OpenChainGraph Suite · ART-185 · Prudential & Basel Risk

IRRBB SOT NII Evaluator

Evaluate the Net Interest Income leg of the EBA Supervisory Outlier Test: worst-case 1-year Delta NII under parallel up/down shocks versus a caller-supplied threshold. Unlike the EVE leg, EBA leaves NII SOT calibration to competent-authority / institution discretion (EBA/GL/2022/14) — there is no single EU-wide bright-line percentage. Terminal node of the irrbb-supervisory-outlier-test chain. Zero network.

IRRBB SOT / NII EBA GL/2022/14 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
Terminal node of irrbb-supervisory-outlier-test chain (art-183→184→185). Enter 1-year Delta NII under parallel-up and parallel-down shocks, projected NII, and the institution's own SOT/NII threshold (as a % of projected NII) — set by the competent authority or the institution's own Pillar 2 policy, since EBA does not prescribe a single EU-wide number for the NII leg (unlike the EVE leg's hard 15% of Tier 1).
Presets
NII Shock & Threshold (€M / %)
Institution/supervisor-set SOT threshold, % of projected NII. 0 = not set.
SOT/NII 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 `evaluate_irrbb_sot_nii`. Task: Evaluate the NII leg of the EBA Supervisory Outlier Test: worst-case 1-year Delta NII under parallel up/down shocks vs a caller-supplied threshold.
Call it with arguments: {"policy_parameters":{"nii_shock":{"delta_nii_parallel_up":20,"delta_nii_parallel_down":-150},"baseline":{"projected_nii":1000,"sot_nii_threshold_pct":10}}}
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-185-irrbb-sot-nii-evaluator.html#p=v1.H4sIAAAAAAAA_wGGAHn_eyJuaWlfc2hvY2siOnsiZGVsdGFfbmlpX3BhcmFsbGVsX3VwIjoyMCwiZGVsdGFfbmlpX3BhcmFsbGVsX2Rvd24iOi0xNTB9LCJiYXNlbGluZSI6eyJwcm9qZWN0ZWRfbmlpIjoxMDAwLCJzb3RfbmlpX3RocmVzaG9sZF9wY3QiOjEwfX1uRXcThgAAAA