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IRRBB SOT NII Evaluator

Evaluate the Net Interest Income (NII) leg of the EBA Supervisory Outlier Test: the worst-case 1-year delta NII under parallel up/down shocks versus a caller-supplied threshold (EBA leaves NII SOT calibration to competent-authority / institution discretion under EBA Guidelines on IRRBB and CSRBB, EBA/GL/2022/14 -- no single EU-wide bright-line percentage exists, unlike the EVE leg). Returns delta_nii_pct_of_nii, threshold_set, and nii_outlier. Terminal node of the irrbb-supervisory-outlier-test chain. Exports as Policy Mandate JSON or W3C VC. NaN-safe. Zero network, zero PII.

Tool URL: https://ainumbers.co/chaingraph/art-185-irrbb-sot-nii-evaluator.html

post/v1/tools/evaluate_irrbb_sot_nii

Request

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

Request body

baselineunknown
nii_shockunknown

Response

Successful tool execution result

delta_nii_pct_of_niiinteger
nii_outlierboolean
projected_niiinteger
sot_nii_threshold_pctinteger
threshold_setboolean
worst_delta_niiinteger

Changes

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