{
  "tool_id": "art-369-run-rate-shock-ladder",
  "kernel_id": "art-369-run-rate-shock-ladder",
  "display_name": "Rate Shock Ladder Replay",
  "tool_version": "1.0.0",
  "mandate_type": "analytics_mandate",
  "purpose": "US OCC/FDIC interest-rate-risk parallel shock ladder: sweeps four prescribed parallel magnitudes (+/-100/200/300/400bp) over a bucketed repricing-gap schedule, returning both a duration-weighted delta-EVE leg and a 12-month cumulative-gap delta-NII leg per shock. Optional non-parallel steepener/flattener presets are caller-declared (short/long tenor bps split), not baked-in regulatory scalars. Distinct from the shipped BCBS d368 / EBA standardised six-scenario convention (art-183/art-185): sweeps multiple magnitudes rather than one, and combines EVE+NII in a single kernel. Complements CC-A repricing-gap schedules or user-supplied gap tables. NaN-safe. Zero network, zero PII.",
  "control_description": "US OCC/FDIC interest-rate-risk parallel shock ladder: sweeps four prescribed parallel magnitudes (+/-100/200/300/400bp) over a bucketed repricing-gap schedule, returning both a duration-weighted delta-EVE leg and a 12-month cumulative-gap delta-NII leg per shock. Optional non-parallel steepener/flattener presets are caller-declared (short/long tenor bps split), not baked-in regulatory scalars. Distinct from the shipped BCBS d368 / EBA standardised six-scenario convention (art-183/art-185): sweeps multiple magnitudes rather than one, and combines EVE+NII in a single kernel. Complements CC-A repricing-gap schedules or user-supplied gap tables. NaN-safe. Zero network, zero PII.",
  "declared_inputs": [],
  "declared_outputs": [],
  "kernel_digest": "sha256:225cfd55e3d840c397a4282c89669257f774926ce11c8062c5dbe6d249cc730e",
  "trust_label": "independently verified -- zkVM execution proof (risc0/groth16-bn254)",
  "data_vintage": "2026-07-19",
  "last_validated": "2026-07-19",
  "conformance_fixtures_vendored": true,
  "compute_proof_ready": "ready",
  "wave": 64,
  "source_url": "https://ainumbers.co/chaingraph/art-369-run-rate-shock-ladder.html",
  "generated_at": "2026-07-25T20:02:55.601Z"
}