{
  "tool_id": "art-439-y14-capital-worksheet-rollforward",
  "note": "Vector 1 rolls beginning capital balances forward through net-income-style additions and dividend/buyback-style deductions to an ending balance that reconciles exactly (delta_usd=0) against a caller-declared cross-check reference figure -- exercising the cross_check.pass=true branch. Vector 2 is synthetic and applies a nonzero published-scenario adjustment (illustrating the DFAST/CCAR severely-adverse published-scenario delta path, caller-declared) whose ending total capital falls outside the caller-declared tolerance against the reference figure -- exercising the cross_check.pass=false / Y14RF_CROSS_CHECK_MISMATCH branch. golden_hash computed at fixture generation time via chaingraph/kernels/_hash.mjs executionHash(policy_parameters, output_payload).",
  "vectors": [
    {
      "name": "boa-y14-2026q1-rollforward",
      "policy_parameters": {
        "entity_id": "FDIC-CERT-3510",
        "reporting_period": "2026-03-31",
        "constants_version": "2026-07-23.y14-capital-rollforward-v1",
        "beginning_balances": { "cet1": 180000000, "at1": 8000000, "t2": 14000000 },
        "additions": { "cet1": 9000000, "at1": 0, "t2": 1000000 },
        "deductions": { "cet1": 2130000, "at1": 0, "t2": 0 },
        "published_scenario": {
          "name": "2026 Federal Reserve Severely Adverse Scenario",
          "citation": "12 CFR 252.146; FRB DFAST 2026 Scenarios, published 2026-02-06",
          "cet1_adjustment_usd": 0,
          "at1_adjustment_usd": 0,
          "t2_adjustment_usd": 0
        },
        "cross_check": { "reported_total_capital_usd": 209870000, "tolerance_usd": 1000 }
      },
      "output_payload": {
        "entity_id": "FDIC-CERT-3510",
        "reporting_period": "2026-03-31",
        "report_form": "FR Y-14A/Q",
        "worksheet": "Regulatory Capital Instruments and Components Roll-Forward",
        "constants_version": "2026-07-23.y14-capital-rollforward-v1",
        "published_scenario": {
          "name": "2026 Federal Reserve Severely Adverse Scenario",
          "citation": "12 CFR 252.146; FRB DFAST 2026 Scenarios, published 2026-02-06"
        },
        "rollforward": {
          "cet1": { "beginning_usd": 180000000, "additions_usd": 9000000, "deductions_usd": 2130000, "scenario_adjustment_usd": 0, "ending_usd": 186870000 },
          "at1": { "beginning_usd": 8000000, "additions_usd": 0, "deductions_usd": 0, "scenario_adjustment_usd": 0, "ending_usd": 8000000 },
          "t2": { "beginning_usd": 14000000, "additions_usd": 1000000, "deductions_usd": 0, "scenario_adjustment_usd": 0, "ending_usd": 15000000 }
        },
        "ending_tier1_capital_usd": 194870000,
        "ending_total_capital_usd": 209870000,
        "cross_check": { "reported_total_capital_usd": 209870000, "tolerance_usd": 1000, "delta_usd": 0, "pass": true },
        "boundary_note": "Every roll-forward line item, the scenario adjustment amount, and the cross-check reference figure are caller-declared; this kernel performs only roll-forward arithmetic and a tolerance comparison. It does not model capital plans, forecast PPNR/losses, or translate a scenario into balance-sheet impact -- firm capital-planning models stay strictly outside this boundary."
      },
      "golden_hash": "f49546ef512258e8c30ea2d26706021cadc990bf16d2cfee91f7737f67573f62"
    },
    {
      "name": "synthetic-scenario-shortfall-mismatch",
      "policy_parameters": {
        "entity_id": "SYN-Y14-0001",
        "reporting_period": "2026-06-30",
        "constants_version": "2026-07-23.y14-capital-rollforward-v1",
        "beginning_balances": { "cet1": 60000000, "at1": 5000000, "t2": 10000000 },
        "additions": { "cet1": 0, "at1": 0, "t2": 0 },
        "deductions": { "cet1": 0, "at1": 0, "t2": 0 },
        "published_scenario": {
          "name": "2026 Federal Reserve Severely Adverse Scenario",
          "citation": "12 CFR 252.146; FRB DFAST 2026 Scenarios, published 2026-02-06",
          "cet1_adjustment_usd": -8000000,
          "at1_adjustment_usd": -1000000,
          "t2_adjustment_usd": 0
        },
        "cross_check": { "reported_total_capital_usd": 70000000, "tolerance_usd": 500000 }
      },
      "output_payload": {
        "entity_id": "SYN-Y14-0001",
        "reporting_period": "2026-06-30",
        "report_form": "FR Y-14A/Q",
        "worksheet": "Regulatory Capital Instruments and Components Roll-Forward",
        "constants_version": "2026-07-23.y14-capital-rollforward-v1",
        "published_scenario": {
          "name": "2026 Federal Reserve Severely Adverse Scenario",
          "citation": "12 CFR 252.146; FRB DFAST 2026 Scenarios, published 2026-02-06"
        },
        "rollforward": {
          "cet1": { "beginning_usd": 60000000, "additions_usd": 0, "deductions_usd": 0, "scenario_adjustment_usd": -8000000, "ending_usd": 52000000 },
          "at1": { "beginning_usd": 5000000, "additions_usd": 0, "deductions_usd": 0, "scenario_adjustment_usd": -1000000, "ending_usd": 4000000 },
          "t2": { "beginning_usd": 10000000, "additions_usd": 0, "deductions_usd": 0, "scenario_adjustment_usd": 0, "ending_usd": 10000000 }
        },
        "ending_tier1_capital_usd": 56000000,
        "ending_total_capital_usd": 66000000,
        "cross_check": { "reported_total_capital_usd": 70000000, "tolerance_usd": 500000, "delta_usd": -4000000, "pass": false },
        "boundary_note": "Every roll-forward line item, the scenario adjustment amount, and the cross-check reference figure are caller-declared; this kernel performs only roll-forward arithmetic and a tolerance comparison. It does not model capital plans, forecast PPNR/losses, or translate a scenario into balance-sheet impact -- firm capital-planning models stay strictly outside this boundary."
      },
      "golden_hash": "b9433b21b7534c57e0110131f2b602b4f00f1b79e2fee26f023c42a31bd35ac7"
    }
  ]
}