Shock cards
6 Basel scenarios
Visible
NII impact
Not computed
Mapping blockers
EVE impact
Not computed
Assumption blockers
Approval
Pending
Custom shocks
Operator Workbench
The screen starts with the bank decision, owner, blocker, and next handoff.
Route/irrbb/shocks
CRO / ALCO member
Primary decisionWhich shocks can be reviewed by ALCO once curve and repricing blockers clear?
Owner: Market Risk
Current blockerNII/EVE impact is not computed for products without curve or behavioral mapping.
Approvals and evidence control the next step.
Next actionResolve curve blockers and request custom shock approval if needed.
Apply Shock
Shock Scenario Cards
Impact cells stay blocked until input evidence is complete.
| Scenario | Short rate | Long rate | NII impact | EVE impact | Tier 1 impact | Status |
|---|---|---|---|---|---|---|
| Parallel up | +200 bp | +200 bp | Not computed | Not computed | Evidence needed | Blocked |
| Parallel down | -200 bp | -200 bp | Not computed | Not computed | Evidence needed | Blocked |
| Steepener | -65 bp | +100 bp | Not computed | Not computed | Evidence needed | Blocked |
| Flattener | +100 bp | -65 bp | Not computed | Not computed | Evidence needed | Blocked |
| Short rates up | +250 bp | 0 bp | Not computed | Not computed | Evidence needed | Blocked |
| Short rates down | -250 bp | 0 bp | Not computed | Not computed | Evidence needed | Blocked |
Custom Shock Modal
Configuration and approval controls stay visible beside the workpaper flow.
| Field | Value | Evidence / action |
|---|---|---|
| Basis points | +150 bp short / +75 bp long | Risk approval required |
| Effective date | Mar 31, 2026 | Required |
| Evidence note | ALCO scenario note | Required |
Required Inputs
Bank-provided inputs needed before this workspace can support official calculation evidence.
| Data requirement | Configuration status | Owner | Next action |
|---|---|---|---|
| Approved repricing gap | Evidence needed | Bank data owner | Provide source extract or policy reference |
| Approved curves | Evidence needed | Bank data owner | Provide source extract or policy reference |
| Shock policy | Evidence needed | Bank data owner | Provide source extract or policy reference |
| Behavioral assumptions | Evidence needed | Bank data owner | Provide source extract or policy reference |
| ALCO review note | Evidence needed | Bank data owner | Provide source extract or policy reference |
Operational States
The same screen accounts for empty, loading, blocked, validation, and approval states.
Loading stateSource checks runningLarge extracts stay in review until hash, row count, and schema validation finish.
Empty stateNo approved source rowsThe workspace shows required inputs and owner handoff instead of empty charts.
Blocked stateEvidence or approval missingOfficial output stays unavailable until the blocker is cleared by the owner.