{
  "type": "ZkVmReceipt",
  "system": "risc0",
  "receiptFormat": "groth16-bn254",
  "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
  "seal": "C/4HBVyibAVKYkVQINsomTvwp/1jQNPNMNkyhVd7nmUAQ/ugei9fqhAH+SNX+tAl1bohIk4FoyF7WHAbydtk4i6ARWFJjO24g/aQ24P84km4JmWHyCjDJhDbDqRMg7PCJUwXfjRSe0e3zI4zTvuvqevIvu3BcdXkasnYSTbVraYbiqWBGxKOdUFiZtQQlRvfOuZE+yBbYzlFg1IQ4en5zhhFHhyBLgvf1AupNW4JqcHPxjgS5/O08Mpi0OQEEZKQDJLEcb7kq9vcNVpJ8ioFkfNOxz99+BIMXopMgQERZTMVaTgfyEczTwO/9UO8nF+zYgd1aMSYpU0GYppsBl5sfg==",
  "journal": {
    "chaingraph_version": "0.4.0",
    "kernel_digest": "sha256:225cfd55e3d840c397a4282c89669257f774926ce11c8062c5dbe6d249cc730e",
    "output": {
      "buckets_used": [
        "on_1m",
        "m1_y1",
        "y1_y3",
        "y3_y5",
        "y5_y10",
        "y10_plus"
      ],
      "convention": "US OCC/FDIC parallel rate-shock ladder",
      "ladder": {
        "parallel_down_100bp": {
          "delta_eve": 25040,
          "delta_nii": -3000,
          "shock_bps": -100
        },
        "parallel_down_200bp": {
          "delta_eve": 50080,
          "delta_nii": -6000,
          "shock_bps": -200
        },
        "parallel_down_300bp": {
          "delta_eve": 75120,
          "delta_nii": -9000,
          "shock_bps": -300
        },
        "parallel_down_400bp": {
          "delta_eve": 100160,
          "delta_nii": -12000,
          "shock_bps": -400
        },
        "parallel_up_100bp": {
          "delta_eve": -25040,
          "delta_nii": 3000,
          "shock_bps": 100
        },
        "parallel_up_200bp": {
          "delta_eve": -50080,
          "delta_nii": 6000,
          "shock_bps": 200
        },
        "parallel_up_300bp": {
          "delta_eve": -75120,
          "delta_nii": 9000,
          "shock_bps": 300
        },
        "parallel_up_400bp": {
          "delta_eve": -100160,
          "delta_nii": 12000,
          "shock_bps": 400
        }
      },
      "magnitudes_bps": [
        100,
        200,
        300,
        400
      ],
      "nii_12m_gap": 300000,
      "preset_shocks": {
        "flattener": {
          "delta_eve": 15085,
          "delta_nii": null,
          "long_bps": -50,
          "short_bps": 100
        },
        "steepener": {
          "delta_eve": -27605,
          "delta_nii": null,
          "long_bps": 100,
          "short_bps": -50
        }
      },
      "total_net_gap": 500000,
      "worst_delta_eve": -100160,
      "worst_scenario": "parallel_up_400bp"
    }
  }
}