{
  "tool_id": "art-187-irrbb-csrbb-scope-checker",
  "kernel_id": "art-187-irrbb-csrbb-scope-checker",
  "display_name": "IRRBB CSRBB Scope Checker",
  "tool_version": "1.0.0",
  "mandate_type": "compliance_mandate",
  "purpose": "Identify Credit Spread Risk in the Banking Book (CSRBB) scope per EBA Guidelines on IRRBB and CSRBB (EBA/GL/2022/14): instruments held at fair value whose credit-spread risk is not fully captured by credit-risk or IRRBB frameworks (FVOCI/AFS bond books, fair-valued loans, liquidity-buffer bonds) put a bank in scope, requiring a defined methodology and ICAAP inclusion. No EU-wide materiality threshold is prescribed -- proportionality is a competent-authority / institution judgment. Second node of the irrbb-measurement-and-disclosure chain. NaN-safe. Zero network, zero PII.",
  "control_description": "Identify Credit Spread Risk in the Banking Book (CSRBB) scope per EBA Guidelines on IRRBB and CSRBB (EBA/GL/2022/14): instruments held at fair value whose credit-spread risk is not fully captured by credit-risk or IRRBB frameworks (FVOCI/AFS bond books, fair-valued loans, liquidity-buffer bonds) put a bank in scope, requiring a defined methodology and ICAAP inclusion. No EU-wide materiality threshold is prescribed -- proportionality is a competent-authority / institution judgment. Second node of the irrbb-measurement-and-disclosure chain. NaN-safe. Zero network, zero PII.",
  "declared_inputs": [
    "art-186-irrbb-standardised-approach-mapper"
  ],
  "declared_outputs": [
    "art-188-irrbb-disclosure-readiness-diagnostic"
  ],
  "kernel_digest": "sha256:e0668a442d00bd348f2bffbd00bb409b194bafaab9f69418d35947ff666d3e53",
  "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-187-irrbb-csrbb-scope-checker.html",
  "generated_at": "2026-07-25T20:02:55.601Z"
}