{
  "tool_id": "qfa-03-stress-test-engine",
  "kernel_id": "qfa-03-stress-test-engine",
  "display_name": "Stress Test Engine",
  "tool_version": "1.0.0",
  "mandate_type": "risk_parameter",
  "purpose": "Multi-scenario stress testing across 6 historical crisis scenarios (GFC 2008, COVID Mar 2020, Dot-com Bust, Lehman Week, Rate Shock 2022, SVB Contagion 2023) with Monte Carlo per scenario. Equity/credit/rate factor decomposition, stressed VaR and ES, stress multiplier, recovery-day estimate. Chains from QFA-02 (VaR Engine). Feeds RCA-01 (FRTB IMA). Basel 3.1 Pillar 2 ICAAP / EBA GL/2018/04 / FRTB MAR30 stress calibration reference.",
  "control_description": "Multi-scenario stress testing across 6 historical crisis scenarios (GFC 2008, COVID Mar 2020, Dot-com Bust, Lehman Week, Rate Shock 2022, SVB Contagion 2023) with Monte Carlo per scenario. Equity/credit/rate factor decomposition, stressed VaR and ES, stress multiplier, recovery-day estimate. Chains from QFA-02 (VaR Engine). Feeds RCA-01 (FRTB IMA). Basel 3.1 Pillar 2 ICAAP / EBA GL/2018/04 / FRTB MAR30 stress calibration reference.",
  "declared_inputs": [
    "qfa-02-portfolio-var-engine"
  ],
  "declared_outputs": [
    "rca-01-frtb-ima-pre-validator",
    "ptg-01-ap2-prompt-template-generator"
  ],
  "kernel_digest": "sha256:16acc10c94489a5127aab924048c6903c4df2ac6bb1acb5f2d1b2ed1982769d4",
  "trust_label": "independently verified -- zkVM execution proof (risc0/groth16-bn254)",
  "data_vintage": "2026-07-12",
  "last_validated": "2026-07-12",
  "conformance_fixtures_vendored": false,
  "compute_proof_ready": "ready",
  "wave": 4,
  "source_url": "https://ainumbers.co/chaingraph/qfa-03-stress-test-engine.html",
  "generated_at": "2026-07-25T20:02:55.601Z"
}