-member stress loss). It never names a sibling alternative (e.g. recompute_ccp_default_waterfall), so it is clear in itself but weak on sibling differentiation.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines3/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

Usage is implied by the Cover-2 framing and the stated required keys (as_of, fund_size_minor_units, members, stress_scenarios), but there is no explicit when-to-use / when-not-to-use statement and no routing to alternative CCP tools. Compute-mode semantics are the only guidance that is spelled out.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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CCP Default Fund Cover-2 Sizing

Input Schema

Schema Changelog

TDQS

Glama MCP Gateway

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