OpenChainGraph Suite · ART-188 · Prudential & Basel Risk

IRRBB Disclosure Readiness Diagnostic

A–F readiness diagnostic across five IRRBB dimensions: EVE shock calculation performed, SOT (EVE + NII) evaluated, standardised approach mapped, CSRBB scope assessed, and Pillar 3 IRRBB1 disclosure template ready. Terminal node of the irrbb-measurement-and-disclosure chain with Policy Mandate and W3C VC export. Zero network.

IRRBB A–F Grade Pillar 3 IRRBB1 Zero PII W3C VC §13.11 v0.5.0

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Scope

Terminal node of irrbb-measurement-and-disclosure chain (art-186→187→188). Five binary dimensions covering IRRBB measurement and disclosure readiness. Grading: A (5/5), B (4/5), C (3/5), D (2/5), F (0–1/5). Pillar 3 IRRBB1 is the Basel Framework disclosure template (DIS70) covering EVE/NII sensitivity.

Presets

Readiness Dimensions

eve_shock_calculated

Delta EVE has been calculated under all 6 BCBS d368 standardised shock scenarios.

sot_eve_nii_evaluated

Both legs of the Supervisory Outlier Test (EVE and NII) have been evaluated.

standardised_approach_mapped

NMD positions are mapped to the EBA standardised-approach behavioural caps.

csrbb_scope_assessed

CSRBB scope has been identified and governance gaps remediated.

pillar3_irrbb1_ready

Pillar 3 IRRBB1 disclosure template (Basel Framework DIS70) is populated and ready for filing.

Readiness Results