{
  "tool_id": "art-436-bhc-schedule-hcr-capital",
  "note": "Vector 1 (RSSD-1073757) is a synthetic non-GSIB top-tier BHC passing all Basel III standardized minimums and the (inapplicable) eSLR check. Vector 2 (RSSD-2200001) is a synthetic GSIB-scale BHC exercising the eSLR buffer path (is_gsib=true, eslr_buffer_pct=0.02) with SLR comfortably above the combined 3%+2% requirement. Y-9C has no public taxonomy (§0.2); these are synthetic, not CDR-sourced. golden_hash computed at fixture generation time via the shared _hash.mjs executionHash().",
  "vectors": [
    {
      "name": "synthetic-non-gsib-passing",
      "policy_parameters": {
        "entity_id": "RSSD-1073757",
        "reporting_period": "2026-03-31",
        "constants_version": "basel3-std-2026.1",
        "is_gsib": false,
        "cet1_capital_usd": 220000000,
        "additional_tier1_capital_usd": 10000000,
        "tier2_capital_usd": 15000000,
        "total_rwa_usd": 1800000000,
        "total_leverage_exposure_usd": 2700000000
      },
      "output_payload": {
        "entity_id": "RSSD-1073757",
        "reporting_period": "2026-03-31",
        "report_form": "FR Y-9C",
        "schedule": "HC-R",
        "constants_version": "basel3-std-2026.1",
        "is_gsib": false,
        "cet1_capital_usd": 220000000,
        "additional_tier1_capital_usd": 10000000,
        "tier1_capital_usd": 230000000,
        "tier2_capital_usd": 15000000,
        "total_capital_usd": 245000000,
        "total_rwa_usd": 1800000000,
        "total_leverage_exposure_usd": 2700000000,
        "ratios": {
          "cet1_ratio_pct": 0.122222,
          "cet1_min_pct": 0.045,
          "cet1_pass": true,
          "tier1_ratio_pct": 0.127778,
          "tier1_min_pct": 0.06,
          "tier1_pass": true,
          "total_capital_ratio_pct": 0.136111,
          "total_capital_min_pct": 0.08,
          "total_capital_pass": true,
          "supplementary_leverage_ratio_pct": 0.085185,
          "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.",
        "taxonomy_note": "No public XBRL edit taxonomy exists for FR Y-9C (§0.2); capital-component field names mirror the FR Y-9/FFIEC BHCK consolidated mnemonic convention, hand-encoded from FR Y-9C instruction text."
      },
      "golden_hash": "59f137ae4169871ee0a804919201d49a3870ebe367b9a6c63263a5c742cffa49"
    },
    {
      "name": "synthetic-gsib-eslr-passing",
      "policy_parameters": {
        "entity_id": "RSSD-2200001",
        "reporting_period": "2026-03-31",
        "constants_version": "basel3-std-2026.1",
        "is_gsib": true,
        "cet1_capital_usd": 55000000000,
        "additional_tier1_capital_usd": 5000000000,
        "tier2_capital_usd": 8000000000,
        "total_rwa_usd": 900000000000,
        "total_leverage_exposure_usd": 1600000000000,
        "eslr_buffer_pct": 0.02
      },
      "output_payload": {
        "entity_id": "RSSD-2200001",
        "reporting_period": "2026-03-31",
        "report_form": "FR Y-9C",
        "schedule": "HC-R",
        "constants_version": "basel3-std-2026.1",
        "is_gsib": true,
        "cet1_capital_usd": 55000000000,
        "additional_tier1_capital_usd": 5000000000,
        "tier1_capital_usd": 60000000000,
        "tier2_capital_usd": 8000000000,
        "total_capital_usd": 68000000000,
        "total_rwa_usd": 900000000000,
        "total_leverage_exposure_usd": 1600000000000,
        "ratios": {
          "cet1_ratio_pct": 0.061111,
          "cet1_min_pct": 0.045,
          "cet1_pass": true,
          "tier1_ratio_pct": 0.066667,
          "tier1_min_pct": 0.06,
          "tier1_pass": true,
          "total_capital_ratio_pct": 0.075556,
          "total_capital_min_pct": 0.08,
          "total_capital_pass": false,
          "supplementary_leverage_ratio_pct": 0.0375,
          "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.",
        "taxonomy_note": "No public XBRL edit taxonomy exists for FR Y-9C (§0.2); capital-component field names mirror the FR Y-9/FFIEC BHCK consolidated mnemonic convention, hand-encoded from FR Y-9C instruction text."
      },
      "golden_hash": "48b2a6c0e70be391ac405441058b58b6153c5a3406f998885ef56057805a9694"
    }
  ]
}