The Insurance Run object
Cross-account estimates by beneficial owner and right/capacity, original dated source data and explicit title/amount exceptions.
Attributes
capital_policyobject or nullOptionalCapitalPolicy is a reviewed classification policy, not a rule that infers risk weights or instrument eligibility from a loan/product label.
10 child attributes
effective_fromstring · dateRequiredA business date, YYYY-MM-DD
effective_throughstring · dateRequiredA business date, YYYY-MM-DD
evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredmethodologystringRequiredminimum_cet1_bpsintegerRequiredminimum_leverage_bpsintegerRequiredminimum_tier1_bpsintegerRequiredminimum_total_bpsintegerRequirednamestringRequiredrisk_classesarray of objectsRequired5 child attributes
conversion_factor_bpsinteger or nullOptionalevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredkeystringRequiredrisk_weight_bpsinteger or nullOptionaltreatmentstringRequiredcapital_runobject or nullOptional5 child attributes
policyobjectRequiredCapitalPolicy is a reviewed classification policy, not a rule that infers risk weights or instrument eligibility from a loan/product label.
10 child attributes
effective_fromstring · dateRequiredA business date, YYYY-MM-DD
effective_throughstring · dateRequiredA business date, YYYY-MM-DD
evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredmethodologystringRequiredminimum_cet1_bpsintegerRequiredminimum_leverage_bpsintegerRequiredminimum_tier1_bpsintegerRequiredminimum_total_bpsintegerRequirednamestringRequiredrisk_classesarray of objectsRequired5 child attributes
conversion_factor_bpsinteger or nullOptionalevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
keystringRequiredrisk_weight_bpsinteger or nullOptionaltreatmentstringRequiredpolicy_sha256stringRequiredrequestobjectRequired11 child attributes
as_ofstring · dateRequiredA business date, YYYY-MM-DD
componentsarray of objectsRequired7 child attributes
book_amountintegerRequiredbucketstringRequiredCet1, additional_tier1, tier2, allowance, excluded
evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
gl_codestringOptionalidstringRequiredregulatory_amountintegerRequiredtreatmentstringRequiredcoverage_evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequireddeductionsarray of objectsRequired5 child attributes
amountintegerRequiredbucketstringRequiredCet1, additional_tier1, tier2
evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
idstringRequiredtreatmentstringRequireddenominatorsobjectRequiredAverageAssets is an evidenced whole-calendar-quarter average prepared under the applicable Call Report instructions. A closing balance is never substituted.
8 child attributes
additional_credit_rwaobjectRequiredaverage_assetsobjectRequiredaverage_fromstring · dateRequiredA business date, YYYY-MM-DD
average_throughstring · dateRequiredA business date, YYYY-MM-DD
consolidation_adjustmentobjectRequiredleverage_deductionsobjectRequiredmarket_rwaobjectRequiredtrading_assets_and_liabilitiesobjectRequiredeligibilityobjectRequired4 child attributes
advanced_approachesboolean or nullOptionalcblr_election_reportedboolean or nullOptionalevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
supervisory_restrictionboolean or nullOptionalexposuresarray of objectsRequired8 child attributes
book_amountintegerRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
excludedbooleanRequiredgl_codestringOptionalidstringRequiredregulatory_exposure_amountintegerRequiredrisk_classstringOptionaltreatmentstringRequiredmeasurementstringOptionalOmitted for a quarter-end run; month_end at a quarter's first or second month-end
off_balancearray of objectsRequired6 child attributes
cblr_includedboolean or nullOptionalNotional inclusion under 3.12, distinct from risk-based CCF
evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
idstringRequirednotional_amountintegerRequiredrisk_classstringRequiredtreatmentstringRequiredpolicy_idstringRequiredrationalestringRequiredresultsobjectRequiredCapitalResults of a quarter-end run always carry the leverage ratio and the CBLR criteria; a month-end run carries neither, because both are measured over a whole-quarter average.
18 child attributes
additional_tier1_amountintegerRequiredallowance_excluded_amountintegerRequiredallowance_included_amountintegerRequiredcblrobject or nullOptional9 child attributes
consolidated_assets_amountintegerRequiredcriteria_metbooleanRequiredelection_reportedbooleanRequiredfailed_criteriaarray of stringsRequiredleverageobjectRequiredoff_balance_notional_amountintegerRequiredreliance_statusstringRequiredthreshold_exclusive_bpsintegerRequiredtrading_assets_and_liabilities_amountintegerRequiredcet1_amountintegerRequiredcet1_ratioobjectRequired6 child attributes
bpsinteger or nullOptionaldenominator_amountintegerRequiredmeets_minimumboolean or nullOptionalminimum_bpsintegerRequirednumerator_amountintegerRequiredstatusstringRequiredcredit_rwa_amountintegerRequiredengine_versionstringRequiredexposuresarray of objectsRequired3 child attributes
credit_equivalent_amountintegerRequiredidstringRequiredrwa_amountintegerRequiredleverage_ratioobject or nullOptional6 child attributes
bpsinteger or nullOptionaldenominator_amountintegerRequiredmeets_minimumboolean or nullOptionalminimum_bpsintegerRequirednumerator_amountintegerRequiredstatusstringRequiredlimitationsarray of stringsRequiredmonth_endobject or nullOptionalCapitalMonthEndResult is a month-end run's tier 1 capital as Schedule RC-R Part I item 26 measures it: the CBLR numerator, without a tier 2 shortfall transfer, when the run reports a CBLR election, otherwise tier 1 capital. ClosingDate is the retained closing it was measured on; Carried says the month-end was not a Federal Reserve banking day, so that closing is the last banking day's. Both are omitted when zero, so a result retained before they were recorded re-encodes to its digest.
4 child attributes
carriedbooleanRequiredcblr_election_reportedbooleanRequiredclosing_datestring · dateRequiredA business date, YYYY-MM-DD
tier1_amountintegerRequiredtier1_amountintegerRequiredtier1_ratioobjectRequired6 child attributes
bpsinteger or nullOptionaldenominator_amountintegerRequiredmeets_minimumboolean or nullOptionalminimum_bpsintegerRequirednumerator_amountintegerRequiredstatusstringRequiredtier2_amountintegerRequiredtotal_capital_amountintegerRequiredtotal_ratioobjectRequired6 child attributes
bpsinteger or nullOptionaldenominator_amountintegerRequiredmeets_minimumboolean or nullOptionalminimum_bpsintegerRequirednumerator_amountintegerRequiredstatusstringRequiredtotal_rwa_amountintegerRequiredsourceobjectRequired5 child attributes
as_ofstring · dateRequiredA business date, YYYY-MM-DD
ledger_sha256stringRequiredpositionsarray of objectsRequired4 child attributes
balance_amountintegerRequiredcurrency_codestringRequiredgl_codestringRequiredtypestringRequiredsha256stringRequiredsync_idintegerRequiredcontent_sha256stringRequiredcontingency_runobject or nullOptional5 child attributes
requestobjectRequiredContingencyRunRequest names the approved scenario and the as-of closing, and supplies what the core does not retain: securities encumbrance and evidenced contingent flows, each explicit.
6 child attributes
as_ofstring · dateRequiredA business date, YYYY-MM-DD
contingent_flowsarray of objectsRequired6 child attributes
cumulative_amountsarray of integersRequireddirectionstringRequiredUse or source
evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
idstringRequiredseveritystringRequiredtreatmentstringRequiredcoverage_evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredencumbrancesarray of objectsRequired4 child attributes
encumbered_amountinteger or nullOptionalevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
gl_codestringRequiredtreatmentstringRequiredrationalestringRequiredscenario_idstringRequiredresultsobjectRequired8 child attributes
balancesobjectRequiredContingencyBalances are the classified retained balances and the register totals a run used.
13 child attributes
advances_amountintegerRequiredbrokered_deposits_amountintegerRequiredcash_amountintegerRequireddeposits_amountintegerRequiredencumbered_securities_amountintegerRequiredliabilities_amountintegerRequiredother_liabilities_amountintegerRequiredregister_capacity_amountintegerRequiredregister_lendable_amountintegerRequiredregister_outstanding_amountintegerRequiredregister_securities_pledged_amountintegerRequiredregister_shortfall_amountintegerRequiredsecurities_amountintegerRequiredengine_versionstringRequiredhorizon_daysintegerRequiredindicatorsarray of objectsRequired9 child attributes
actionstringRequiredkeystringRequiredmetricstringRequiredownerstringRequiredseveritystringOptionalstatusstringRequiredBreached, within or undefined (a zero denominator)
thresholdintegerRequiredtriggerstringRequiredvalueinteger or nullOptionallimitationsarray of stringsRequiredprojectionsarray of objectsRequired7 child attributes
bucketsarray of objectsRequiredfirst_shortfall_bucketinteger or nullOptionallendersarray of objectsRequiredminimum_net_position_amountintegerRequiredseveritystringRequiredsurvival_daysinteger or nullOptionalThe end day of the last bucket before the first shortfall
survives_horizonbooleanRequiredscopestringRequiredtriggered_indicatorsarray of stringsRequiredscenarioobjectRequiredContingencyScenario is one reviewed version of a contingency funding stress event. Each version is its own record; a version that supersedes an approved one names it, and runs refuse a version an approved successor has superseded.
12 child attributes
classesarray of objectsRequired5 child attributes
assumptionsarray of objectsRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
gl_codestringRequiredrolestringRequiredtreatmentstringRequireddaily_daysintegerRequiredOne bucket for each calendar day 1..daily_days
event_descriptionstringRequiredevent_kindstringRequiredInstitution_specific, market_wide or combined
evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredindicatorsarray of objectsRequired8 child attributes
actionstringRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
keystringRequiredmetricstringRequiredownerstringRequiredseveritystringOptionalthresholdinteger or nullOptionaltriggerstringRequiredBelow or above
intramonth_end_daysarray of integersRequiredThen buckets ending on these days, the last no later than day 31
lendersarray of objectsRequired6 child attributes
available_dayinteger or nullOptionalevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
lendable_haircut_bpsinteger or nullOptionallender_kindstringRequiredseveritystringRequiredtreatmentstringRequiredmethodologystringRequirednamestringRequiredseveritiesarray of objectsRequired3 child attributes
descriptionstringRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
keystringRequiredsupersedesstringOptionalscenario_sha256stringRequiredsourceobjectRequiredContingencySource is what a run captured: the exact tied closing, the dated register advances and the collateral register, each with its digest and one digest over all of them.
12 child attributes
advancesarray of objectsRequired6 child attributes
balance_amountintegerRequiredgl_codestringRequiredidstringRequiredkindstringRequiredlender_idintegerOptionalmaturity_datestring · dateRequiredA business date, YYYY-MM-DD
advances_sha256stringRequiredas_ofstring · dateRequiredA business date, YYYY-MM-DD
ledger_sha256stringRequiredlendersarray of objectsRequired13 child attributes
as_ofstring · dateRequiredA business date, YYYY-MM-DD
capacity_amountintegerRequiredgl_codestringRequiredineligible_pledgesintegerRequiredlegal_namestringRequiredlendable_amountintegerRequiredlender_idintegerRequiredlender_kindstringRequiredlive_pledgesintegerRequiredoutstanding_amountintegerRequiredschedule_idintegerOptionalsecurities_pledged_amountintegerRequiredRegister value of live securities lot pledges
shortfall_amountintegerRequiredpositionsarray of objectsRequired7 child attributes
balance_amountintegerRequiredbrokeredbooleanRequiredcall_report_linestringRequiredcurrency_codestringRequireddepositbooleanRequiredgl_codestringRequiredtypestringRequiredpositions_sha256stringRequiredregister_business_datestring · dateRequiredA business date, YYYY-MM-DD
register_captured_atstring · date-timeRequiredregister_sha256stringRequiredsha256stringRequiredsync_idintegerRequiredcontingency_scenarioobject or nullOptionalContingency funding records are omitted from every other kind, so earlier digests hold.
12 child attributes
classesarray of objectsRequired5 child attributes
assumptionsarray of objectsRequired5 child attributes
available_dayinteger or nullOptionalcumulative_runoff_bpsarray of integersOptionalevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
haircut_bpsinteger or nullOptionalseveritystringRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredgl_codestringRequiredrolestringRequiredtreatmentstringRequireddaily_daysintegerRequiredOne bucket for each calendar day 1..daily_days
event_descriptionstringRequiredevent_kindstringRequiredInstitution_specific, market_wide or combined
evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredindicatorsarray of objectsRequired8 child attributes
actionstringRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredkeystringRequiredmetricstringRequiredownerstringRequiredseveritystringOptionalthresholdinteger or nullOptionaltriggerstringRequiredBelow or above
intramonth_end_daysarray of integersRequiredThen buckets ending on these days, the last no later than day 31
lendersarray of objectsRequired6 child attributes
available_dayinteger or nullOptionalevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredlendable_haircut_bpsinteger or nullOptionallender_kindstringRequiredseveritystringRequiredtreatmentstringRequiredmethodologystringRequirednamestringRequiredseveritiesarray of objectsRequired3 child attributes
descriptionstringRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredkeystringRequiredsupersedesstringOptionalidstringRequiredinsurance_policyobject or nullOptional10 child attributes
bank_certificatestringRequiredbank_insurance_confirmedboolean or nullOptionaleffective_fromstring · dateRequiredA business date, YYYY-MM-DD
effective_throughstring · dateRequiredA business date, YYYY-MM-DD
evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredlegal_entitystringRequiredmethodologystringRequirednamestringRequiredpart370_applicabilitystringRequiredCovered, not_covered, undetermined; never inferred from this run
rule_versionstringRequiredinsurance_runobject or nullOptional5 child attributes
policyobjectRequired10 child attributes
bank_certificatestringRequiredbank_insurance_confirmedboolean or nullOptionaleffective_fromstring · dateRequiredA business date, YYYY-MM-DD
effective_throughstring · dateRequiredA business date, YYYY-MM-DD
evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredlegal_entitystringRequiredmethodologystringRequirednamestringRequiredpart370_applicabilitystringRequiredCovered, not_covered, undetermined; never inferred from this run
rule_versionstringRequiredpolicy_sha256stringRequiredrequestobjectRequired5 child attributes
as_ofstring · dateRequiredA business date, YYYY-MM-DD
coverage_evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredpolicy_idstringRequiredrationalestringRequiredtitlesarray of objectsRequired13 child attributes
account_idstringRequiredExample acct_2tVh8nqLxq4GbDe0K1F6S9zRcWm
accrued_interest_amountinteger or nullOptionaleligible_primary_beneficiariesarray of stringsRequiredEligiblePrimaryBeneficiaries is the exhaustive set of currently qualifying living natural persons / IRS-recognized charity/nonprofit primary beneficiaries.
evidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
joint_equal_withdrawalboolean or nullOptionaljoint_signature_requirement_metboolean or nullOptionalownersarray of objectsRequiredowners_natural_personsboolean or nullOptionalretirement_eligibleboolean or nullOptionalspecial_circumstancesboolean or nullOptionalDeath, merger grace, disputed identity, contingent titling etc require exception review
title_sha256stringRequiredtreatmentstringRequiredtrust_qualifiesboolean or nullOptionalresultsobjectRequired9 child attributes
captured_principal_amountintegerRequiredclassified_amountintegerRequiredengine_versionstringRequiredestimated_insured_amountintegerRequiredestimated_uninsured_amountintegerRequiredexceptionsarray of objectsRequired4 child attributes
account_idstringOptionalExample acct_2tVh8nqLxq4GbDe0K1F6S9zRcWm
amountinteger or nullOptionalcodestringRequireddetailstringRequiredgroupsarray of objectsRequired9 child attributes
bank_certificatestringRequiredbeneficiary_idsarray of stringsRequiredcapacitystringRequiredestimated_insured_amountintegerRequiredestimated_uninsured_amountintegerRequiredinterestsarray of objectsRequiredlimit_amountintegerRequiredowner_idstringRequiredtotal_amountintegerRequiredlimitationsarray of stringsRequiredstatusstringRequiredsourceobjectRequired6 child attributes
accountsarray of objectsRequired16 child attributes
beneficiaries_completebooleanRequiredbeneficiary_idsarray of stringsRequiredcurrency_codestringRequiredexceptionstringOptionalidstringRequiredledger_account_idstringRequiredExample lacc_2tVh8nqLxq4GbDe0K1F6S9zRcWm
ownersarray of stringsRequiredownership_recorded_atstring · date-time or nullOptionalownership_revisionintegerRequiredownership_typestringRequiredprincipal_amountintegerRequiredproduct_codestringRequiredsnapshot_versionintegerRequiredtitleobjectRequiredtitle_sha256stringRequiredtrust_namestringOptionalcaptured_atstring · date-timeRequiredexpected_accrued_interest_amountintegerRequiredexpected_principal_amountintegerRequiredglobjectRequired5 child attributes
as_ofstring · dateRequiredA business date, YYYY-MM-DD
ledger_sha256stringRequiredpositionsarray of objectsRequiredsha256stringRequiredsync_idintegerRequiredsha256stringRequiredkindstringRequiredExactly one corresponding payload exists
proposed_atstring · date-timeRequiredproposed_bystringRequiredreviewobject or nullOptional6 child attributes
actorstringRequiredcontent_sha256stringRequireddecisionstringRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredrationalestringRequiredreviewed_atstring · date-timeRequiredrunobject or nullOptional5 child attributes
requestobjectRequired7 child attributes
as_ofstring · dateRequiredA business date, YYYY-MM-DD
contingent_flowsarray of objectsRequired4 child attributes
base_amountsarray of integersRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
idstringRequiredstress_amountsarray of integersRequiredcoverage_evidenceobjectRequiredReview of exclusions, off-balance exposures and assumed funding
2 child attributes
referencestringRequiredsha256stringRequiredexclusionsarray of objectsRequired4 child attributes
amountintegerRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
gl_codestringRequiredreasonstringRequiredpositionsarray of objectsRequired15 child attributes
annual_coupon_bpsinteger or nullOptionalassumption_keystringRequiredbase_flowsarray of objectsOptionalcap_bpsinteger or nullOptionalcontractual_principalarray of integersOptionalevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
floor_bpsinteger or nullOptionalgl_codestringRequiredidstringRequiredkindstringRequiredFixed, floating, nonmaturity, imported, cash
maturity_monthintegerRequiredprincipal_amountintegerRequiredsidestringRequiredspread_bpsinteger or nullOptionalstress_flowsarray of objectsOptionalrationalestringRequiredscenario_idstringRequiredresultsobjectRequired8 child attributes
baseobjectRequired6 child attributes
bucketsarray of objectsRequiredeve_amountintegerRequiredfirst_shortfall_monthinteger or nullOptionalminimum_liquidity_amountintegerRequirednii_amountintegerRequiredtriggered_actionsarray of stringsRequiredengine_versionstringRequiredeve_delta_amountintegerRequiredinitial_liquidity_amountintegerRequiredlimitationsarray of stringsRequirednii_delta_amountintegerRequiredscopestringRequiredstressobjectRequired6 child attributes
bucketsarray of objectsRequiredeve_amountintegerRequiredfirst_shortfall_monthinteger or nullOptionalminimum_liquidity_amountintegerRequirednii_amountintegerRequiredtriggered_actionsarray of stringsRequiredscenarioobjectRequiredScenario fixes every monthly curve point and behavioral parameter before a run. Curves are annual nominal rates with monthly compounding for present values. Cash-flow accrual is Actual/365. Principal remaining at maturity (or the chosen behavioral truncation month) is paid in that month; no EVE terminal value is hidden.
12 child attributes
assumptionsarray of objectsRequired8 child attributes
base_monthly_prepayment_bpsinteger or nullOptionalbase_monthly_runoff_bpsinteger or nullOptionaldeposit_beta_bpsinteger or nullOptionalevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
inflow_haircut_bpsinteger or nullOptionalkeystringRequiredstress_monthly_prepayment_bpsinteger or nullOptionalstress_monthly_runoff_bpsinteger or nullOptionalbase_curve_bpsarray of integersRequiredbase_index_bpsarray of integersRequiredcontingency_actionsarray of objectsRequired5 child attributes
actionstringRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
idstringRequiredownerstringRequiredtrigger_below_amountintegerRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredhorizon_monthsintegerRequiredliquidity_floor_amountinteger or nullOptionalmethodologystringRequirednamestringRequirednii_monthsintegerRequiredstress_curve_bpsarray of integersRequiredstress_index_bpsarray of integersRequiredscenario_sha256stringRequiredsourceobjectRequired5 child attributes
as_ofstring · dateRequiredA business date, YYYY-MM-DD
ledger_sha256stringRequiredpositionsarray of objectsRequired4 child attributes
balance_amountintegerRequiredcurrency_codestringRequiredgl_codestringRequiredtypestringRequiredsha256stringRequiredsync_idintegerRequiredscenarioobject or nullOptionalScenario fixes every monthly curve point and behavioral parameter before a run. Curves are annual nominal rates with monthly compounding for present values. Cash-flow accrual is Actual/365. Principal remaining at maturity (or the chosen behavioral truncation month) is paid in that month; no EVE terminal value is hidden.
12 child attributes
assumptionsarray of objectsRequired8 child attributes
base_monthly_prepayment_bpsinteger or nullOptionalbase_monthly_runoff_bpsinteger or nullOptionaldeposit_beta_bpsinteger or nullOptionalevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredinflow_haircut_bpsinteger or nullOptionalkeystringRequiredstress_monthly_prepayment_bpsinteger or nullOptionalstress_monthly_runoff_bpsinteger or nullOptionalbase_curve_bpsarray of integersRequiredbase_index_bpsarray of integersRequiredcontingency_actionsarray of objectsRequired5 child attributes
actionstringRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredidstringRequiredownerstringRequiredtrigger_below_amountintegerRequiredevidenceobjectRequiredEvidence binds externally prepared inputs and assumptions to retained documentation.
2 child attributes
referencestringRequiredsha256stringRequiredhorizon_monthsintegerRequiredliquidity_floor_amountinteger or nullOptionalmethodologystringRequirednamestringRequirednii_monthsintegerRequiredstress_curve_bpsarray of integersRequiredstress_index_bpsarray of integersRequired