OpenChainGraph Suite · ART-183 · Prudential & Basel Risk

IRRBB EVE Shock Calculator

Calculate Delta EVE under the 6 BCBS d368 / EBA standardised IRRBB shock scenarios (parallel up/down, short up/down, steepener, flattener), recalibrated effective 1 Jan 2026. Duration-based sensitivity over 6 standardised repricing time buckets. Root node of the irrbb-supervisory-outlier-test chain. Zero network.

IRRBB 6 Shock Scenarios BCBS d368 Zero PII W3C VC §13.11 v0.5.0
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Scope
Root node of irrbb-supervisory-outlier-test chain (art-183→184→185). BCBS d368 Annex 2 recalibrated shock scenarios, effective 1 Jan 2026: parallel up/down (±200bp reference magnitude), short up/down (decaying to 0 by the 20y tenor), steepener (short −0.65×, long +0.90×), flattener (short +0.80×, long −0.60×). Delta EVE approximated via duration × net repricing gap × shock per bucket. Enter net cash-flow gap (assets minus liabilities repricing) per standardised time bucket.
Presets
Net Repricing Gap by Standardised Time Bucket (€M)
EVE Shock Results







  

    
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Copy this paragraph into Claude, OpenClaw, or any MCP-aware agent to run this exact tool, with this sample, and verify the artifact.

  
Run the AINumbers MCP tool `calculate_irrbb_eve_shocks`. Task: Calculate Delta EVE under the 6 BCBS d368 standardised IRRBB shock scenarios from bucketed net repricing cash-flow gaps.
Call it with arguments: {"policy_parameters":{"repricing_gaps":{"on_1m":500,"m1_y1":800,"y1_y3":-300,"y3_y5":1200,"y5_y10":-400,"y10_plus":200}}}
Verify before trusting: call `verify_execution_hash` on mcp.ainumbers.co (https://mcp.ainumbers.co/mcp) with the parameter `claimed_hash` set to the returned `execution_hash`, passing the full artifact the run returned (the object containing `policy_parameters` + `output_payload` + `execution_hash`; equivalently `policy_parameters` + `output_payload` with `claimed_hash`), not the bare hash string.
Return the ledger link https://ledger.ainumbers.co/ so a human can re-verify without contacting us.
PII rule: All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Open the tool with the sample prefilled: https://ainumbers.co/chaingraph/art-183-irrbb-eve-shock-calculator.html#p=v1.H4sIAAAAAAAA_wFjAJz_eyJyZXByaWNpbmdfZ2FwcyI6eyJvbl8xbSI6NTAwLCJtMV95MSI6ODAwLCJ5MV95MyI6LTMwMCwieTNfeTUiOjEyMDAsInk1X3kxMCI6LTQwMCwieTEwX3BsdXMiOjIwMH1924bve2MAAAA