OpenChainGraph Suite · ART-369 · IRRBB & Treasury

Rate Shock Ladder Replay

US OCC/FDIC-convention parallel rate-shock ladder: sweeps four prescribed magnitudes (±100/200/300/400bp) over a bucketed repricing-gap schedule, returning a duration-weighted delta-EVE and a 12-month cumulative-gap delta-NII per shock. Optional non-parallel steepener/flattener presets are declared by you (short/long tenor bps split) — never a baked-in regulatory scalar. Complements the shipped BCBS d368 / EBA six-scenario IRRBB EVE calculator, which uses a single 200bp reference shock and fixed Annex 2 tenor scalars.

4-Magnitude Parallel Ladder Delta-EVE + Delta-NII Declared Non-Parallel Presets

🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.

⚠ Repricing gaps, the 12-month NII gap, and any non-parallel preset splits are your own inputs — this tool never vendors a live scenario feed or regulatory-scalar table.

Repricing Gap Schedule (net cash-flow gap per bucket, $)

BucketNet gap

Overnight-1m

1m-1y

1y-3y

3y-5y

5y-10y

10y+

12-month cumulative NII repricing gap ($)

Non-Parallel Presets (optional, declared)

NameShort bpsLong bps

Ladder (parallel shocks)

Declared Presets

Execution Hash (SHA-256)

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 `run_rate_shock_ladder`. Task: US OCC/FDIC interest-rate-risk parallel shock ladder: sweeps four prescribed parallel magnitudes (+/-100/200/300/400bp) over a bucketed repricing-gap schedule, returning both a duration-weighted delta-EVE leg and a 12-month cumulative-gap delta-NII leg per shock.
Call it with arguments: {"policy_parameters":{"repricing_gaps":{"on_1m":100000,"m1_y1":250000,"y1_y3":-150000,"y3_y5":200000,"y5_y10":-50000,"y10_plus":150000},"nii_12m_gap":300000,"shock_presets":[{"name":"steepener","short_bps":-50,"long_bps":100},{"name":"flattener","short_bps":100,"long_bps":-50}]}}
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-369-run-rate-shock-ladder.html#p=v1.H4sIAAAAAAAA_wECAf3-eyJyZXByaWNpbmdfZ2FwcyI6eyJvbl8xbSI6MTAwMDAwLCJtMV95MSI6MjUwMDAwLCJ5MV95MyI6LTE1MDAwMCwieTNfeTUiOjIwMDAwMCwieTVfeTEwIjotNTAwMDAsInkxMF9wbHVzIjoxNTAwMDB9LCJuaWlfMTJtX2dhcCI6MzAwMDAwLCJzaG9ja19wcmVzZXRzIjpbeyJuYW1lIjoic3RlZXBlbmVyIiwic2hvcnRfYnBzIjotNTAsImxvbmdfYnBzIjoxMDB9LHsibmFtZSI6ImZsYXR0ZW5lciIsInNob3J0X2JwcyI6MTAwLCJsb25nX2JwcyI6LTUwfV19Ac-tpQIBAAA