TODO_TAGS_REVIEW
TODO_AP2_EXPORT_REVIEW

IRRBB SOT EVE Evaluator

Evaluate the EBA Supervisory Outlier Test (SOT) on Economic Value of Equity: the worst-case delta EVE decline across the 6 standardised shock scenarios versus the EU-wide hard threshold of 15% of Tier 1 capital (EBA RTS on the SOT / EBA Guidelines on IRRBB and CSRBB, EBA/GL/2022/14). Returns delta_eve_pct_of_tier1 and eve_outlier. Section 16 proof candidate. Second node of the irrbb-supervisory-outlier-test chain. NaN-safe. Zero network, zero PII.

Tool URL: https://ainumbers.co/chaingraph/art-184-irrbb-sot-eve-evaluator.html

post/v1/tools/evaluate_irrbb_sot_eve

Request

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

Request body

capitalunknown
eve_shockunknown

Response

Successful tool execution result

delta_eve_pct_of_tier1integer
eve_outlierboolean
sot_eve_threshold_pctinteger
tier1_capitalinteger
worst_delta_eveinteger

Changes

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