OpenChainGraph Suite · ART-187 · Prudential & Basel Risk

IRRBB CSRBB Scope Checker

Identify Credit Spread Risk in the Banking Book (CSRBB) scope: fair-valued instruments whose credit-spread risk is not fully captured by credit-risk or IRRBB frameworks. No EU-wide materiality threshold is prescribed — proportionality is a competent-authority / institution judgment (EBA/GL/2022/14). Second node of the irrbb-measurement-and-disclosure chain. Zero network.

IRRBB CSRBB 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
Second node of irrbb-measurement-and-disclosure chain (art-186→187→188). Fair-value instruments (FVOCI/AFS bond books, fair-valued loans, liquidity-buffer bonds) put a bank in CSRBB scope, requiring a defined methodology and ICAAP inclusion. A bank is CSRBB-conformant if, whenever in scope, both governance items are confirmed.
Presets
Fair-Value Instruments (€M)
Governance
csrbb_methodology_defined — a CSRBB identification and measurement methodology exists
csrbb_included_in_icaap — CSRBB is included in the ICAAP
CSRBB Scope Results







  

    
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 `check_irrbb_csrbb_scope`. Task: Identify CSRBB scope from fair-value instrument holdings and check governance gaps (methodology defined, ICAAP inclusion).
Call it with arguments: {"policy_parameters":{"instruments":{"fvoci_afs_bonds":500,"fair_value_loans":0,"liquidity_buffer_bonds":200},"governance":{"csrbb_methodology_defined":false,"csrbb_included_in_icaap":true}}}
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-187-irrbb-csrbb-scope-checker.html#p=v1.H4sIAAAAAAAA_wGpAFb_eyJpbnN0cnVtZW50cyI6eyJmdm9jaV9hZnNfYm9uZHMiOjUwMCwiZmFpcl92YWx1ZV9sb2FucyI6MCwibGlxdWlkaXR5X2J1ZmZlcl9ib25kcyI6MjAwfSwiZ292ZXJuYW5jZSI6eyJjc3JiYl9tZXRob2RvbG9neV9kZWZpbmVkIjpmYWxzZSwiY3NyYmJfaW5jbHVkZWRfaW5faWNhYXAiOnRydWV9fQfHeWypAAAA