{
  "tool_id": "art-433-call-report-rcr-capital",
  "note": "Vector 1 sourced from FDIC BankFind Suite (api.fdic.gov/banks/financials, CERT:3510, REPDTE:20260331 -- Bank of America NA's FDIC-published, Call-Report-derived Q1 2026 figures), a public reproducible corpus per BANKING-OCG-BUILD-SPEC.md §4.1 (fetched 2026-07-23). tier1_capital_usd/tier2_capital_usd/total_rwa_usd map exactly to the source's RBCT1J/RBCT2/RWAJT fields; the source's quick-field query does not separately break out CET1 vs additional Tier 1 (cet1_capital_usd is set equal to the filed Tier 1 total, additional_tier1_capital_usd=0) nor total leverage exposure (approximated here as filed total consolidated assets, ASSET) -- so this vector's supplementary-leverage-ratio figure is illustrative, not the institution's officially reported SLR. Vector 2 is synthetic and exercises the eSLR GSIB-buffer path (is_gsib=true), which vector 1 does not. golden_hash computed at fixture generation time.",
  "vectors": [
    {
      "name": "boa-cert3510-2026q1-capital",
      "policy_parameters": {
        "entity_id": "FDIC-CERT-3510",
        "reporting_period": "2026-03-31",
        "constants_version": "2026-07-23.basel3-standardized-v1",
        "is_gsib": false,
        "cet1_capital_usd": 186870000,
        "additional_tier1_capital_usd": 0,
        "tier2_capital_usd": 15731000,
        "total_rwa_usd": 1535559000,
        "total_leverage_exposure_usd": 2672192000
      },
      "output_payload": {
        "entity_id": "FDIC-CERT-3510",
        "reporting_period": "2026-03-31",
        "report_form": "FFIEC 031",
        "schedule": "RC-R",
        "constants_version": "2026-07-23.basel3-standardized-v1",
        "is_gsib": false,
        "cet1_capital_usd": 186870000,
        "additional_tier1_capital_usd": 0,
        "tier1_capital_usd": 186870000,
        "tier2_capital_usd": 15731000,
        "total_capital_usd": 202601000,
        "total_rwa_usd": 1535559000,
        "total_leverage_exposure_usd": 2672192000,
        "ratios": {
          "cet1_ratio_pct": 0.121695,
          "cet1_min_pct": 0.045,
          "cet1_pass": true,
          "tier1_ratio_pct": 0.121695,
          "tier1_min_pct": 0.06,
          "tier1_pass": true,
          "total_capital_ratio_pct": 0.13194,
          "total_capital_min_pct": 0.08,
          "total_capital_pass": true,
          "supplementary_leverage_ratio_pct": 0.069931,
          "slr_min_pct": 0.03,
          "slr_pass": true
        },
        "eslr": {
          "applicable": false,
          "buffer_pct": 0,
          "required_slr_pct": null,
          "pass": true,
          "final_rule_citation": "eSLR final rule, published 2025-12-01, effective 2026-04-01 (§0.2)"
        },
        "boundary_note": "Capital component and RWA values are caller-declared; this kernel performs only ratio arithmetic and threshold comparison against caller-declared, version-pinned minimums. It does not calculate risk weights, classify exposures, or derive GSIB status.",
        "mdrm_note": "Schedule RC-R MDRM item prefixes vary by advanced vs. standardized approach and reporting vintage; capital-component field names here mirror the FDIC BankFind Suite mnemonics (RBCT1J tier1, RBCT2 tier2, RWAJT total RWA), which the FDIC itself derives from filed Call Report Schedule RC-R submissions."
      },
      "golden_hash": "159dbebfca942a9dc70fe5a07ca3ad4ad14f68a2ab09bcf0ad5cff2807d310c9"
    },
    {
      "name": "synthetic-gsib-eslr-shortfall",
      "policy_parameters": {
        "entity_id": "SYN-GSIB-0001",
        "reporting_period": "2026-06-30",
        "constants_version": "2026-07-23.basel3-standardized-v1",
        "is_gsib": true,
        "eslr_buffer_pct": 0.02,
        "cet1_capital_usd": 60000000,
        "additional_tier1_capital_usd": 5000000,
        "tier2_capital_usd": 10000000,
        "total_rwa_usd": 500000000,
        "total_leverage_exposure_usd": 1600000000
      },
      "output_payload": {
        "entity_id": "SYN-GSIB-0001",
        "reporting_period": "2026-06-30",
        "report_form": "FFIEC 031",
        "schedule": "RC-R",
        "constants_version": "2026-07-23.basel3-standardized-v1",
        "is_gsib": true,
        "cet1_capital_usd": 60000000,
        "additional_tier1_capital_usd": 5000000,
        "tier1_capital_usd": 65000000,
        "tier2_capital_usd": 10000000,
        "total_capital_usd": 75000000,
        "total_rwa_usd": 500000000,
        "total_leverage_exposure_usd": 1600000000,
        "ratios": {
          "cet1_ratio_pct": 0.12,
          "cet1_min_pct": 0.045,
          "cet1_pass": true,
          "tier1_ratio_pct": 0.13,
          "tier1_min_pct": 0.06,
          "tier1_pass": true,
          "total_capital_ratio_pct": 0.15,
          "total_capital_min_pct": 0.08,
          "total_capital_pass": true,
          "supplementary_leverage_ratio_pct": 0.040625,
          "slr_min_pct": 0.03,
          "slr_pass": true
        },
        "eslr": {
          "applicable": true,
          "buffer_pct": 0.02,
          "required_slr_pct": 0.05,
          "pass": false,
          "final_rule_citation": "eSLR final rule, published 2025-12-01, effective 2026-04-01 (§0.2)"
        },
        "boundary_note": "Capital component and RWA values are caller-declared; this kernel performs only ratio arithmetic and threshold comparison against caller-declared, version-pinned minimums. It does not calculate risk weights, classify exposures, or derive GSIB status.",
        "mdrm_note": "Schedule RC-R MDRM item prefixes vary by advanced vs. standardized approach and reporting vintage; capital-component field names here mirror the FDIC BankFind Suite mnemonics (RBCT1J tier1, RBCT2 tier2, RWAJT total RWA), which the FDIC itself derives from filed Call Report Schedule RC-R submissions."
      },
      "golden_hash": "23a9555c87921f2860b4087e2be8157f2cfe5352512092bd8a95f9427a1c3f5a"
    }
  ]
}