---
title: "IRRBB EVE Shock Calculator"
method: POST
path: "/v1/tools/calculate_irrbb_eve_shocks"
tags: ["TODO_TAGS_REVIEW", "TODO_AP2_EXPORT_REVIEW"]
---

# IRRBB EVE Shock Calculator

`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

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

## Request body

- object
  - `repricing_gaps` unknown

## Response `200`

Successful tool execution result

- object
  - `buckets_used` string[]
  - `reference_parallel_shock_bps` integer
  - `shocks` object
    - `flattener` object
      - `delta_eve` number
    - `parallel_down` object
      - `delta_eve` number
    - `parallel_up` object
      - `delta_eve` number
    - `short_down` object
      - `delta_eve` number
    - `short_up` object
      - `delta_eve` number
    - `steepener` object
      - `delta_eve` number
  - `total_net_gap` integer
  - `worst_delta_eve` number
  - `worst_scenario` string

---

[API](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite.md) · [All operations](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/llms.txt) · [OpenAPI document](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/revisions/b462e4f5bb28?raw)