OpenChainGraph Suite · ART-186 · Prudential & Basel Risk

IRRBB Standardised Approach Mapper

Map non-maturing deposit (NMD) positions to the EBA standardised / simplified-standardised approach behavioural caps (BCBS d368 para 87 / Annex 2): retail transactional, retail non-transactional, and wholesale core-proportion and average-maturity caps. Flags behavioural-option add-ons. Root node of the irrbb-measurement-and-disclosure chain. Zero network.

IRRBB NMD Behavioural Caps 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-measurement-and-disclosure chain (art-186→187→188). BCBS d368 para 87 / Annex 2 behavioural caps: retail transactional core proportion ≤90% / average maturity ≤5y; retail non-transactional (savings) core ≤70% / ≤4.5y; wholesale core ≤50% / ≤4y. A core_deposit_pct above the applicable cap is truncated to the cap. Behavioural mortgage-prepayment options above 0% require separate add-on treatment.
Presets
NMD Position
Fixed-rate mortgage prepayment option exposure, % of book.
Standardised Approach Mapping







  

    
Ask your agent

    
  

  
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 `map_irrbb_standardised_approach`. Task: Map non-maturing deposit positions to the EBA standardised-approach behavioural caps (BCBS d368 para 87 / Annex 2): retail transactional 90%/5y, retail non-transactional 70%/4.5y, wholesale 50%/4y.
Call it with arguments: {"policy_parameters":{"positions":{"deposit_category":"retail_transactional","core_deposit_pct":95,"behavioural_mortgage_prepay_pct":15}}}
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-186-irrbb-standardised-approach-mapper.html#p=v1.H4sIAAAAAAAA_wF0AIv_eyJwb3NpdGlvbnMiOnsiZGVwb3NpdF9jYXRlZ29yeSI6InJldGFpbF90cmFuc2FjdGlvbmFsIiwiY29yZV9kZXBvc2l0X3BjdCI6OTUsImJlaGF2aW91cmFsX21vcnRnYWdlX3ByZXBheV9wY3QiOjE1fX1Pp8u9dAAAAA