{
  "tool_id": "sim-01-lcr-nsfr-liquidity-stress-test",
  "kernel_id": "sim-01-lcr-nsfr-liquidity-stress-test",
  "display_name": "Liquidity Stress Test Simulator (LCR/NSFR)",
  "tool_version": "1.0.0",
  "mandate_type": "liquidity_mandate",
  "purpose": "Monte Carlo simulation of LCR and NSFR under Basel III stress (CRR Art. 412/428, EBA GL/2017/01). 1,000 paths × 250 time steps. P5–P95 percentile distribution, breach probability, time-to-breach, sensitivity tornado.",
  "control_description": "Monte Carlo simulation of LCR and NSFR under Basel III stress (CRR Art. 412/428, EBA GL/2017/01). 1,000 paths × 250 time steps. P5–P95 percentile distribution, breach probability, time-to-breach, sensitivity tornado.",
  "declared_inputs": [],
  "declared_outputs": [
    "rca-02-mica-reserve-stress",
    "ptg-01-ap2-prompt-template-generator"
  ],
  "kernel_digest": "sha256:e22635c466fd20d5fb8ff61aa494e70f70f958e303b5d52a90e0f0f22a6e930e",
  "trust_label": "independently verified: zkVM execution proof (risc0/groth16-bn254)",
  "data_vintage": "2026-07-13",
  "last_validated": "2026-07-13",
  "conformance_fixtures_vendored": false,
  "compute_proof_ready": "ready",
  "wave": 1,
  "source_url": "https://ainumbers.co/chaingraph/sim-01-lcr-nsfr-liquidity-stress-test.html",
  "generated_at": "2026-08-15T11:12:17.704Z"
}