cascade
Estimated liquidable amount from the real UKEMI cascade primitives (imported, never re-implemented): an Eisenberg-Noe clearing of the interbank system (L, e) with alpha=beta=1 yields the largest clearing vector L*; each node is then read as a leveraged position — collateral is its cleared balance-sheet value (external assets plus interbank receipts under L*), debt is its nominal obligations, liquidation threshold K=1 — and liquidableAmount sums the debts of the nodes whose cleared value, once shocked by the caller-carried 24h fraction, no longer covers their obligations. Shocking the whole cleared value is a v0 simplification; no source supports shocking interbank receivables. yhat is that liquidable amount: a monetary quantity in the reference asset, a single point that HIKAE conformalizes downstream — no guarantee, no score. Downstream, no cascade calibration is committed; the gate abstains (under_calib) on this class.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| L | Yes | Nominal interbank liabilities matrix L[i][j] = what node i owes node j. Square, entries >= 0, zero diagonal. | |
| e | Yes | External assets (liquidation value) per node at the clearing date. One value per node. | |
| shock | Yes | 24h collateral price shock fraction in [0,1] — a declared fixture parameter, not a dynamics model. | |
| producedAt | Yes | Caller-carried RFC3339 instant, injected for hash stability (D4); the tool reads no clock. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| yhat | Yes | ||
| task_class | Yes | ||
| produced_at | Yes | ||
| predictor_id | Yes | ||
| schema_version | Yes | ||
| features_digest | No |