{
  "tool_id": "art-443-irrbb-basis-risk-nii-shock-calculator",
  "kernel_id": "art-443-irrbb-basis-risk-nii-shock-calculator",
  "display_name": "IRRBB Basis-Risk NII Shock Calculator",
  "tool_version": "1.0.0",
  "mandate_type": "analytics_mandate",
  "purpose": "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. Distinct from art-369 (Rate Shock Ladder Replay), whose parallel-curve convention assumes one shock moves the entire gap schedule uniformly and cannot see basis risk. Complements art-369 and art-442 as the third leg of a full NII/EVE-shock toolkit. NaN-safe. Zero network, zero PII.",
  "control_description": "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. Distinct from art-369 (Rate Shock Ladder Replay), whose parallel-curve convention assumes one shock moves the entire gap schedule uniformly and cannot see basis risk. Complements art-369 and art-442 as the third leg of a full NII/EVE-shock toolkit. NaN-safe. Zero network, zero PII.",
  "declared_inputs": [],
  "declared_outputs": [],
  "kernel_digest": "sha256:6a53b2b9e42a854d9801a6759fcc8e62fbd7ee5f0585ea83b9c43165bf2d9bcc",
  "trust_label": "independently verified -- zkVM execution proof (risc0/groth16-bn254)",
  "data_vintage": "2026-07-23",
  "last_validated": "2026-07-23",
  "conformance_fixtures_vendored": true,
  "compute_proof_ready": "ready",
  "wave": 73,
  "source_url": "https://ainumbers.co/chaingraph/art-443-irrbb-basis-risk-nii-shock-calculator.html",
  "generated_at": "2026-07-25T20:02:55.601Z"
}