OpenChainGraph Suite · ART-370 · Simulation & replay
Supervisory Scenario Replay (DFAST-lite)
Replays the Federal Reserve's published 2026 supervisory stress test scenario paths (28 variables, baseline and severely adverse, Q1:2026 through Q1:2029) against loss and PPNR coefficient functions you supply, and returns a quarterly profit-and-loss and capital walk. The scenario data is pinned from the Fed's final published release and never fetched at runtime.
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Not a supervisory result
This tool is NOT the Federal Reserve's model, NOT a DFAST submission, and NOT a supervisory result. It replays loss and PPNR functions you declare over the Fed's officially published scenario paths. The receipt below carries a digest of the exact scenario data used, so the replay is checkable against the source. It is not a claim about what any regulator would conclude.
Scenario source
Board of Governors of the Federal Reserve System, "2026 Supervisory Stress Test Scenarios," released 2026-02-04. Tables 3.A/3.B (baseline) and 4.A/4.B (severely adverse), all 28 published variables, transcribed verbatim from the final PDF (the Fed does not publish a CSV/XLSX for this release). Fixture set + per-file digests: provenance.json. Annual re-pin required each February when the Fed publishes new scenarios.
Presets
Scenario
Bank Parameters
Loss Function (intercept + ∑ coefficient × variable, per quarter)