AINumbers Fintech Intelligence Suite

IRRBB Basis-Risk NII Shock Calculator

calculate_basis_risk_nii_shock

Read-onlyIdempotent

IRRBB Basis-Risk NII Shock Calculator: OpenChainGraph compute node (analytics_mandate). Deterministic OpenChainGraph compute node. By default (compute:"auto") inputs are computed server-side on Cloudflare Workers for gpu:false nodes with a registered kernel; compute:"browser" forces client-side execution and returns a browser delegation URL instead. gpu:true nodes always delegate to the browser. Inputs are processed transiently to compute the response and are not stored, logged, or retained. Use synthetic or anonymised inputs only. Exports an AP2 artifact with execution_hash for chain provenance. Open at: https://ainumbers.co/chaingraph/art-443-irrbb-basis-risk-nii-shock-calculator.html FV-status (published/proven/still-trusted for this spec): /fv-status/dfdd7083d50dfec46270d5ca2c4a06852efd98bdc1ae8d20e3d3b191e9b14ac7.json — a snapshot, not a subscription; this receipt verifies offline regardless of whether that file is ever fetched.

Input Schema

TableJSON Schema

Name	Required	Description
`compute`	No	Compute mode (v0.4 Compute Binding). "auto" (default) = server for gpu:false nodes with registered kernels; "server" = force server-side; "browser" = always return browser delegation URL. gpu:true nodes always delegate.
`parent_hashes`	No	execution_hash values from upstream ChainGraph AP2 artifacts to chain from (sets chain.parent_hashes in the export).
`parent_tool_ids`	No	tool_id values matching parent_hashes, in the same order.
`policy_parameters`	No	Input parameters for this tool's decision function. For gpu:false nodes with a registered kernel, these are computed server-side when compute is "auto" or "server". See the tool's manifest for field names.

Output Schema

TableJSON Schema

Name	Required	Description	Default
`convention`	No
`is_material`	No
`index_results`	No
`horizon_months`	No
`parallel_delta_nii`	No
`total_net_exposure`	No
`reference_shock_bps`	No
`basis_risk_delta_nii`	No
`material_threshold_pct`	No
`total_nii_contribution`	No
`basis_risk_pct_of_parallel`	No

Schema Changelog

Changes observed during successful MCP inspections.

Changed1 schema field changedSep 3, 2026

changedOutput schema / (root)

Previous value: -nullNew value: +{
+  "properties": {
+    "basis_risk_delta_nii": {
+      "type": "integer"
+    },
+    "basis_risk_pct_of_parallel": {
+      "type": "number"
+    },
+    "convention": {
+      "type": "string"
+    },
+    "horizon_months": {
+      "type": "integer"
+    },
+    "index_results": {
+      "items": {
+        "properties": {
+          "asset_balance": {
+            "type": "integer"
+          },
+          "beta_vs_reference": {
+            "type": "integer"
+          },
+          "index_name": {
+            "type": "string"
+          },
+          "index_shock_bps": {
+            "type": "integer"
+          },
+          "liability_balance": {
+            "type": "integer"
+          },
+          "net_exposure": {
+            "type": "integer"
+          },
+          "nii_contribution": {
+            "type": "integer"
+          }
+        },
+        "type": "object"
+      },
+      "type": "array"
+    },
+    "is_material": {
+      "type": "boolean"
+    },
+    "material_threshold_pct": {
+      "type": "number"
+    },
+    "parallel_delta_nii": {
+      "type": "integer"
+    },
+    "reference_shock_bps": {
+      "type": "integer"
+    },
+    "total_net_exposure": {
+      "type": "integer"
+    },
+    "total_nii_contribution": {
+      "type": "integer"
+    }
+  },
+  "type": "object"
+}

AddedJul 24, 2026

TDQS

C2.9/5.0

Behavior4/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Beyond the annotations (readOnly/idempotent/non-destructive), the description adds genuinely useful behavior: server vs. browser compute delegation semantics, gpu:true always delegating, transient processing with no storage/logging/retention, and emission of an AP2 artifact with execution_hash for chain provenance. This is meaningful disclosure the annotations do not carry, though it never says what the tool returns or how failures surface.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness2/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The purpose is crammed into the first clause and then buried under infrastructure boilerplate, a marketing URL, and an FV-status receipt paragraph with a long hash that offers no operational value to an agent deciding how to call the tool. Much of the text does not earn its place in a tool description.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness3/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

An output schema exists so return values need not be described, and annotations cover the safety profile; the description does explain compute delegation, non-retention and provenance export. However it leaves the actual decision-function inputs (policy_parameters field names) entirely unspecified, which is a real gap for a parameterized financial compute node.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 100%, so the schema already documents compute, parent_hashes, parent_tool_ids and policy_parameters. The description largely repeats the compute-mode semantics already in the schema and adds no syntax or format detail for policy_parameters (it defers to 'the tool's manifest'), so baseline 3 applies.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose3/5

Does the description clearly state what the tool does and how it differs from similar tools?

The opening clause names a specific verb+resource (IRRBB basis-risk NII shock calculation), which is more than a tautology, but it is immediately followed by generic 'OpenChainGraph compute node' boilerplate rather than any differentiation from near-identical siblings such as evaluate_irrbb_sot_nii, calculate_irrbb_eve_shocks, or evaluate_irrbb_sot_eve. An agent cannot tell from the text why it should pick this tool over those.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines2/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

There is no when/when-not guidance and no reference to alternative IRRBB tools. The closest thing to guidance is 'Use synthetic or anonymised inputs only', which is a data-handling constraint, not a statement of when this tool applies.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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