OpenChainGraph Suite · ART-184 · Prudential & Basel Risk

IRRBB SOT EVE Evaluator

Evaluate the Economic Value of Equity leg of the EBA Supervisory Outlier Test: the worst-case Delta EVE decline versus the hard EU-wide threshold of 15% of Tier 1 capital. Second node of the irrbb-supervisory-outlier-test chain. §16 proof candidate. Zero network.

IRRBB SOT / EVE EBA GL/2022/14 Zero PII §16 Proof Candidate W3C VC §13.11
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Scope
Second node of irrbb-supervisory-outlier-test chain (art-183→184→185). EBA RTS on the Supervisory Outlier Test: if the worst-case Delta EVE decline across the 6 standardised shock scenarios exceeds 15% of Tier 1 capital, the institution is flagged an outlier and immediate supervisory dialogue is required (EBA/GL/2022/14). Enter worst_delta_eve from art-183 (negative = decline) and tier1_capital.
Presets
EVE Shock & Capital (€M)
Worst-case Delta EVE from art-183 (negative = decline).
SOT/EVE Results