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NMD Behavioral Repricing Mapper

OCC 2010-1 Interagency Advisory on IRR: maps non-maturity deposit (NMD) segment balances into a bucketed net-repricing-gap schedule using a caller-declared behavioral allocation (per-bucket repricing fractions) and a deposit beta -- never a baked-in regulatory decay curve. Feeds directly into art-369's repricing_gaps input, which art-369 itself requires as a GIVEN and does not derive. Distinct from art-369 (Rate Shock Ladder Replay), which sweeps shocks over an already-bucketed gap schedule; this kernel builds that schedule from underlying deposit balances. NaN-safe. Zero network, zero PII.

Tool URL: https://ainumbers.co/chaingraph/art-442-nmd-behavioral-repricing-mapper.html

post/v1/tools/map_nmd_behavioral_repricing

Request

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

Request body

Response

Successful tool execution result

buckets_usedstring[]
conventionstring
total_balanceinteger
total_net_repricing_gapinteger
total_rate_sensitive_balanceinteger
weighted_avg_betanumber

Changes

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