US OCC/FDIC-convention parallel rate-shock ladder: sweeps four prescribed magnitudes (±100/200/300/400bp) over a bucketed repricing-gap schedule, returning a duration-weighted delta-EVE and a 12-month cumulative-gap delta-NII per shock. Optional non-parallel steepener/flattener presets are declared by you (short/long tenor bps split) — never a baked-in regulatory scalar. Complements the shipped BCBS d368 / EBA six-scenario IRRBB EVE calculator, which uses a single 200bp reference shock and fixed Annex 2 tenor scalars.
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
⚠ Repricing gaps, the 12-month NII gap, and any non-parallel preset splits are your own inputs — this tool never vendors a live scenario feed or regulatory-scalar table.
Repricing Gap Schedule (net cash-flow gap per bucket, $)