OpenChainGraph Suite · CONTRACT A3 · arch #5

Basel IV Capital Stress Testing

Basel RWA calculation > credit stress-testing workbench > RAROC loan pricing > IFRS9 credit migration matrix — composite Basel IV capital stress mandate.

OpenChainGraph · 4 Steps capital assessment Hash-Anchored §4 chain_depth:4 Client-Side · Zero PII
Chain Topology — Basel Rwa Calculator → Credit Stress Testing Workbench → Raroc Loan Pricing Model → Ifrs9 Credit Migration Matrix
§4 Execution Hash · Chain Definition Anchor
execution_hash:computing…
Market Rationale
Buyer: Head of Capital Stress Testing / CRO at bank or credit institution
Forcing function: Basel IV full implementation Jan 2025 (EU CRR3); ECB stress test 2025 cycle
Chain Stages · 4 Steps
1 ROOT · D0 catalog
Basel Rwa Calculator 201-basel-rwa-calculator
rwa_baseline and capital_ratio feed Stage 2 credit stress-testing workbench
↓
2 D2 catalog
Credit Stress Testing Workbench 202-credit-stress-testing-workbench
stress_scenarios and loss_estimates feed Stage 3 RAROC loan pricing model
↓
3 D3 catalog
Raroc Loan Pricing Model 203-raroc-loan-pricing-model
raroc_hurdle and loan_pricing_matrix feed Stage 4 IFRS9 credit migration
↓
4 TERMINAL · D4 catalog
Ifrs9 Credit Migration Matrix 204-ifrs9-credit-migration-matrix
migration_matrix and ecl_projection — final Basel IV capital stress mandate
Export Artifacts
Download the §4 chain definition artifact (hash-anchored composite JSON) or the §13.11 W3C Verifiable Credentials view. Both derive from the chain definition — no new hash is minted. Available after hash computation.