Demos & interactive stress lab

Simplified, runnable versions of the research & risk tools, plus an interactive bank securities duration & CET1 rate-shock calculator.

nelson@work:~$ ./demos --interactive

Interactive demos

Select any featured tool below to inspect its methodology, controls, and interactive output.

View

hypothetical bank

Parallel rate shock +200bp Securities duration 4.5y AOCI counts in CET1

Risk-weighted assets$bn CET1 capital$bn Available-for-sale$bn Held-to-maturity$bn Tax rate% CET1 minimum%

line	value	unit

0%7% minimum16%

Available-for-sale fair value changes flow through AOCI after tax and enter CET1 when the AOCI filter is off.

Held-to-maturity securities are carried at amortized cost in regulatory CET1, while full economic CET1 deducts after-tax HTM unrealized losses.

ΔMV ≈ −Duration × (Δy / 10,000) × Book × (1 − Tax). Compare regulatory CET1 against full-mark economic CET1 across rate shocks.

nelson@work:~$ ls tools/supporting/

Click one to open it in the interactive viewer above.