Comptroller's Handbook IRR basis-risk convention: sweeps one reference-rate shock across multiple priced indices (Prime, SOFR, Fed Funds, CD portfolio, etc.), each with a caller-declared historical beta vs the reference rate, and isolates the incremental delta-NII attributable to those indices not moving in lockstep. Distinct from ART-369's Rate Shock Ladder Replay, whose parallel-curve convention assumes one shock moves the entire gap schedule uniformly and cannot see basis risk.
Copy this paragraph into Claude, OpenClaw, or any MCP-aware agent to run this exact tool, with this sample, and verify the artifact.
Run the AINumbers MCP tool `calculate_basis_risk_nii_shock`. Task: Comptroller's Handbook IRR basis-risk delta-NII calculator: sweeps a single reference-rate shock across multiple priced indices (Prime, SOFR, Fed Funds, CD portfolio, etc.), each with a caller-declared historical beta vs the reference rate, and isolates the incremental delta-NII from indices not moving in lockstep.
Synthetic sample input (policy_parameters): {"index_exposures":[{"index_name":"prime","asset_balance":2000000,"liability_balance":0,"beta_vs_reference":1},{"index_name":"sofr","asset_balance":500000,"liability_balance":0,"beta_vs_reference":0.9},{"index_name":"cd_portfolio","asset_balance":0,"liability_balance":1000000,"beta_vs_reference":0.5}],"reference_shock_bps":100,"horizon_months":12}
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Open the tool with the sample prefilled: https://ainumbers.co/chaingraph/art-443-irrbb-basis-risk-nii-shock-calculator.html#p=v1.H4sIAAAAAAAA_wFdAaL-eyJpbmRleF9leHBvc3VyZXMiOlt7ImluZGV4X25hbWUiOiJwcmltZSIsImFzc2V0X2JhbGFuY2UiOjIwMDAwMDAsImxpYWJpbGl0eV9iYWxhbmNlIjowLCJiZXRhX3ZzX3JlZmVyZW5jZSI6MX0seyJpbmRleF9uYW1lIjoic29mciIsImFzc2V0X2JhbGFuY2UiOjUwMDAwMCwibGlhYmlsaXR5X2JhbGFuY2UiOjAsImJldGFfdnNfcmVmZXJlbmNlIjowLjl9LHsiaW5kZXhfbmFtZSI6ImNkX3BvcnRmb2xpbyIsImFzc2V0X2JhbGFuY2UiOjAsImxpYWJpbGl0eV9iYWxhbmNlIjoxMDAwMDAwLCJiZXRhX3ZzX3JlZmVyZW5jZSI6MC41fV0sInJlZmVyZW5jZV9zaG9ja19icHMiOjEwMCwiaG9yaXpvbl9tb250aHMiOjEyfe-d8c5dAQAA