Cross-CCP PQD Comparator

Compares a caller-selected set of CPMI-IOSCO public quantitative disclosure (PQD) fields across FICC and ICE using a manually-transcribed, source-cited fixture dataset -- backtest coverage and largest margin deficiency per FICC division (GSD, MBSD, NSCC), and default fund requirement, Cover-2 peak stress loss, and total initial margin required per ICE clearing house (ICC, ICEU, ICUS), plus a CCP-level ICE skin-in-the-game total. FICC and ICE do not disclose the same field set; a field one side does not publish is reported unavailable, never interpolated. Flags a caller-declared threshold breach (e.g. Cover-2 peak stress loss exceeding a declared percentage of default fund requirement) per entity. Comparison arithmetic and delta table only -- no ranking, no better/worse scoring language, no forecasting. CME and LCH are named in the spec but not built -- selecting either yields an unknown-CCP rejection, never a fabricated figure. Every fixture figure is public and source-cited to the CCP's own quarterly disclosure PDF, refreshed manually per quarter, never a live feed and never scraped.

Tool URL: https://ainumbers.co/chaingraph/art-528-cross-ccp-pqd-comparator.html