IRRBB EVE Shock Calculator

Calculate Delta Economic Value of Equity (EVE) under the 6 BCBS d368 / EBA standardised IRRBB shock scenarios (parallel up, parallel down, short up, short down, steepener, flattener), recalibrated effective 1 Jan 2026. Duration-based sensitivity over 6 standardised repricing time buckets using a 200bp reference parallel shock and the BCBS d368 Annex 2 short/long tenor scalars. Returns per-scenario delta_eve, worst_scenario, and worst_delta_eve. Root node of the irrbb-supervisory-outlier-test chain. BCBS d368 (2024 recalibration). NaN-safe. Zero network, zero PII.

Tool URL: https://ainumbers.co/chaingraph/art-183-irrbb-eve-shock-calculator.html

post/v1/tools/calculate_irrbb_eve_shocks

Request

Base URL: https://ainumbers.co
URL: https://ainumbers.co/v1/tools/calculate_irrbb_eve_shocks
Auth: none declared

Request body

repricing_gapsunknown

Response

Successful tool execution result

buckets_usedstring[]

reference_parallel_shock_bpsinteger

total_net_gapinteger

worst_delta_evenumber

worst_scenariostring

Changes

No recorded changes to this operation across all 1 revision of this API.