{
  "tool_id": "art-183-irrbb-eve-shock-calculator",
  "kernel_id": "art-183-irrbb-eve-shock-calculator",
  "display_name": "IRRBB EVE Shock Calculator",
  "tool_version": "1.0.0",
  "mandate_type": "compliance_mandate",
  "purpose": "Calculate Delta Economic Value of Equity (EVE) under the 6 BCBS d368 / EBA standardised IRRBB shock scenarios (parallel up, parallel down, short up, short down, steepener, flattener), recalibrated effective 1 Jan 2026. Duration-based sensitivity over 6 standardised repricing time buckets using a 200bp reference parallel shock and the BCBS d368 Annex 2 short/long tenor scalars. Returns per-scenario delta_eve, worst_scenario, and worst_delta_eve. Root node of the irrbb-supervisory-outlier-test chain. BCBS d368 (2024 recalibration). NaN-safe. Zero network, zero PII.",
  "control_description": "Calculate Delta Economic Value of Equity (EVE) under the 6 BCBS d368 / EBA standardised IRRBB shock scenarios (parallel up, parallel down, short up, short down, steepener, flattener), recalibrated effective 1 Jan 2026. Duration-based sensitivity over 6 standardised repricing time buckets using a 200bp reference parallel shock and the BCBS d368 Annex 2 short/long tenor scalars. Returns per-scenario delta_eve, worst_scenario, and worst_delta_eve. Root node of the irrbb-supervisory-outlier-test chain. BCBS d368 (2024 recalibration). NaN-safe. Zero network, zero PII.",
  "declared_inputs": [],
  "declared_outputs": [
    "art-184-irrbb-sot-eve-evaluator"
  ],
  "kernel_digest": "sha256:0e2d5676cf0630dbfdf841552043d7329a588e69fd00e39d12eedd367b0bc274",
  "trust_label": "deferred -- deterministic source published, zkVM proof not yet generated",
  "data_vintage": "2026-07-10",
  "last_validated": "2026-07-10",
  "conformance_fixtures_vendored": true,
  "compute_proof_ready": "ready",
  "wave": 33,
  "source_url": "https://ainumbers.co/chaingraph/art-183-irrbb-eve-shock-calculator.html",
  "generated_at": "2026-07-27T13:08:52.746Z"
}